IB Suggestions & Improvements
- Thread starter Babak
- Start date
(1) Make it possible to see the options greeks right there on the same line as an option quote. It would be nice if we didn't have to open the Portfolio Analytics to see the option's greeks on an option contract.
(2) I really like the idea someone had of being able to see a real-time put/call ratio for a particular underlying.
I never use your scanner but I would if I could scan for any the following:
(1) Scanfor stocks with today's option volume above or below some moving average of daily option volume for the security
(2) Scanfor stocks who's at-the-money implied volatility for a particular expiration is above or below a particular value
(3) Scan for stocks who's current n-day historical volatility is within a particular percentile rank of it's past n-day historical volatility.
(4) Scan for stocks who's average ATM implied volatility is within a particular percentile rank of its past average ATM contract's implied volatility.
(5) Scan for stocks who's ATM contracts implied volatility for a particular expiration is within a particular percentile of it's past n-day historical volatility
Alternatively, instead of a screen, just being able to bring up the past historical and implied volatility data for a particular stock, ranked by percentile in a window would be really cool (and less computationally intensive since it could all be pre-calculated and stored in your databases). For example, I select a stock and get a window with data that looks something like this (I don't know if my formatting will come out right):
-------------------------------------------------
Annualized Volatility for the past 1000 days on XYZ:
-----------------------------------------------
percentile ATM IV 10 day hist 20 day hist etc...
10th 23% 15% 18%
20th 24% 17% 22%
30th 36% 20% 24%
40th 58% 30% 26%
50th 60% 45% etc...
60th 79% 56%
70th 87% 62%
80th 106% 75%
90th 140% 78%
I've actually implemented an app that does this (it took an afternoon of coding) PM me and I can send you a screen-shot of what I mean exactly for the "Volatility Ranking Window".
(2) I really like the idea someone had of being able to see a real-time put/call ratio for a particular underlying.
I never use your scanner but I would if I could scan for any the following:
(1) Scanfor stocks with today's option volume above or below some moving average of daily option volume for the security
(2) Scanfor stocks who's at-the-money implied volatility for a particular expiration is above or below a particular value
(3) Scan for stocks who's current n-day historical volatility is within a particular percentile rank of it's past n-day historical volatility.
(4) Scan for stocks who's average ATM implied volatility is within a particular percentile rank of its past average ATM contract's implied volatility.
(5) Scan for stocks who's ATM contracts implied volatility for a particular expiration is within a particular percentile of it's past n-day historical volatility
Alternatively, instead of a screen, just being able to bring up the past historical and implied volatility data for a particular stock, ranked by percentile in a window would be really cool (and less computationally intensive since it could all be pre-calculated and stored in your databases). For example, I select a stock and get a window with data that looks something like this (I don't know if my formatting will come out right):
-------------------------------------------------
Annualized Volatility for the past 1000 days on XYZ:
-----------------------------------------------
percentile ATM IV 10 day hist 20 day hist etc...
10th 23% 15% 18%
20th 24% 17% 22%
30th 36% 20% 24%
40th 58% 30% 26%
50th 60% 45% etc...
60th 79% 56%
70th 87% 62%
80th 106% 75%
90th 140% 78%
I've actually implemented an app that does this (it took an afternoon of coding) PM me and I can send you a screen-shot of what I mean exactly for the "Volatility Ranking Window".
Postpone the mandatory upgrade for another week. The idea of having to upgrade this weekend with a "dripping wet" release, with no rollback possible if it doesn't work (since my previous, stable release will not work on Monday), scares the s**t out of me, and has a reasonable probability of costing me money.
Please?
Please?
IBSoft,
I posted, several days ago on this thread, some questions essentially suggesting that you improve IB documentation, by answering certain questions about order-routing. The answers to those questions are needed in order to get better execution prices, and to reduce execution delays and failures. IB Customer Service has been unable to give anything other than contradictory and ambiguous information regarding those particular questions. You subsequently made posts, in this thread, regarding other matters, but it seems you overlooked my particular questions. Would you kindly take a look at them? Thank you.
I posted, several days ago on this thread, some questions essentially suggesting that you improve IB documentation, by answering certain questions about order-routing. The answers to those questions are needed in order to get better execution prices, and to reduce execution delays and failures. IB Customer Service has been unable to give anything other than contradictory and ambiguous information regarding those particular questions. You subsequently made posts, in this thread, regarding other matters, but it seems you overlooked my particular questions. Would you kindly take a look at them? Thank you.
TWS 851.7 problem
If you ask for too many option chains, then while the option prices will update, the index, futures, or forex quotes will either freeze or be blank. I have reduced my option chains to the front month by, deleting them and re-requesting and clicking on expiry on the left in option trader before load chains. I hope this is being looked at, as it would be nice to have more option quotes up. I notified IB support in europe.
If you ask for too many option chains, then while the option prices will update, the index, futures, or forex quotes will either freeze or be blank. I have reduced my option chains to the front month by, deleting them and re-requesting and clicking on expiry on the left in option trader before load chains. I hope this is being looked at, as it would be nice to have more option quotes up. I notified IB support in europe.
I'd like to see an improved Book Trader.
I find today's Book Trader of limited use since the most important aspect (at least for my style of trading) has been left out: the possibility to create Trading Strategies where you can place a buy/sell order with multiple Stop Profit & Stop Loss orders with one single mouseclick. I still have to use Ninja Trader to do that....
I find today's Book Trader of limited use since the most important aspect (at least for my style of trading) has been left out: the possibility to create Trading Strategies where you can place a buy/sell order with multiple Stop Profit & Stop Loss orders with one single mouseclick. I still have to use Ninja Trader to do that....