Rest operations

GET markets/quotes/strategies

Retrieve a calculated L1 market data quote for a single or many multi-leg strategies

Request
Name Type Description
variants Complex Input array of Strategy Variants

StrategyVariantRequest


Strategy record for strategy quotes
Name Type Description
variantId Integer Variant ID
strategy Enumeration Strategy type (e.g. ?Custom?)

See Strategy Types section for all allowed values.
legs Complex Array of Strategy legs

StrategyVariantLeg


Strategy record for strategy quotes
Name Type Description
symbolId Integer Internal symbol identifier
action Enumeration Order side (e.g. ?Buy?)

See Order Action section for all allowed values.
ratio Integer Numeric ration of the leg in strategy
Response properties
Name Type Description
variantId Integer Variant ID corresponding to variant in request
bidPrice Double Bid price
askPrice Double Ask price
underlying String Underlying name
underlyingId Integer Underlying ID
openPrice Double Open price
volatility Double Volatility
delta Double Delta
gamma Double Gamma
theta Double Theta
vega Double Vega
rho Double Rho
isRealTime Boolean Whether or not the data is real-time

NOTES:

  • Leg quantities will be factorized. For example, if you place quantities of 10 and 1000, they will be sent as an order quantity of 10 and leg ratio quantities 1 and 100. Price uses a factorized strategy.
  • Maximum of 4 legs is allowed.
  • The variantId parameter will be echoed so you can match the quotes to the request.

Sample request

POST https://api01.iq.questrade.com/v1/markets/quotes/strategies
{
    "variants": [
        {
            "variantId": 1,
            "strategy": "Custom",
            "legs": [
                {
                    "symbolId": 27426,
                    "ratio": 1000,
                    "action": "Buy"
                },
                {
                    "symbolId": 10550014,
                    "ratio": 10,
                    "action": "Sell"
                }
            ]
        },
        ...
    ]
}

Sample response:

{
     "stategyQuotes": [
         {
              "variantId": 1,
              "bidPrice": 27.2,
              "askPrice": 27.23,
              "underlying": "MSFT",
              "underlyingId": 27426,
              "openPrice": null,
              "volatility": 0,
              "delta": 1,
              "gamma": 0,
              "theta": 0,
              "vega": 0,
              "rho": 0,
              "isRealTime": true
         },
         ...
     ]
}