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Hi all this is NOT a request for how to do get the data but poses the question is there a better way to get the data.
I want to run some models against all strikes greeks for a symbol getting the data from IB. We have the right subscriptions and can code it BUT is there a better way?
We have been talking to ivolatility.com about a bulk ftp of all symbol greeks for 5 years which costs out at about $4000. We are not rich so that's a BIG investment for us and we'd prefer to look at getting the data from IB as we are already paying for it. Some people say that IB's greek data is not as good as ivolatility's and we'll be checking that when Ivolatility sends us a sample data csv.
So if anyone has trodden this path before and has any "wow I wish I'd done this instead of that" advice I would be grateful to hear it.
thank you
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Hi all this is NOT a request for how to do get the data but poses the question is there a better way to get the data.
I want to run some models against all strikes greeks for a symbol getting the data from IB. We have the right subscriptions and can code it BUT is there a better way?
We have been talking to ivolatility.com about a bulk ftp of all symbol greeks for 5 years which costs out at about $4000. We are not rich so that's a BIG investment for us and we'd prefer to look at getting the data from IB as we are already paying for it. Some people say that IB's greek data is not as good as ivolatility's and we'll be checking that when Ivolatility sends us a sample data csv.
So if anyone has trodden this path before and has any "wow I wish I'd done this instead of that" advice I would be grateful to hear it.
thank you
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