I'd like to develop some tool that requires option prices in real time. Does Wealth-Lab Pro support their real-time streaming?
How to feed my tool with Real Time Option Prices?
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Hello,
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I'd like to develop some tool that requires option prices in real time. Does Wealth-Lab Pro support their real-time streaming?
Sorry, I don't know for sure but you might want to find it out by contacting your Fidelity rep.
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How to feed my tool with Real Time Option Prices?
There is no API for that. Distribution of Fidelity data and/or hacking your way through the data feed's internals is not endorsed. Basically, if you do this you'll not be supported.
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Just recently we found that you can request a current (not expired) option contract in WLP using this format:
(starts with a hyphen) -SYMBOLyyMMddC123,
where SYMBOL is the underlying symbol, yyMMdd is the ex-date, C for Call or P for put, and 123 is the strike
Example for the SPY 215 call expiring on 12/16/2016: -SPY161216C215
For more information and code, take a look at this thread:
https://www.wealth-lab.com/Forum/Posts/How-to-code-quot-nearest-term-ATM-call-option-quot-38518
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