Why are some Options quotes not available in WLP?

Author: Partha

Creation Date: 10/13/2019 8:50 PM

Wealth Lab » Data » Why are some Options quotes not available in WLP?

Partha

10/13/2019 8:50 PM

Can you please provide a WL strategy code to parse options data from this fidelity website?

for example I would like to get the data for option symbol "-DIS191220P130"

https://quotes.fidelity.com/webxpress/popup_quote.phtml?go=fsgb

Eugene

10/13/2019 9:07 PM

What would be the point? Can't you simply get this symbol's data in Wealth-Lab Pro.

Partha

10/13/2019 9:50 PM

some of the fidelity option symbol data is not coming in WL for some reason...for example if you type "-DIS191220P130" (this is a valid option) in WL you get no data from fidelity...the same ticker in the above link will give you all the data...I would like to be able to get this data into my strategy code for further processing...Besides this quote gives more info including, volume, open interest, bid-ask

Eugene

10/14/2019 5:43 AM

QUOTE:
some of the fidelity option symbol data is not coming in WL for some reason

I think this is the key question to ask. There is a (good) reason for that: they are not tradable. Since one can only trade stocks in WLP, there isn't great sense to invest time and effort in this parser. Renamed the thread.

QUOTE:
Besides this quote gives more info including, volume, open interest, bid-ask

You can already get the same data (and more) with the Yahoo solution I created before. The options symbols are a bit different across Fidelity/Yahoo (e.g. -DIS191220P130 vs. DIS191220P00130000) so you'd have to add some leading/trailing zeroes.