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IB API options greek values

It seems that Lean ignores the IB API options greek values - may I ask why this is?
                
Lean Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs requests market data from the IB API using reqMktData and includes the generic ticket "101" for open interest.
By default, the IB API returns the options greek values (delta, gamma, theta, vega), following a reqMktData() request for an option, within the IBApi.EWrapper.tickOptionComputation callback for tick types "Bid Option Computation" (#10), "Ask Option Computation" (#11), "Last Option Computation" (#12), and "Model Option Computation" (#13).

The Lean implementation doesn't support the IB API tickOptionComputation callback nor the associated IB API tick types, and so the associated greek values are being ignored, and are instead being set via the associated Lean option universe price model.

The problem with using the Lean option universe price model is that it requires a warmup period, and so it cannot be used for dynamic subscription if requiring the greeks for option contract selection.

If Lean used the IB API options greeks, then they would be available immediately for contract selection.

Is there a reason why Lean is ignoring the Interactive Brokers API options greek values ?

Thanks.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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