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»Forums Index »Product Support »Data and Content Support »IQFeed DDE/Excel didn't update data for newly created weekly equity options.
Author Topic: IQFeed DDE/Excel didn't update data for newly created weekly equity options. (4 messages, Page 1 of 1)

-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007

Posted: Apr 13, 2014 11:17 AM          Msg. 1 of 4
Hi - found a bug I hadn't noticed before, probably cuz it only shows up one day per month(!?!):

* I use the IQFeed DDE interface w/Excel to throw up a pruned back options chain during the market day. (I use the DTNIQ Options Chain window for research after hours).

* This past Thur, 4/10, I noticed that some previously blank Excel lines listing some new weekly opts didn't update/refresh...

* Left DDE connected, but killed the Excel window and restarted it.

* Nogo; the new opts still didn't register/display.

* Brought up DTNIQ Options Chain window and there they were...

* Btw, I also have a DDE/Excel smaller window running that shows some basic watch list stuff. I left that one running the entire time.

More and more stocks are transitioning to adding weeklies, along with smaller strike increments, using a $2.50 increment now instead of the older $5.00 increment. For example, AAPL: 540.00, 542.50, 545.00, 547.50, etc. IBM: 200.00, 202.50, 205.00, 207.50, etc.

* Now, with the normal weeklies, ALL of the strikes show up when a new series is created, which is what I'd expect.

* This bug I encountered was with existing monthly opts(in this case, the April monthlies that will expire this next week). These monthly opts have been around for quite a while, but on Thursday, the $xx2.50/xx7.50 strikes were added, which makes them effectively weekly options, during the final week of the monthly cycle. As mentioned above, DDE/Excel didn't pick up these additional $xx2.50/xx7.50 strikes, while the DTNIQ Options Chain did.

So, is this something you all could make note of and try with the May monthly opts? Since the May monthlies expire on Saturday, 5/17, the weekly $xx2.50/xx7.50 strikes should first be available on Thur, 5/8. You'd need to have a DDE/Excel window up the day before to test, then see what happens the next day on Thur, 5/8 at market open.

I'm running IQFeed, which is a beta version you all cobbled together for me last December, to fix a T&S Windows issue I was having.

If there's some way or need to restart the DDE interface, lemme know if there's a way to do this without killing IQFEED and DTNIQ, which I need to have running all day long. These new opts may not show until the market opens, which would get in the way of disturbing the IQFeed/DTNIQ stuff I also have running.


-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007

Posted: May 8, 2014 07:17 AM          Msg. 2 of 4
If I'm figuring correctly, TODAY, 5/8, is the release date for the $xx2.50/xx7.50 strike options for this weekly cycle, involving the opts that expire on Sat., 5/17(the monthlies). So, could you check a few stocks, such as APPL and IBM to see if you encounter the DDE/Excel problem listed above?

You'll need to have an Excel spreadsheet open before the market cranks up, to see what's going on as to why an Excel options chain won't refresh with the newly issued opts.

-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007

Posted: May 8, 2014 08:50 AM          Msg. 3 of 4
Hey, pleasant surprise(!) My Excel options chain picked up the new 'weekly' opts on the 5/17 monthly list, so apparently, things are working correctly.

Dunno if'n you all did anything or not, but for now, I'm good...

-DTN Technical Support-
Posts: 228
Joined: May 11, 2004

Posted: May 8, 2014 08:56 AM          Msg. 4 of 4
We did not do anything, it looks like the system did work like it was supposed to.


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