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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »how to get option delta
Author Topic: how to get option delta (5 messages, Page 1 of 1)

esiarie
-Interested User-
Posts: 3
Joined: Aug 13, 2015
Posted: Nov 5, 2015 07:41 AM          Msg. 1 of 5
Can I get from IQFeed a future option delta? and how?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 5, 2015 07:53 AM          Msg. 2 of 5
Good morning,

I am sorry, but the feed does not include any pre-calculated Greek values. All values that you need to perform the calculations should be there for you to create the information you need though. If there is something you can't find, let me know and I will try to help.

Tim

esiarie
-Interested User-
Posts: 3
Joined: Aug 13, 2015
Posted: Nov 5, 2015 08:12 AM          Msg. 3 of 5
At the "Fundamental Message Format" page I see that a Beta value for a stock is present.
So not all greek values are absent.
Does all the values that I can get for a symbol are present in the Update/Summary Message Format and Fundamental Message Format pages?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 5, 2015 08:30 AM          Msg. 4 of 5
We do have the beta value in the fundamental message, but it is simply a once per day update. Not something that will have regular updates on it throughout the day like I thought you might need.

And yes, all fields are documented in those two pages.

Tim

esiarie
-Interested User-
Posts: 3
Joined: Aug 13, 2015
Posted: Nov 5, 2015 09:06 AM          Msg. 5 of 5
thanks, Arie
 

 

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