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 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
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"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
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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)

-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.

-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.


Lonnie Shumate
Development Manager, IQ Systems


Time: Mon April 15, 2024 7:49 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003