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 use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - 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
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"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
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
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 »IQFeed Developer »IQFeed Developer Wish List »Option chain retrieval should include vitals
Author Topic: Option chain retrieval should include vitals (6 messages, Page 1 of 1)

FullyArticulate
-DTN Guru-
Posts: 331
Joined: Sep 22, 2005


Posted: Jan 26, 2006 12:14 AM          Msg. 1 of 6
Right now, if I want to download an option chain and display it to the user, I must query the chain, then watch and immediately unwatch each individual symbol in order to determine the strike price, expiration date, and right.

It would be really helpful if the option chain query returned something like:
symbol,right,strikePrice,daysToExpiration\n

So, for example, a query on NFLX would return entries that look like:
QNQ BY,call,27.5,23
QNQ BE,call,25,23

Better yet, include the contract muliplier (100, 150, whatever).

Thanks for listening!

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 26, 2006 08:27 AM          Msg. 2 of 6
We will take a look at this. We do have the multiplier in our ticker plant, and will put it on the list of items to add to IQFeed in future releases.

Jay Froscheiser
DTN - Trading Markets

EspressoE
-Interested User-
Posts: 30
Joined: Mar 8, 2006


Posted: Mar 13, 2006 03:45 PM          Msg. 3 of 6
Is the contract multiplier already supplied somewhere? I have a need for it to flag non-standard Index/Equity options.

FullyArticulate
-DTN Guru-
Posts: 331
Joined: Sep 22, 2005


Posted: Mar 13, 2006 04:03 PM          Msg. 4 of 6
Sadly no. DTN says they have the data available, but it's not part of the feed.

Still, multiplier isn't really the complete picture. For example, if I do a query of options for FRO, it returns both FXW and FRO-rooted options for the next few months. FRO options are for a normal 100 shares of FRO. FXW are for FRO shares + shares of another company. How that's represented in a multiplier, I'm not sure. A "non-standard" flag would be nice. :-)

EspressoE
-Interested User-
Posts: 30
Joined: Mar 8, 2006


Posted: Mar 13, 2006 04:17 PM          Msg. 5 of 6
Yes, it does get difficult. I currently download the OCC memos and insert the adjustments by hand into my own simulation system. For example, the FXW options that you mentioned have an actual deliverable of FXW = FRO + .05 (SFL) according to the OCC's latest memo:

http://www.optionsclearing.com/market/infomemos/2006/feb/21475.pdf

Thinking about it, one way to do it would be to flag an option contract as non-standard and provide a text equation like "FXW = FRO + .05 (SFL)", the contract multiplier, and a human description of the memo information. For most cases, it should be possible to provide a machine-parseable equation, although the grammar may not be trivial to handle all cases.

I wonder if DTN has the memo information available in a better format than the OCC's online PDF format and if it's possible for them to make it available.
Edited by EspressoE on Mar 13, 2006 at 04:17 PM

FullyArticulate
-DTN Guru-
Posts: 331
Joined: Sep 22, 2005


Posted: Mar 13, 2006 07:39 PM          Msg. 6 of 6
The formula would be really neat. I'm currently working on an option opportunity finder. The current best deal in the S&P 100 is to sell BAC Mar 32.5 Puts for $5.30.

BAC is currently at $45.95 and hasn't seen 32.50 for 3 years.

Obviously something else is up, but my tool isn't smart enough to know that it's FAR too good to be true rather than just a little too good to be true. :-)
 

 

Time: Sun November 18, 2018 9:25 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003