Joined: Jun 16, 2015
Posted: Jun 17, 2015 05:39 AM
Msg. 1 of 1
I'd like to work with options and it is very hard to manage all these beasts correctly.
The Fundamental Message has information about Strike Price (field 54), but there is no info about Option Type (put or call). The only way to get this info is to do some language heuristics to extract it from Name and Market Center.
Also it is almost impossible to understand from this message what is underlying for a given option.
So could you please add a few more columns to Fundamental Message:
- Option Type (put or call)
- Underlying Asset (just ticker)
- Underlying Asset Market ID (similar to field 45 'Listed Market')
- Min Price Step (minimal price difference)
It is not clear from documentation do you fill Strike Price (field 54) with correct strike information for options on futures (like @ESU15C200000) or not?
I think you should ;-) .
Thank you in advance,
PS Also it would be a great help if you provide info Has Options for every security. It will save me a lot of chain requests for tickers that do not have options (in your feed) at all.