Our Story
Real-time options analytics for IBKR traders. Portfolio-level aggregation across accounts and underlyings. Full Excel integration with live streaming data. Privacy-first: no data ever leaves your machine.
The Problem
Most tools treat options as an afterthought. Positions show up as line items in a table. As soon as a trader has more than a handful of positions, they need to understand the total picture, not just individual trades. Greeks may be available per position, but aggregating them across accounts, expirations, or underlyings means manual work. Getting that data into Excel in real-time is often impossible.
Our Solution
OptionsRealTime takes a different approach. Instead of viewing positions in isolation, the platform aggregates across accounts, expirations, and underlyings to show the portfolio as a whole. The UI supports dedicated views for any individual account, while Excel can monitor and aggregate metrics across the entire multi-account structure in a single spreadsheet.
Built for IBKR
The platform is engineered exclusively for the Interactive Brokers API, a streaming interface that IBKR provides for third-party platforms. It is not adapted for any other brokers or built as a generic solution. Once connected to Trader Workstation, the suite automatically discovers accounts and downloads positions. It subscribes to live market data for every position and underlying while calculating analytics using IBKR, QuantLib, and custom models. No manual imports are required.
Architecture
OptionsRealTime is a distributed data platform that synchronizes streaming data across processes. Because of this architecture, the UI and Excel are equal peers with access to all information. Multiple UI instances can be launched on different monitors or machines, each focusing on specific visualizations, reports, or quotes for an individual account. Likewise, Excel sheets or workbooks can display live metrics for all accounts simultaneously.
Technology
The technology stack is built for performance. It uses NATS messaging for distributed real-time data flow, Qt for the user interface, Google's FlatBuffers for serialization, and a parallel rendering pipeline for chart generation. The entire platform is written in C++ and takes advantage of CPU threading for close-to-the-metal performance. Even the Excel integration uses C++ through xlOil's thin layer above the Microsoft XLL SDK.
Built for Trading
Every feature exists because it was needed for actual trading. The PnL charts, the volatility scenario analysis, the Excel integration, and the cross-account aggregation are not checkbox features for a marketing page. They are tools that get used every single trading day.
Customization
Traders are particular about their tools. Each Dashboard has its own fonts, colors, and layout. Panels can be positioned, resized, and configured independently. Reports support summary and detail views, column selection, ordering, and zooming. Quote tiles can display any field in any order. Layouts can be named, saved, and restored. These are just a few examples. Nearly every aspect of the interface can be tailored to your workflow.
Privacy and Safety
Your positions and trades never leave your machine. There are no cloud servers, no tracking, no data collection — just a direct connection to Trader Workstation. OptionsRealTime is a read-only analytical tool. It will never place, modify, or cancel orders.
The goal is to succeed through technical merit. The pricing is simple and transparent. All traders get all features.
Thanks for reading.
Know the risk.
Make your trade.
Founder, OptionsRealTime
david@optionsrealtime.com
David Linenberg spent 20 years as a quant on Wall Street trading floors. OptionsRealTime started because he could not find a way to track the total live notional exposure of his short cash-secured puts without manual spreadsheet entry. From that specific need, a suite of tools was built. He is now bringing the platform to the wider trading community.