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» Bid/Ask on options
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| Author | Topic: Bid/Ask on options (6 messages, Page 1 of 1) |
 kweiss -Interested User- Posts: 8 Joined: Mar 28, 2005 |
Posted: Sep 19, 2005 09:34 AM
Msg. 1 of 6
I need the bid/ask on option chains. If I use the HT (tick) format, I get the bid/ask of the last trade. This can be hours or even days old (if there are no trades on that day.)
What I really need is a 'snapshot' quote or end of day quote for all options. Does your api supply this and, if so, how do I get it. Thanks. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Sep 19, 2005 09:39 AM
Msg. 2 of 6
You will want to set a watch on the symbols you need. That will provide you the last trade, fundamental data, and current quote information. If you are looking for current information, you don't want to use the historical data requests. Those requests are for apps such as T&S or charting.
Jay Froscheiser DTN - Trading Markets |
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kweiss -Interested User- Posts: 8 Joined: Mar 28, 2005 |
Posted: Sep 19, 2005 10:54 AM
Msg. 3 of 6
Hi Jay -
Is the watch a "push" or a "pull"? If I set a watch, will I get data any information back if there are no trades -- frequently many options in a chain do not trade in a day? Does a watch only receive data when a trade happens? I need to get option bid/ask data for a lot of symbols. I don't want to place watchs on a lot of options all at once. Would I set a watch on the first option, wait for the current info (bid/ask) to come back? Then cancel the watch, set the watch for the next option, etc. Thanks for your VERY quick response. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Sep 19, 2005 11:04 AM
Msg. 4 of 6
The watch is a push, but when you set a watch, you receive a snapshot of the current data in the database. Thus, you will get a message that has the current trade and quote data, no matter when it last traded.
What you are looking for is similar to many discussions we have had here regarding snapshotting data. Because of the symbol limits, you won't be able to watch all the options. If you are going to scan through a list of symbols, we prefer you do so during aftermarket hours. IQFeed is meant to be a streaming quote service that you set a list of symbols and watch the data as it comes in. It wasn't build to efficiently handle numerous watch/unwatch requests in a rapid fire mode. Jay Froscheiser DTN - Trading Markets |
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kweiss -Interested User- Posts: 8 Joined: Mar 28, 2005 |
Posted: Sep 19, 2005 11:08 AM
Msg. 5 of 6
Hi Jay -
I have no problem limiting my downloads to after hours. My app works well using end of day data. What is the symbol limit? |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Sep 19, 2005 11:12 AM
Msg. 6 of 6
500 symbols can be watched at a time with an IQFeed subscription.
Jay Froscheiser DTN - Trading Markets |
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