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»Forums Index »NEW IQFEED FORUMS »Data Questions »CEO with Filter Type = 2 - How recent is underlying price?
Author Topic: CEO with Filter Type = 2 - How recent is underlying price? (4 messages, Page 1 of 1)

BottomFeeder
-Interested User-
Posts: 5
Joined: Jan 29, 2021


Posted: May 28, 2021 11:03 AM          Msg. 1 of 4
Does this request use real-time price data on the underlying when determining In/Out Of The Money contracts?
If not, can you let us know where/when the underlying price comes from? Thanks!

-BF

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: May 28, 2021 12:37 PM          Msg. 2 of 4
As far as I know, yes. I will confirm this though.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Jun 1, 2021 10:53 AM          Msg. 3 of 4
Yes, when the In The Money/Out Of The Money filter is used with the CEO (equity options chains) request, the determinations of what is in/out of the money are made using real-time data.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

BottomFeeder
-Interested User-
Posts: 5
Joined: Jan 29, 2021


Posted: Jun 1, 2021 11:32 AM          Msg. 4 of 4
Thank You!

-BF
 

 

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