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Tradier Broker Greeks in Zorro #486195
06/18/22 10:54
06/18/22 10:54
Joined: Sep 2021
Posts: 5
A
avy Offline OP
Newbie
avy  Offline OP
Newbie
A

Joined: Sep 2021
Posts: 5
Hi,

Tradier zorro plugin doesn't seem to support GET_GREEKS. How to get greeks for Tradier options in Zorro?
Please your help is much appreciated ! Thanks

Cheers
Avy

Re: Tradier Broker Greeks in Zorro [Re: avy] #486199
06/18/22 13:50
06/18/22 13:50
Joined: Feb 2017
Posts: 1,484
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,484
Chicago
Set up Zorro to bridge with R with RQuantLib and use contractVal to calculate contract greeks.

https://zorro-project.com/manual/en/rbridge.htm
https://zorro-project.com/manual/en/contract.htm


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