Documentation
The Questrade API allows developers to create their own fully featured trading and analytical applications through their brokerage account.
GET markets/quotes/strategies
Retrieve a calculated L1 market data quote for a single or many multi-leg strategies.
Request
| Name | Type | Description |
|---|---|---|
| Namevariants | TypeComplex | DescriptionInput array of Strategy Variants |
StrategyVariantRequest
Strategy record for strategy quotes.
| Name | Type | Description |
|---|---|---|
| NamevariantId | TypeInteger | DescriptionVariant ID |
| Namestrategy | TypeEnumeration | DescriptionStrategy type (e.g. “Custom”) See Strategy Types section for all allowed values. |
| Namelegs | TypeComplex | DescriptionArray of Strategy legs |
StrategyVariantLeg
Strategy record for strategy quotes
| Name | Type | Description |
|---|---|---|
| NamesymbolId | TypeInteger | DescriptionInternal symbol identifier |
| Nameaction | TypeEnumeration | DescriptionOrder side (e.g. “Buy”) SeeOrder Actionsection for all allowed values. |
| Nameratio | TypeInteger | DescriptionNumeric ration of the leg in strategy |
Response properties
| Name | Type | Description |
|---|---|---|
| NamevariantId | TypeInteger | DescriptionVariant ID corresponding to variant in request |
| NamebidPrice | TypeDouble | DescriptionBid price |
| NameaskPrice | TypeDouble | DescriptionAsk price |
| Nameunderlying | TypeString | DescriptionUnderlying name |
| NameunderlyingId | TypeInteger | DescriptionUnderlying ID |
| NameopenPrice | TypeDouble | DescriptionOpen price |
| Namevolatility | TypeDouble | DescriptionVolatility |
| Namedelta | TypeDouble | DescriptionDelta |
| Namegamma | TypeDouble | DescriptionGamma |
| Nametheta | TypeDouble | DescriptionTheta |
| Namevega | TypeDouble | DescriptionVega |
| Namerho | TypeDouble | DescriptionRho |
| NameisRealTime | TypeBoolean | DescriptionWhether 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.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
},
...
]
}
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If you are using an api app developed by a third party, you are required to read, understand and accept the end-user license agreement for application program interface. If you are utilizing api access for an api-enabled app you built, you are required to read, understand and accept the Questrade personal application program interface ("api") license agreement ("license agreement"). This agreement can be found below. You may be bound by both agreements.