Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »Data and Content Support »options data
Author Topic: options data (1 messages, Page 1 of 1)

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004
Posted: Dec 8, 2004 08:27 PM          Msg. 1 of 1
Hi.

I'm trying to collect real-time data on S&P Futures Options. Basically I want to have an overview of the volume of options traded on this futures contract. I am planning to collect the data in Excel via DDE link and perform some calculations.

What is the best way to do this?

Do I have to collect data on each option separately?

or is their on collective symbol that I could use?

I looked at the data you provide through the "Option Chains" software and found to get data on all the S&P options I had to use the symbol "SP". But if I put this into a T&S window the data I receive does not match that of the Option Chains! Even if I combine the Put Vol + Call Vol it does not equate.

Also, since you seem to use one symbol "SP" for this option chain how do I differentiate between Put volume and Call volume?

Thanks.
 

 

Time: Sun May 5, 2024 11:58 PM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003