EventName.tickOptionComputation is missing the parameter tickAttribute

[LimePixel]

This one causes all the returned fields to make no sense as they are pulled into their neighbor. e.g. impliedVolitility returns 0, delta is always impliedVolitility etc.

ib/src/api/api.ts

Lines 3197 to 3201 in efdb8d6

	event: EventName.tickOptionComputation,
	listener: (
	reqId: number,
	field: TickType,
	impliedVolatility?: number,

The code is missing tickAttribute, at Line 3201 after field,.

public virtual void tickOptionComputation(int tickerId, int field, int tickAttrib, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
Ref: https://interactivebrokers.github.io/tws-api/option_computations.html

When I added this the data made sense again and lined up to TWS.

[simoneb]

This is working correctly for me. I tried it only on a specific contract, I'm not sure if there are potentially differences with other types of contracts. I tried an arbitrary strike of an arbitrary expiry of options on AUD futures.

import {
  EventName,
  OptionType,
  SecType,
  IBApi,
  type Contract,
} from '@stoqey/ib'

const ib = new IBApi({
  port: 7496,
})

ib.connect()
ib.reqMarketDataType(2)

const contract: Contract = {
  symbol: 'AUD',
  exchange: 'CME',
  secType: SecType.FOP,
  right: OptionType.Put,
  lastTradeDateOrContractMonth: '20260206',
  strike: 0.82,
}

ib.on(
  EventName.tickOptionComputation,
  (
    reqId,
    tickType,
    impliedVol,
    delta,
    optPrice,
    pvDividend,
    gamma,
    vega,
    theta,
    undPrice
  ) => {
    console.log('TickOptionComputation:', {
      reqId,
      tickType,
      impliedVol,
      delta,
      optPrice,
      pvDividend,
      gamma,
      vega,
      theta,
      undPrice,
    })
    ib.disconnect()
  }
)

ib.reqMktData(1, contract, '', false, false)

This is the output I get:

TickOptionComputation: {
  reqId: 1,
  tickType: 13,
  impliedVol: 0.14927878451150886,
  delta: -0.9845995573530336,
  optPrice: 0.16580835717029208,
  pvDividend: 0,
  gamma: 0.12899641417864718,
  vega: 0.000030674658728080395,
  theta: 0.000019553978103381553,
  undPrice: 0.6523165106773376
}

Which as far as I can tell matches correctly what I see in the TWS. I'm not showing all the greeks, but if the fields were wrong, they would all be wrong.

[simoneb]

If you look at the source code here, you will see that it's handled properly, but ignored.