DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Aug 20, 2007 09:27 AM
Msg. 2 of 3
We don't provide the Option greeks as part of the feed, they are instead calculated on the client software. I am pretty sure there is some Excel spreadsheets to be found on the Internet that have various option modeling built in. You may be able to then feed our data into the sheet via DDE so it can calculate the greeks.
Jay Froscheiser DTN - Trading Markets
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lars67
-Interested User-
Posts: 11
Joined: Dec 30, 2005
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Posted: Aug 21, 2007 05:50 AM
Msg. 3 of 3
Hi Dr. Bacon In our product, this functionality exists, as well as import of implied vola, theo prices etc. .etc. To Excel. This works with IQ-feed and is completely free.
Cheers, Lars
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