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)




"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"Excellent datafeed !!!" - Comment from Arely
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"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
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
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 »Data and Content Support »api to determine what options for an underlying traded during the day.
Author Topic: api to determine what options for an underlying traded during the day. (5 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 17
Joined: Dec 28, 2015


Posted: Mar 30, 2017 08:33 PM          Msg. 1 of 5
Is there an easy way to determine if an option traded for an underlying during the day, without actually having to download the tick or daily data for that option for the day?

ie, AAPL has A LOT of options... Not all options have a trade during the day. Right now, in order to determine what was traded, I have to download all the option symbols for AAPL, then download the tick data for those symbols to see the daily trades. Is there a better way to do this?

I guess I can try to filter out the trades by downloading the DAILY data for each option, and if there is any data, I can assume tick data is avail for that option, and then download the tick data...but I still have to look at the history of all option symbols for AAPL... which in both cases, takes a while.

It would be nice to have an API that helps with this. ie a CEO command with a date, and it will return true/false or the # of trades made for the chain returned.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Apr 3, 2017 07:55 AM          Msg. 2 of 5
Good morning,

It's a good idea, I'll let people know so we can consider adding this in the future, but, for now, I don't have something better than what you have already discussed, at least not without impacting your symbol counts. We do have some updates coming in the foreseeable future though that may help solve your issue in a slightly different way, so I will get those details out to you as we get closer to a beta release.

Tim
Edited by DTN_Tim Walter on May 7, 2018 at 05:42 AM

arturo didonna
-Interested User-
Posts: 18
Joined: Oct 10, 2008


Posted: May 6, 2018 12:30 AM          Msg. 3 of 5
I agree that this is a very good idea, especially if also a minimum amount of traded money could be parametrized, i.e., get all the options that today traded more than 50000 USD.
I was wondering if you guys are still considering implementing such a feature.
Thanks for your consideration.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: May 7, 2018 06:08 AM          Msg. 4 of 5
We are getting closer to being able to help this and I believe that the lists we will be returning will have the price and volume. So you should be able to create something to parse out the values you care about without much trouble.

We may be able to build in the filtering for you, but it would be in a subsequent release I think. We'll get it on the books for you though.

As to the time frame for the first poster, within the next month or two is probably reasonable to expect.

Thanks for the idea and your business.

Tim

AK786
-Interested User-
Posts: 21
Joined: Jul 17, 2018


Posted: Jul 30, 2018 01:57 PM          Msg. 5 of 5
Tim

Is there any update on being able to receive "Traded" Option Symbols or Last Price, Volume on the Symbol List

AK786
 

 

Time: Wed December 12, 2018 9:53 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003