Hi I placed a few orders today matching the ask price for options, but they haven’t filled. How can i see if the ask price changed at the time of my orders?
The orders are successfully requested and return a request id, but i end up cancelling them because they aren’t filling.
Thanks
SAmple order: GOOG260130P00342500
limit price: 3.4 Created At
@mmi The issue why that order did not fill is because it was a buy limit order with a limit price of 3.40. You mentioned that you set the limit price to equal the ask price at the time. That will make the limit order a "marketable order” which will generally fill immediately. The issue you are having, from what I can tell, is you do not have an Algo Trader Plus market data subscription and you are not getting actual real time quotes. The quotes you receive are "Indicative”. The actual (OPRA) ask price at the time you submitted your order was 5.65 which is why it did not fill. If you had set the limit to 5.65 it would have filled.
There isn’t a good way to do what you are trying to do (i.e. set the limit price to the current quote) without an Algo Trader Plus market data subscription. With the free Basic subscription you cannot get actual real time quotes.
@mmi Alpaca logs the bid and ask price at the time every order is submitted. Unfortunately that’s not exposed in the API’s but internally we can look at those prices. That is where I saw a bid price of 3.45 and an ask of 5.65. There was a pretty large spread at the time.