I was reading NT7 guide searching how to call the instrument's historical volatility from IB. I'm don't know if IB's connectivity allows this procedure. So, let's suppose that IB gives this info, that would be through this method:
protected override void OnFundamentalData(FundamentalDataEventArgs e) { if (e.FundamentalDataType == FundamentalDataType.HistoricalVolatility) Print("HistoricalVolatility = " + e.HistoricalVolatility); }
- How to call this method once a day? Where to put in the code?
- I've read in IB's TWS documentation that historical volatility that is given is 30 days, so what if I need 1 year?
Thanks
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