Interactive Brokers Options Trading HLOC DataFeed
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Hello backtrader community !
I am trying to implement a data feed for option contracts.
I would like to simply create a datafeed for a specific option contract.
I would like to be able to buy, and sell that contract.From what I understood, I can trade options as an HLOC datafeed. What classe should I extend from ? Is there a more abstract class ? Should I extend this ?
class OptionDataFeed(with_metaclass(MetaDataBase, dataseries.OHLCDateTime)): # should I do this ?
Another question, how can I actually buy this option contract/datafeed ?
I think that this is not included in the library. I am willing to submit a pull request if you guys want that feature for ib. However, I would like to know how this should be done with this library.
Thanks !
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found the answer ! this is how you get an option data feed. you pass in the contract with the format specified below !
option_data_feed = ibstore.getdata('TICKER-OPT-EXCHANGE-CURRENCY-YYYYMMDD-STRIKE-RIGHT')
I don't know if this works yet. Let's see. I need to get the option chain from the ib api.
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Did this work for you?
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@alexbrillant the YYYYMM format for Futures is incorrect, it needs to be YYYYMMDD