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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Option chains and option quotes

Author	Topic: Option chains and option quotes (5 messages, Page 1 of 1)
Kares -Interested User- Posts: 26 Joined: Aug 18, 2004	Posted: Feb 28, 2005 07:37 PM Msg. 1 of 5 I am adding option capability to my application. I would like to get a list of all exchange traded options (Stock Options, OPRA) to build a database of option symbols to choose from. What I envision is entering a stock symbol and getting the symbols associated with the option returned in a bunch. Once I have the symbols, how do I submit the request to IQFEED to get the quote? Can I get historical quotes for options? What is the breakdown of information returned for an option quote? Bid, ask, open interest, volume, last trade size, etc? ?????? Kary Ball
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Feb 28, 2005 08:24 PM Msg. 2 of 5 Option quotes are handled just like any other symbol. For options data, you have a couple things available. One, you can make an option chain request (see API documentation) which will give you a list of valid option symbols for an underlying equity (exactly what you 'envisioned'). Otherwise, we also provide a list of root option symbols and leap symbols as fundamental data when you pull a quote for an underlying equity. So, you get a list of option symbols, then you would make a quote request for the individual option contracts ('root space monthyear' is the format for options). You can also get intraday and historical data for options just like with equity symbols. On quote data you will get all of the fields you mention. Pull a quote and you will see the full list of data that is populated with the request. Jay Froscheiser DTN Market Access, LLC.
Kares -Interested User- Posts: 26 Joined: Aug 18, 2004	Posted: Mar 1, 2005 01:41 PM Msg. 3 of 5 I am having problems using the code in a VB.NET program. Please take a look at the following code: For history: Dim WithEvents hlookup As DTNHISTORYLOOKUPLib.HistoryLookup ' History COM object For Option Chain: Dim WithEvents OptLookup As DTNOPTIONCHAINLOOKUPLib.IOptionChainLookup The DTNHISTORYLOOKUPLib line is fine.. I get a syntax error on the DTNOPTIONCHAINLOOKUPLib line when I add the word WithEvents. Is there an example of the OPTIONCHAINLOOKUP function in VB or VB.NET???? Kary Ball Kary Ball
Kares -Interested User- Posts: 26 Joined: Aug 18, 2004	Posted: Mar 14, 2005 09:28 PM Msg. 4 of 5 Any chance this one might get an answer? Kary Ball
DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 DTN Market Access, LLC.	Posted: Mar 15, 2005 03:43 PM Msg. 5 of 5 Kares, There is not currently a VB or VB.NET example that uses OptionChainLookup. You are getting the error because OptionChainLookup does not have events. If you remove WithEvents, it will work fine. You also need to add a reference to the DTNOptionChainLookup type library, if you haven't already done so. Thanks! Natalie Hannan DTN Market Access, LLC.