DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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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.
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