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finished adding all keys from docs #78

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neurotensin
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you might want to clean up the descriptions but these are all scraped from the IBKR definitions.
I need the keys as some turn up when streaming from the market data services.

@Voyz
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Voyz commented Mar 15, 2025

Hey @neurotensin I appreciate you looking into this and contributing the additions 👏

Before we merge this in, in order to be consistent with the existing data could I ask you to reformat the data to follow the current format?

  1. Reformat the data to key: value #comment format, eg:

    'vega': '7311',  # Vega - The amount that the price of an option changes compared to a 1% change in the volatility.
    'implied_vol_percent': '7633',  # Implied Vol. % - The implied volatility for the specific strike of the option in percentage. To query the Option Implied Vol. % from the underlying refer to field 7283.
  2. Add the new values into appropriate sections, eg.:

    'vega': '7311',  # Vega - The amount that the price of an option changes compared to a 1% change in the volatility.
    # add: 'Opt. Volume Change %. Todays option volume as a percentage of the average option volume.':'7607',
    'implied_vol_percent': '7633',  # Implied Vol. % - The implied volatility for the specific strike of the option in percentage. To query the Option Implied Vol. % from the underlying refer to field 7283.

Thanks!

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