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How NOT to get greeks with option reqMktData() request?
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From that page:
Market data related to optionsThe option greek values- delta, gamma, theta, vega- are returned by default following a reqMktData() request for the option. See?
Is there any way not to get the greeks?? Sure, I could just change the implementation of:
public?void?tickOptionComputation(int?tickerId,?int?field,?int?tickAttrib,?double?impliedVol,?double?delta,?double?optPrice,?double?pvDividend,?double?gamma,?double?vega,?double?theta,?double?undPrice)?{
To simply do nothing and ignore the incoming data, but if I am not using it, I would rather IB / my computer not calculate it.
IB Model impVol is often wrong anyway as the corresponding IB model price often is outside the market bid / ask.
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