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Can't seem to just get the price/greeks of an option contract in Python
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All,
I can't seem to get my script to pull down the price of an option contract. I have this overload in my class: ''' def tickOptionComputation(self, orderId, tickType, tickAttrib: int, impliedVol: float, delta: float, optPrice: float, pvDividend: float, gamma: float, vega: float, theta: float, undPrice: float):
super().tickOptionComputation(reqId, tickType, tickAttrib, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice)
print("TickOptionComputation. TickerId:", reqId, "TickType:", tickType, "TickAttrib:", tickAttrib, "ImpliedVolatility:", impliedVol, "Delta:", delta, "OptionPrice:",
optPrice, "pvDividend:", pvDividend, "Gamma: ", gamma, "Vega:", vega,
"Theta:", theta, "UnderlyingPrice:", undPrice) '''
And in my main loop I call: '''? under_contract = createUnderlyingContract(ticker) contract = createOptionContract(ticker, date, strike, right)
self.reqMktData(self.nextorderId, under_contract, '', False, False, [])
self.reqMktData(self.nextorderId, contract, '', False, False, []) ''' Is there something I'm missing here? I know I need a data subscription but I don't even get the warning message about it. Thank you in advance! |
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Probably you're defining an incorrect underlying contract on an option contract.
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You can see examples of working with that method in Testbed example. To try without market data select delayed data type in the beginning
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