Documentation

The Questrade API allows developers to create their own fully featured trading and analytical applications through their brokerage account.

GET markets/quotes/strategies

Retrieve a calculated L1 market data quote for a single or many multi-leg strategies.

Request

Name	Type	Description
variants	Complex	Input array of Strategy Variants

StrategyVariantRequest

Strategy record for strategy quotes.

Name	Type	Description
variantId	Integer	Variant ID
strategy	Enumeration	Strategy type (e.g. “Custom”) See Strategy Types section for all allowed values.
legs	Complex	Array of Strategy legs

StrategyVariantLeg

Strategy record for strategy quotes

Name	Type	Description
symbolId	Integer	Internal symbol identifier
action	Enumeration	Order side (e.g. “Buy”) See Order Action section for all allowed values.
ratio	Integer	Numeric ration of the leg in strategy

Response properties

Name	Type	Description
variantId	Integer	Variant ID corresponding to variant in request
bidPrice	Double	Bid price
askPrice	Double	Ask price
underlying	String	Underlying name
underlyingId	Integer	Underlying ID
openPrice	Double	Open price
volatility	Double	Volatility
delta	Double	Delta
gamma	Double	Gamma
theta	Double	Theta
vega	Double	Vega
rho	Double	Rho
isRealTime	Boolean	Whether or not the data is real-time

NOTES:

Leg quantities will be factorized. For example, if you place quantities of 10 and 1000, they will be sent as an order quantity of 10 and leg ratio quantities 1 and 100. Price uses a factorized strategy.
Maximum of 4 legs is allowed.
The variantId parameter will be echoed so you can match the quotes to the request.The variantId parameter will be echoed so you can match the quotes to the request.

Sample request


POST https://api01.iq.questrade.com/v1/markets/quotes/strategies
 {
    "variants": [
        {
             "variantId": 1,
             "strategy": ”Custom”,
             "legs": [
                   {
                      "symbolId": 27426,
                      "ratio":  1000,
                      "action": "Buy"
                   },
                   {
                       "symbolId": 10550014,
                       "ratio":  10,
                       "action": "Sell"
                   }
                ]
          },
             ...
    ]
}

Sample response:


   {
       “stategyQuotes”: [
           {
               “variantId”: 1,
               “bidPrice”: 27.2,
               “askPrice”: 27.23,
               “underlying”: ”MSFT”,
               “underlyingId”:  27426,
               “openPrice”:  null,
               “volatility”: 0,
               “delta”: 1,
               “gamma”: 0,
               “theta”: 0,
               “vega”: 0,
               “rho”: 0,
               “isRealTime”: true
           },
              ...
      ]
 }

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