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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Commodity Date of expiration
Author Topic: Commodity Date of expiration (2 messages, Page 1 of 1)

krwkrw
-Interested User-
Posts: 1
Joined: May 13, 2004


Posted: Jun 14, 2004 10:25 AM          Msg. 1 of 2
I understand the watchlist, I am just hoping to retrieve the expiration date for 04Dec Corn or 05 July Corn or whatever, I only need to retrieve the date one time and then I can do the calculations after that. I have no need to retreive it real-time as that is complete overkill for me. You must have the value stored somewhere, becuase you are using it to calculate days to expiration too. Do I have access to this table?

Thanks
Mike


-----Original Message-----
From: IQFeed Developer Support [mailto:]
Sent: Thursday, June 10, 2004 3:37 PM
To: rebermp@hotmail.com
Subject: Re: IQFeed NOTICE: IQFeed 2.3.0.1 is now available (Thread:342615)

From looking at your code excerpt, it looks like you are trying to get
historical data for a symbol. You cannot get the Days To Expiration data for
history data.
The Days To Expiration data is included for streaming data in the Update
Message.

I'm not sure how much you know about IQFeed, so I'll give you some basic
info. Sorry if you already know this!

At the start of your program, you need to call RegisterClientApp(), and
connect to IQConnect. I can't tell from your code excerpt if you are doing
this. If you're not, you can consult the help documenation for "Logging into
IQFeed", and "Getting Streaming Data".

After that is done, you are ready to request symbols, and receive streaming
data on them. First, you must watch a symbol ("Manage a Watch List" in the
help). Then, when a trade or a quote occurs for that symbol, you will
receive an Update Message (begins with a "Q"). Field #49 in that message is
the Days To Expiration field ("Update Message Format" in the help).

As far as the symbol @TB{month][year], you can run the SymbolLookup test
application, which is under the VC++ Examples directory in your install
directory. Type in @TB, and you will receive symbols that you can choose
from.


Also, if you have specific issues with the help documentation, please let us
know. We'd like to make it more clear where we can. Thanks!


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Natalie Hannan
Software Engineer
DTN Market Access
http://www.iqfeed.net
Edited by DTN_Steve_S on Sep 19, 2011 at 09:20 AM

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 16, 2004 10:59 AM          Msg. 2 of 2
Mike,

Yes. Expiration date is a field in our datafeed. You just need to set a watch on the symbol and parse the fundamental record (which you get immediately) for the expiration date. The expiration date is not an included field when pulling historical data (it is only available in a fundamental or quote record).

Jay Froscheiser
DTN Market Access, LLC.
 

 

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