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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Streaming Data for Options: Strike Price is missing in fundamental Data
Author Topic: Streaming Data for Options: Strike Price is missing in fundamental Data (2 messages, Page 1 of 1)

andrejk
-Interested User-
Posts: 8
Joined: May 7, 2007


Posted: May 7, 2007 01:16 PM          Msg. 1 of 2
I upgraded to DTN.IQ 2.4.8.8

In the fundamental message I miss the Strike Price in field 54 (Expiration Date seems to be there).
Here is what I get for the Options

GE ES, GE EH, GE QF, GE QZ, GE QG:

F,GE EH,C,,,.05,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 C 40.0,,,,,,,,,,,,,,c,12,2,,,2,14,04/27/2007,04/03/2007,,,,,,05/19/2007,,
F,GE ES,C,,,.51,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 C 37.5,,,,,,,,,,,,,,c,12,2,,,2,14,05/02/2007,04/24/2007,,,,,,05/19/2007,,
F,GE QF,C,,,.06,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 P 30.0,,,,,,,,,,,,,,c,12,2,,,2,14,03/19/2007,04/12/2007,,,,,,05/19/2007,,
F,GE QZ,C,,,.22,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 P 32.5,,,,,,,,,,,,,,c,12,2,,,2,14,03/19/2007,04/26/2007,,,,,,05/19/2007,,


Thanks.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 7, 2007 01:39 PM          Msg. 2 of 2
Just to be clear for the purposes of anyone reading the thread...

DTN.IQ and IQFeed have different versions.

The releases on Friday (05/04/2007) were DTN.IQ 2.4.8.8 and IQFeed 4.2.1.4

The statement posted above by andrejk would actually apply to IQFeed rather than DTN.IQ.

Strike Price and Expiration Date are being moved from the Summary Message to the Fundamental message since the data does not change throughout the life of the contract.

The behavior for this change is slightly different between the 2 fields. On the current servers, Strike Price will only appear in the Summary message (as it always has). Once the new servers roll out, the field in the Fundamental field will also populate. Expiration date should be populated in both places on the current servers as well as the new servers.

For both, the field populated in the summary message should be considered deprecated as soon as the new servers rollout and will stop being populated sometime in the future.
 

 

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