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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.