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)




"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"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
"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
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"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
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »IQFeed Datafeed Wish List »more data in Fundamental Message? (copy)
Author Topic: more data in Fundamental Message? (copy) (1 messages, Page 1 of 1)

kytmanov
-Interested User-
Posts: 13
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,
Anton.

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.
 

 

Time: Thu July 19, 2018 10:35 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003