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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Option Chains on Futures
Author Topic: Option Chains on Futures (3 messages, Page 1 of 1)

spickering
-Interested User-
Posts: 5
Joined: Sep 20, 2004


Posted: Mar 11, 2005 01:41 PM          Msg. 1 of 3
Is it possible to request the option chain of a future.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 11, 2005 02:00 PM          Msg. 2 of 3
The current version of IQFeed doesn't support Futures or Futures options chains, however we do have it in our servers (and it is available in our DTN.IQ product). The version of IQFeed currently in development will have this available.

Jay Froscheiser
DTN Market Access, LLC.

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Mar 11, 2005 02:21 PM          Msg. 3 of 3
Actually, IQFeed v2.3.0.2 does support Future chains via COM, but not via sockets. You can use the IOptionChainLookup2 interface which has the following functions:

GetFutureOrSpreadSymbols(BSTR bsClient, BSTR bsClientVersion, BSTR bsSymbol, BSTR bsSecurityType, BSTR bsMonthCodes, int iNearMonths, BOOL bLeaps, BSTR bsYears, BSTR *pbsSymbols);

GetFutureOrSpreadSymbolsByFilter(BSTR bsClient, BSTR bsClientVersion, BSTR bsSymbol, BSTR bsSecurityType, BSTR bsMonthCodes, int iNearMonths, BOOL bLeaps, BSTR bsYears, int iFilterType, double dFilter1, double dFilter2, BSTR *pbsBaseSymbols);

GetOptionOrFutOptionSymbols(BSTR bsClient, BSTR bsClientVersion, BSTR bsSymbol, BSTR bsSecurityType, BSTR bsMonthCodes, int iNearMonths, BOOL bLeaps, BSTR bsYears, BSTR bsRequestPutsCalls, BSTR *pbsBaseSymbols);

GetOptionOrFutOptionSymbolsByFilter(BSTR bsClient, BSTR bsClientVersion, BSTR bsSymbol, BSTR bsSecurityType, BSTR bsMonthCodes, int iNearMonths, BOOL bLeaps, BSTR bsYears, int iFilterType, double dFilter1, double dFilter2, BSTR bsRequestPutsCalls, BSTR *pbsBaseSymbols);

In IQFeed v2.3.0.3, this functionality will also be available via sockets. Thanks!

Natalie Hannan DTN Market Access, LLC.
 

 

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