Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Full options chain command?
Author Topic: Full options chain command? (5 messages, Page 1 of 1)

andrewm
-Interested User-
Posts: 41
Joined: Feb 23, 2015


Posted: May 4, 2021 05:33 PM          Msg. 1 of 5
A command to get a current snapshot of the full options chain for one expiration date like yahoo shows would be nice:

https://finance.yahoo.com/quote/AAPL/options?p=AAPL

They give:
Contract Name
Last Trade Date
Strike
Last Price
Bid
Ask
Change
% Change
Volume
Open Interest
implied vol <- probably not needed

Currently with IQ Feed I think you have to query the whole chain, then iterate over it, subscribing and unsubscribing to each symbol. Right?

mk
-Interested User-
Posts: 5
Joined: Jan 1, 2022


Posted: Jan 1, 2022 08:50 AM          Msg. 2 of 5
No responses since May. Did you figure out how to do this? I have the same exact question.

andrewm
-Interested User-
Posts: 41
Joined: Feb 23, 2015


Posted: Jan 1, 2022 09:33 AM          Msg. 3 of 5
No reply.



I believe it's not supported

stargrazer
-DTN Guru-
Posts: 292
Joined: Jun 13, 2005

Right Here & Now


Posted: Jan 1, 2022 03:26 PM          Msg. 4 of 5
Quote: Currently with IQ Feed I think you have to query the whole chain, then iterate over it, subscribing and unsubscribing to each symbol. Right?

That is what I do.
Edited by stargrazer on Jan 1, 2022 at 03:27 PM

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 249
Joined: Jul 3, 2019


Posted: Jan 3, 2022 01:51 PM          Msg. 5 of 5
Quote: Currently with IQ Feed I think you have to query the whole chain, then iterate over it, subscribing and unsubscribing to each symbol. Right?


What you can do is request one of the market summary reports. There are three different reports which will give you two different sets of data, for all symbols of a certain type on a certain exchange. You can't limit it to just one root symbol, but you can get a comprehensive report and then pick out the symbols you want. This is a lot faster and more efficient than the process you described it.

5MS, (symbol type), (exchange ID)
or
EDS, (symbol type), (exchange ID), (date in YYYYMMDD format)

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

5MS Is a 5-minute report, while EDS is an end-of-day report. So pick the one that matches the scope you want. There is also an end of day fundamental data report:

FDS, (symbol type), (exchange ID), (date in YYYYMMDD format)

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

I believe all the fields you asked about will be in one of those two reports.

The commands SST and SLM, respectively, will give you a list of all the symbol types and exchange ideas you would want to use. The exchange ID, make sure you use the Group ID, Not the number of the beginning of the line:

1,NGM,Nasdaq Global Market,5,NASDAQ,

For NGM you would use 5, because it's a part of the NASDAQ group of exchanges.

You can also get the symbol type and exchange codes from a specific symbol via the SBF command (note reversed order):

SBF,s,QQQ2216I383
QQQ2216I383,14,2,QQQ SEP 2022 C 383.00,

I hope that helps with your performance. Let me know if this does not answer your question or if you have any other questions on this!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Mon May 16, 2022 1:24 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003