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»Forums Index »IQFeed Developer »IQFeed Developer Support »Questions regarding option chain requesting
Author Topic: Questions regarding option chain requesting (7 messages, Page 1 of 1)

homie70
-Interested User-
Posts: 7
Joined: Aug 12, 2018


Posted: Aug 12, 2018 03:02 AM          Msg. 1 of 7
Hi,

I just started to get used to the IQfeed API.

Regarding the retrieving of option chains for an index or equities, respectively, I have some questions:

1. How am I able to get options chains for following years. E.g. when I try to get SPX option chain data buy using the command (CEO,SPX.XO,pc,ABCDEFGHIJKLMNOPQRSTUVWX,,1,2,1,0\r\n),
I just get data for 2018 option chains. And in the documentation I cannot see that there would be a field for YEAR (as it is a parameter in the future option chain request)

2. In the documentation for option chains, there is an example for the ticker GOOG (former Alphabet ticker) which I do not understand, because in the example result in the documentation does not show a strike?

Help is appreciated.

altmany
-Interested User-
Posts: 28
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Aug 12, 2018 03:34 AM          Msg. 2 of 7
@homie70 - welcome to IQFeed!

1. IQFeed currently only reports option contracts for the next several months.
Note that while the documentation says that NearMonths should be 1-4, in reality IQFeed reports contracts further in the future, based on the specified [Near Months] parameter. In my experiments today, I received a June 2019 contract when I specified NearMonths=8, but perhaps on other dates you could receive contracts even 9-10 months ahead. In any case, a value that is too large is silently ignored. For example, specifying 99 is the same as specifying 8...
Note that IQFeed officially documents NearMonths of just 1-4 - the undocumented functionality of supporting larger NearMonths values (which is excellent) might change in the future.

2. The doc-page for the CEO command (http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm) is indeed misleading, but in reality IQFeed returns valid results. Here's what I get by running the example in the doc-page - as you can see, the strike price is indeed included:

=> CEO,GOOG,pc,,1
<= GOOG1817H1000,GOOG1817H1005,GOOG1817H1010,GOOG1817H1015,GOOG1817H1020, ...

Hopefully some day DTN will amend the doc-page for both of these points.

Note that I am not a DTN employee and this is not an official answer.

- Yair
IQML - IQFeed-Matlab connector
https://UndocumentedMatlab.com/IQML

homie70
-Interested User-
Posts: 7
Joined: Aug 12, 2018


Posted: Aug 14, 2018 12:29 PM          Msg. 3 of 7
@altmany

Thx for the welcome!
And even more thx for the very helpful reply.

1. Thanks to your suggestion, I could get finally a somehow satisfying option chain request for expirations further out in the future (SPX till Sep 2019).

2. I kindly ask the DTN support to replace the mentioned GOOG option chain request example in the documentation with an output that is correct and makes sense...

Cheers

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


Posted: Aug 14, 2018 12:36 PM          Msg. 4 of 7
I'll take a look at it today.

Sorry for the confusion it caused and thanks for the assist Altmany.

Tim

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


Posted: Aug 16, 2018 08:52 AM          Msg. 5 of 7
Just wanted to mention that I did get all of the option request and update messages updated.

Thanks again for pointing it out.

Tim

altmany
-Interested User-
Posts: 28
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Aug 16, 2018 09:57 AM          Msg. 6 of 7
Thanks for updating the doc page with the updated response messages Tim.

Could you also please comment regarding the NearMonths issue? i.e. is the fact that in practice values higher than 4 (as high as 30 for SPX for example) work an unsupported feature that should not be relied on, or perhaps it only works in certain exchanges/secTypes/accounts, etc.?

Note: I am not a DTN employee; my post reflects my personal opinion and not necessarily DTN's

- Yair
IQML - IQFeed-Matlab connector
https://UndocumentedMatlab.com/IQML

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


Posted: Aug 16, 2018 10:06 AM          Msg. 7 of 7
Sure thing,

We won't break it intentionally at this point, so I think you are ok to use it, but that functionality was not internally tested I don't think previously, so take it with a grain of salt is all.

We are looking at how we could add better handling of these requests in the future, as I was doing a review of the page and requests I found several points that I think we can do better and have escalated those concerns accordingly.

Tim
 

 

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