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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »OPRA Market Summary Bid/Ask
Author Topic: OPRA Market Summary Bid/Ask (4 messages, Page 1 of 1)

manish
-Interested User-
Posts: 6
Joined: Dec 24, 2020


Posted: Jan 3, 2021 07:22 PM          Msg. 1 of 4
Hi,

I am new to IQ Feed and please forgive me if its a stupid question.
Is it possible to get the Bid / Ask, Volume and Open Interest with Market summary command like EDS or 5MS?

I am trying to get the quotes on everything, run some cross-sectional studies and then decide if I want to trade anything v/s deciding what I want to trade and then querying the quotes for those instruments.

Thanks,
Manish

andrewm
-Interested User-
Posts: 52
Joined: Feb 23, 2015


Posted: Apr 8, 2021 09:45 AM          Msg. 2 of 4

DTN_Gary_Stephen
-DTN Guru-
Posts: 401
Joined: Jul 3, 2019


Posted: Apr 8, 2021 03:23 PM          Msg. 3 of 4
The three Market Summary reports each gives you the list of what they include, at the beginning of the report:

EDS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike

FDS
Symbol, Description, PeRatio, AvgVolume, DivYield, DivAmount, DivRate, PayDate, ExDivDate, CurrentEps, EstEps, SIC, Precision, Display, GrowthPercent, FiscalYearEnd, Volatility, ListedMarket, MaturityDate, OptionRoots, CouponRate, InstitutionalPercent, YearEndClose, Beta, LEAPs, WRAPs, Assets, Liabilities, BalanceSheetDate, LongTermDebt, CommonSharesOutstanding, MarketCap, 52WeekHigh, 52WeekHighDate, 52WeekLow, 52WeekLowDate, CalHigh, CalHighDate, CalLow, CalLowDate, Expiration, LastSplit, LastSplitDate, PrevSplit, PrevSplitDate, NAICS, ShortInterest

5MS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Apr 8, 2021 at 03:24 PM

andrewm
-Interested User-
Posts: 52
Joined: Feb 23, 2015


Posted: May 3, 2021 05:58 PM          Msg. 4 of 4
Keep in mind that the bid/ask in 5MS were at the time of the last trade, which may have been days ago.
 

 

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