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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »OPRA T&S

Author	Topic: OPRA T&S (2 messages, Page 1 of 1)
senator -Interested User- Posts: 22 Joined: Jul 5, 2004	Posted: Dec 20, 2005 02:22 PM Msg. 1 of 2 Hi I wonder if I can get the trade and size of a each strike price call and Put ( for the entire chain), because I dont see any specific function to call for the trade information once I recieve the chain. One last thing, Is there a way to recieve historical Tick by tick information for an entire chain of an option Symbol? I'll look forward to your reply Merry Christmas Best,
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Dec 20, 2005 03:01 PM Msg. 2 of 2 Quote: Hi I wonder if I can get the trade and size of a each strike price call and Put ( for the entire chain), because I dont see any specific function to call for the trade information once I recieve the chain. One last thing, Is there a way to recieve historical Tick by tick information for an entire chain of an option Symbol? I'll look forward to your reply Merry Christmas Best, --- Original message by senator on Dec 20, 2005 02:22 PM The chain lookup is simply a lookup method to get the option symbols for an underlying equity. You would then request quotes on those symbols to get the trade and size for each contract. Historical tick information is available for each option contact, but again, you need to request them individually after using the chain lookup to get the symbols. In our DTN.IQ client, it works the same way, and I am able to get current/streaming quote data to fill in on all QQQQ options in a couple seconds. Jay Froscheiser DTN - Trading Markets