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"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
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20 Most recent posts:
IQFeed Developer Support » Get underlying for a futures option Dec 14, 2018 12:21 PM (Total replies: 3)

Hello,

thx for your feedback.

What you are saying is sometimes true but not always, to my knowledge, e.g.

- Bund-Futures Options exists for every month, but you have only 4 Futures contracts per years (March, June, Sep, Dec)
- Corn Futures: you have the Jan, Feb and Mar Options which all have the March Futures as underlying

Therefore my question if an individual option maybe has a field which contains the underlying Futures?

IQFeed Developer Support » Get underlying for a futures option Dec 4, 2018 02:07 AM (Total replies: 3)

Hi,

every option has an underlying. For index or equity options it is always the same. But for future options that changes with time due to the expiry of futures.

Therefore my question: Is it possible for a certain futures option to get the information about the ticker of the corresponding underlying through the IQfeed API, please?

Thank you

IQFeed Developer Support » Update message format for index options Aug 15, 2018 01:32 AM (Total replies: 1)

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

IQFeed Developer Support » Update message format for index options Aug 14, 2018 01:16 PM (Total replies: 1)

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

IQFeed Developer Support » Questions regarding option chain requesting Aug 14, 2018 12:29 PM (Total replies: 6)

@altmany

Thx for the welcome!
And even more thx for the very helpful reply.

1. Thanks to your suggestion, I could get finally a somehow satisfying option chain request for expirations further out in the future (SPX till Sep 2019).

2. I kindly ask the DTN support to replace the mentioned GOOG option chain request example in the documentation with an output that is correct and makes sense...

Cheers

IQFeed Developer Support » Questions regarding option chain requesting Aug 12, 2018 03:02 AM (Total replies: 6)

Hi,

I just started to get used to the IQfeed API.

Regarding the retrieving of option chains for an index or equities, respectively, I have some questions:

1. How am I able to get options chains for following years. E.g. when I try to get SPX option chain data buy using the command (CEO,SPX.XO,pc,ABCDEFGHIJKLMNOPQRSTUVWX,,1,2,1,0\r\n),
I just get data for 2018 option chains. And in the documentation I cannot see that there would be a field for YEAR (as it is a parameter in the future option chain request)

2. In the documentation for option chains, there is an example for the ticker GOOG (former Alphabet ticker) which I do not understand, because in the example result in the documentation does not show a strike?

Help is appreciated.


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