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I am able to retrieve prices for IVV using this code

library(quantmod)
getSymbols("IVV")
names(IVV)

[1] "IVV.Open" "IVV.High" "IVV.Low" "IVV.Close" "IVV.Volume"
[6] "IVV.Adjusted"

Is it possible to use other libraries/sources/functions to get a price at 10am, noon, and 2pm?

Without paying for full API to companies like InteractiveBrokers.

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1 Answer

You dont pay anything for IB's API (they charge some for Fix through). It is a very simple and straightforward way to pull IVV through the IB API, either IVs directly (I dont recommend it because you inherently accept IB's dividend curves, model, what have you...). Better yet, pull in the prices of the options under consideration and back out the IV. You need a pricing model anyway otherwise why would you want to use IV and what for? However, IB's API only provides lookbacks of intra day data for a limited time frame, so if you need longer histories then you may need to look elsewhere. However, if you are purely interested in real-time data then IB is a fantastic source given you do not trade UHF models.

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