Option Greeks Missing from reqMktData() Response

[mauera]

Hi,
I am having trouble getting the greek values for an option contract (having already subscribed to the underlying). tickOptionComputation is not being called. Here is a snippet of my code used to generate the issue:

trade_symbol = "SPY"
stock_contract = Jib.Contract(
        symbol=trade_symbol,
        secType="STK",
        exchange="SMART",
        currency="USD")
option_contract = Jib.Contract(
        symbol="SPY",
        secType = "OPT",
        exchange="SMART",
        currency="USD",
        conId=523596903
        )
option_contract.strike = 449.0
option_contract.lastTradeDateOrContractMonth = "20220520"
option_contract.right = "C"

Jib.reqMktData(ib_connect, 4, stock_contract, "", false, false)
Jib.reqMktData(ib_connect, 13, option_contract, "", false, false)

I am assuming that the tickId input is used to specify the type of tick data desired. Is this not the case?
Any suggestions would be appreciated. Thank you.

[lbilli]

This works:

opt = Jib.Contract(conId=523596903, exchange="SMART")

Jib.reqMktData(ib, 123, opt, "", false)

In order to get realtime market data you need a paid subscription.
If you don't, you can still get delayed data if you run:

Jib.reqMarketDataType(ib, Jib.DELAYED)

before reqMktData().

I think there's a misunderstanding regarding the unfortunately named argument tickerId: this is an arbitrary user defined unique integer used to identify TWS responses, it plays the same role as reqId in other requests.
It has nothing to do with tick types.

In order to add tick types to a data stream, you take the value from the generic tick column and add it to the genericTickList argument.
For example, if you want to add a stock historical and implied volatility to the usual pricing data:

Jib.reqMktData(ib, 1234, stock, "104,106", false)

[mauera]

When I used the suggested code, I get the following response, in aggregate,
(tickerId = 123, minTick = 0.01, bboExchange = "c70003", snapshotPermissions = 0) (reqId = 123, marketDataType = Jib.REALTIME) (tickerId = 123, field = "BID", price = -1.0, size = 0.0, attrib = (canAutoExecute = true, pastLimit = false, preOpen = false)) (tickerId = 123, field = "ASK", price = -1.0, size = 0.0, attrib = (canAutoExecute = true, pastLimit = false, preOpen = false)) (tickerId = 123, field = "BID_SIZE", size = 0.0) (tickerId = 123, field = "ASK_SIZE", size = 0.0) (tickerId = 123, field = "LAST_SIZE", size = 0.0) (tickerId = 123, field = "CLOSE", price = 4.32, size = 0.0, attrib = (canAutoExecute = false, pastLimit = false, preOpen = false)) (tickerId = 123, tickType = "HALTED", value = 0.0) (tickerId = 123, tickType = "HALTED", value = 0.0)

It does not appear to be invoking the tickOptionComputation callback.

[mauera]

There seems to be a requirement to subscribe to the underlying as well, according to the docs. I had done this before when I got the expected results back. This time it is not working.

[lbilli]

I think you should check back during market hours.

[mauera]

My thoughts as well, I might have gotten lucky during the weekend on some price update,

This implies the callback is only triggered on a change in the underlying.

[mauera]

Thanks, works great, conId made the difference.