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'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
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 »NEW IQFEED FORUMS »New IQFeed Forum »Weaving together option tick trades to form actual spreads
Author Topic: Weaving together option tick trades to form actual spreads (2 messages, Page 1 of 1)

mk
-Interested User-
Posts: 9
Joined: Jan 1, 2022


Posted: Jan 8, 2022 12:04 PM          Msg. 1 of 2
If I decided to parse all the option trades for a particular underlying symbol, is there a way to determine spread trades vs individual option trades?

Thanks

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jan 10, 2022 09:36 AM          Msg. 2 of 2
If there is, it would be in the trade conditions. These trade conditions codes are each a type of spread trade.

39,SPRD,Spread - Trade in Two Options in the Same Class (a buy and a sell in the same class),
98,SPD_RPT,Spread Reporting,
141,SPRD_LEG,CME spread leg trade,

Remember that the tick record will show Trade correction codes in hexadecimal form. So 39, 98, and 141 will appear in the tick as 27, 62, and 8D respectively.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Jan 10, 2022 at 09:37 AM
 

 

Time: Thu April 18, 2024 8:10 AM CFBB v1.2.0 13 ms.
© AderSoftware 2002-2003