Does WLP support real time option prices?
Author: Miron
Creation Date: 12/6/2016 11:47 PM
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Miron

#1
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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Eugene

#2
Hello,

Firstly, let me note that multiple account registration is not appreciated. In our website's Terms of Use (that you accepted when signing up) this is clearly restricted: "You are not allowed more than one active Wealth-Lab account (i.e. a Wealth-Lab account accessible by a functioning username and password)." Kindly use the original account, thanks.

QUOTE:
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.

QUOTE:
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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Cone

#3
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