NEW: we expanded to futures markets in SDK!
IVolatility SDK (Software Development Kit) is a set of software libraries which allow an easy market data access within third-party applications running on Windows platform. IVolatility SDK provides both market quotes and derivative values, such as options implied volatilities, Greeks and more. You don't need another market data feed!
You can track your position P&L, volatility and 'Greeks' using our 20-minutes delayed volatility feed. With a client SDK you can integrate volatilities/Greeks data into, for example, any Visual Basic, .NET or C++ application using standard COM interface. We also provide a DDE data link into Microsoft Excel - no programming knowledge is needed to get access to the data!
IVolatility SDK is driven by data provided by a high-performance IVolatility.com Calculation Engine (IVCE) with market data feed from "ACTIV Financial". The data is transferred over SSL and encrypted using RSA encryption algorithm.
As a free addition you get a set of Excel applications integrating power of market data with Options valuation model libraries. Options Analysis Toolkits is a set of charting and pricing, portfolio management applications in Microsoft Excel. This is a subset of a fully-functional INTERMARK TOOLKITS that includes Options Valuation module. With volatilities and quotes provided by IVolatility SDK you can use our template analysis worksheets or build your own custom real-time analysis applications.
Standard subscription imposes limitation on amount of instruments to receive updates for simultaneously - 3000 tickers total (stocks or options contracts or futures or futures options).
The SDK samples:
3D Volatility Surface chart application using IVolatility SDK with Microsoft Excel DDE:
Sample Portfolio Risk Analysis application with the Positions Greeks, Delta Hedge and What-if risk simulation.
Read a detailed article here and download Risk Analysis Excel sample.
The SDK features:
All US markets, including equities and options (full OPRA options coverage), and recently added US futures and futures options from CME, NYMEX, COMEX, ICE, CBOT, CFE, and other future exchanges covering all traded futures products: commodities, bonds, interest rates, energy, equity index, FX, metals and others.
- 20-minute delayed market data (prices, sizes, volumes, open interest)
- Intra day analytical data such as:
- Implied Volatilities,
- IV Surface.
- Analytical Data updated once a day:
- Closing Implied Vols,
- Historical Volatilities,
- 1 year high/low for IVindexes and Historical Vols,
- interest rates.
COM interface for easy integration into any Visual Basic, .NET or C++ applications. DDE data link for data access within Microsoft Excel.
Documentation and samples:
Full set of documentation to get you started with IVolatility.com SDK is provided. The installation package also included a demo Visual Basic application (with source code).
Options Analysis Toolkits:
Black Scholes and Cox-Rubenstein (binomial) models are used - thus supporting options on equities and equities indices. The package includes several Excel applications integrating the power of IVolatility SDK and the Toolkit Option valuation module.
Sample of toolkit option calculator with what-if chart:
IVolatility SDK with equities and equity options: $59.95 a month
IVolatility SDK with futures and futures options: $59.95 a month
IVolatility SDK with equities&futures and options: $99.95 a month
2 weeks free trial!
IVolatility SDK package download: