AlpacaData not getting option pricing, and Alpaca not submitting option orders

[GrizzlyEnglish]

Went to forward test an option strategy via Alpaca and noticed that options are not implemented on get_last_price

Also, submitting option orders just puts in an order for the underlying. Problem here

Assuming nobody is currently working this, I would like to give it a go. Might take me a bit to understand contributions here - and to make sure I get all the places necessary for pricing options.

EDIT: I am looking at implementing all this, have a few spots where I am unsure of what they are attempting to do so will likely need heavy feedback on PR. Also, trying to add tests for stuff am changing.

Log:

FWIW, it works backtesting with Polygon.

[grzesir]

Hey Ryan, Yes this is definitely something we want to add, we just don’t currently have the resources to do that. We need to add options across the board for Alpaca, not just get last price but also submitting orders and the other lumibot functions. If you want to work on this then absolutely go for it. I can also offer you our pro plan for free for your contributions to Lumibot, and if you would find it helpful then we can also get on a call. Robert Grzesik

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On Mon, Jan 27, 2025 at 3:05 PM Ryan English ***@***.***> wrote: Went to forward test an option strategy via Alpaca and noticed that options are not implemented on get_last_price <https://github.com/Lumiwealth/lumibot/blob/dev/lumibot/data_sources/alpaca_data.py#L144> Assuming nobody is currently working this, I would like to give it a go. Might take me a bit to understand contributions here - and to make sure I get all the places necessary for pricing options. Log: image.png (view on web) <https://github.com/user-attachments/assets/d90cc8da-b77c-42d8-9add-89db22a1c897> FWIW, it works backtesting with Polygon. — Reply to this email directly, view it on GitHub <#691>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAIYQKZWKVW7EMHPREC2O7D2M2NTHAVCNFSM6AAAAABV67Y4J6VHI2DSMVQWIX3LMV43ASLTON2WKOZSHAYTIMBVG44DQMY> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[GrizzlyEnglish]

@grzesir Just giving an update on where I am:

• Get last_price and historical are working
• Submitting an order (market and limit - stops dont work on paper at least)
• Get positions + orders

My current state https://github.com/Lumiwealth/lumibot/compare/dev...GrizzlyEnglish:renglish/alpaca-order-options?expand=1

I need to

• Write tests
• Validate shorts work, my testing strat is just doing longs
• Test a little more, its a lot and I am still getting up to speed

If you can think of anything just let me know here or whatever is easier, I can do a call. I will get as soon as I can

[grzesir]

Awesome! This is great progress so far! Just a heads up: one thing that might cause some issues is multileg orders. I would recommend looking at Tradier to see how it’s handled there Robert Grzesik

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On Tue, Feb 4, 2025 at 3:30 PM Ryan English ***@***.***> wrote: @grzesir <https://github.com/grzesir> Just giving an update on where I am: - Get last_price and historical are working - Submitting an order (market and limit - stops dont work on paper at least) - Get positions + orders My current state https://github.com/Lumiwealth/lumibot/compare/dev...GrizzlyEnglish:renglish/alpaca-order-options?expand=1 I need to - Write tests - Validate shorts work, my testing strat is just doing longs - Test a little more, its a lot and I am still getting up to speed If you can think of anything just let me know here or whatever is easier, I can do a call. I will get as soon as I can — Reply to this email directly, view it on GitHub <#691 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AAIYQKYEKSNAE5XOTKIRX3T2OEWPVAVCNFSM6AAAAABV67Y4J6VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDMMZVGEYTQOJTGE> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[pursual]

A pr of mine was recently merged that should have alpaca able to get current option quote prices now, and fixed the invalid format of multileg options orders.