IB does provide an option risk and pricing method tickOptionComputation() in their APIs:
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm#apiguide/apicover/apicover.htm Da On Thu, Apr 7, 2011 at 12:17 PM, ShaggsTheStud <[email protected]>wrote: > The full source code of JBT is available. Time to roll up your sleeves and > get to work. You could do something with VIX, or perhaps use IB's > volatility analysis tools, or ?? > > Oh, and don't ask IB to help you, because they won't. The best they can do > is answer a very specific technical question regarding their API, but they > aren't going to tell you how to write software. > > Good luck, and let us know if you have any success. > > > On Wed, Apr 6, 2011 at 10:00 PM, Da Xu <[email protected]> wrote: > >> So a furthur question is how to get the access of any risk analysis from >> JBT? If we can, that will help us simplify our computation a lot. I have >> ever requested IB to help me but they didn't respond. >> >> Da >> On Thu, Apr 7, 2011 at 12:54 AM, Da Xu <[email protected]> wrote: >> >>> Thank you for the knowledge. >>> >>> Da >>> >>> On Wed, Apr 6, 2011 at 9:13 PM, Eugene Kononov < >>> [email protected]> wrote: >>> >>>> >>>> >>>> On Wed, Apr 6, 2011 at 8:43 PM, <[email protected]> wrote: >>>> >>>>> The VIX... >>>>> >>>>> >>>> Yes, it's certainly possible to subscribe to VIX from a JBT strategy. >>>> The other way would be to use PriceVolatility.java indicator (which comes >>>> with JBT) on either SPY or ES. >>>> >>>> -- >>>> You received this message because you are subscribed to the Google >>>> Groups "JBookTrader" group. >>>> To post to this group, send email to [email protected]. >>>> To unsubscribe from this group, send email to >>>> [email protected]. >>>> For more options, visit this group at >>>> http://groups.google.com/group/jbooktrader?hl=en. >>>> >>> >>> >> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To post to this group, send email to [email protected]. >> To unsubscribe from this group, send email to >> [email protected]. >> For more options, visit this group at >> http://groups.google.com/group/jbooktrader?hl=en. >> > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]. > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
