Version 1.03 of IBProvider is out!
I tested charting options, and it works! It’s important that the IB contract information include the localSymbol (the last field in a symlo.txt record), but formatting it is tricky. It turns out that all the information required is contained in the other fields, so the symlo parser builds the localSymbol internally for “OPTs”. Here’s an example of a record for an option:
Of course you can use any symbol you want from the Wealth-Lab symbol, !AAPL161216C115.
Apart from internal changes, Version 1.03 has these updates:
- bulletproofed Symlo parsing for duplicate symbols and option contracts
- added option to enable zero-volume bars
- fixed chart updates, especially daily updates