smt52
-Interested User-
Posts: 31
Joined: Feb 23, 2009
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Posted: Oct 1, 2010 05:20 AM
Msg. 1 of 2
Hi,
If I use the demonstration IQfeed option chain program to return all option chains within 1 strike of the underlying for SPX.XO, it returns option chains correctly for the monthly options, but it fails to return the option chains correctly for the weekly options.
SPX1020K1140 SPX1020K1145
SPX1018L1140 SPX1018L1145
SPX1016J1140 SPX1016J1145
SPX1008J1140 << there should be a SPX1008J1150 here, but its missing
SPX1001J1140 << there should be a SPX1001J1150 here, but its missing
NOTE: I think the bug is related to the fact that there is no SPX1001J1145 for the weekly options, there is only a SPX1001J1150, and this may be screwing up the internal calculations somehow. Edited by smt52 on Oct 1, 2010 at 05:59 AM
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