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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »trading days to expiry
Author Topic: trading days to expiry (2 messages, Page 1 of 1)

ronsch99
-Interested User-
Posts: 8
Joined: May 10, 2004


Posted: Jul 22, 2004 11:01 PM          Msg. 1 of 2
Options pricing requires knowing the number of trading days to expiry. The Fundamental and Summary IQfeed reports return the total number of days, not the number of trading days, to expiry. I know that most traders who don't really know the math and who use software that uses total number of days because it's easier go with total number of days. And it is true that when expirys are more than a few months away the difference is not very large. But for the Black & Scholes and other models, as Hull states (in _Options,_Futures,_and_Other_Derivatives_), number of trading days is required. And it makes a difference when the time to expiry is less than a month. So I'd like an additional quantity, number of trading days to expiry.

LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004


Posted: Jul 30, 2004 07:50 AM          Msg. 2 of 2
I have added an enhancement request for the data field you requested. I cannot give you a date or even an approximate time when we will address it but it is on the list.

Thanks

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS
 

 

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