Hi,
why the command FDS,8,30,20210608,55 is returning No file available ?

The last working date is 20210605 .

Thelos

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Tarek

We are looking into this now. Apparently it is related to yesterday's Option Chains issues.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Hi Gary,

I am not aware of yesterday's option Chains issues.
Upon closer inspection I noticed that even the working request (2021/06/05) has a lot of missing lines. maybe the issue you're talking about.

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Tarek

Hi Gary,

I also noticed that the FOptions strikes maybe wrong.
For corn options (symbol @C on cbot), the request FDS,9,30,20210605,55 return a range of FOptions from @CZ21P1900 to @CZ21P14000 which means if I am not mistaken a strike from 19 to 140. But according to cme website The strikes of corn Foption is between 180 and 1090.

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Tarek

Hi Gary,

I still waiting for your response regarding the Foptions strikes. This is an important problem for us that prevents us from using the feed.

We need to know the option strikes. For now we deduce them from the symbol as explained here http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&guide=commod&type=cme
but it seems to me that the symbols (obtained from FDS,9,30,20210605,55) are missing a 0 at the end.


Do we have another way to get the strike of each option ?

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Tarek

The problem from earlier this week with the FDS has been resolved going forward, so you shouldn't get the error anymore.

However, the FDS reports dated 20210606, 20210607, and 20210608 still give the 50007 error if you try to run them. We are still trying to rebuild these reports.

I have run the FDS,9,30 report for the past week, and I don't see any obvious evidence of missing zeroes. The June 5 report does appear to be shorter by about 7000 entries than June 4; I am still looking into why.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Hi Gary,

this request FDS,9,30,20210614,55 return several lines among them those that begin with @CH22. I think a 0 is missing for all of those. for exemple, @CH22C1900 should have been @CH22C19000. since the strike of that option is 190.
I have not checked the other options (SOYBEANS, WHEAT, etc.)

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Tarek

Given the delay, we are going to assume that this bug will not be fixed. We will adapt our software accordingly.

regards

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Tarek

Yes, the FDS reports from June 6 through June 8 are lost and cannot be re-created. Other than those days, the FDS report will now work normally.

Also, regarding the missing zero in the FOPTIONS symbols; Futures contracts, when created, don't always use the price precision to represent the strike price in the symbol. As a result, you cannot derive the strike price just from the symbol alone. @CH22C1900 or @CH22C19000 could both be the 190.00 strike price. You'll have to get the strike price from the EDS or 5MS report, or from the symbol description which will include the strike price.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
Edited by DTN_Gary_Stephen on Jun 16, 2021 at 12:56 PM

Hello Gary,

The 5MS report show a wrong srikes as in

5,PGG23P41000,71,9,,,71,,999999,,,,11.34,,,,,,,0,0,0,0,0,0,0,0,0,,,,0,8.87,20210728,20230113,0.00410

We need a reliable way to get the strikes because prices without strikes are useless.

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Tarek

The 5MS report should now display these values correctly. Take a look, and let me know if you still see any issues.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Hello Gary,

5MS still display a strike equal to 0.0012 for PMH22C12000 which is not good.

I haven't checked all the options in all the markets...other errors are possible.

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Tarek