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»Forums Index »IQFeed Developer »IQFeed Developer Support »Update message format for index options
Author Topic: Update message format for index options (2 messages, Page 1 of 1)

homie70
-Interested User-
Posts: 7
Joined: Aug 12, 2018


Posted: Aug 14, 2018 01:16 PM          Msg. 1 of 2
Hello,

To use the individual option data, I guess I would have to split the update message line.

But when I look into the documentation, it does not much my update message format. Probably, there are some differences for index/equity option data.

I attach a screenshot and I have marked in yellow what I think are the bid and ask price, respectively. But for my further development, it would be really good if I'd know the meaning of every comma separated field. Is this somewhere documented or could you give the field information, please.

Many thx



File Attached: SPX update message.PNG (downloaded 146 times)

homie70
-Interested User-
Posts: 7
Joined: Aug 12, 2018


Posted: Aug 15, 2018 01:32 AM          Msg. 2 of 2
Sorry for the typos.

To clarify:

When I look into the documentation, it does not MATCH my update message format (e.g. there are much less fields in the update message I receive than the number of fields which are shown in the documentation regarding Update/Message Summary Format).

EDIT:
I just saw in the documentation that one can request Fieldnames...
and further that I probably receive the default field set (that would match much closer to the update messages I receive).
I am going to test further later and come back regarding this. Thank you
 

 

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