R6Solutions has contributed to 7 posts out of 21194 total posts
(0.03%) in 5,940 days (0.00 posts per day).
20 Most recent posts:
What messaging method requires the least overhead and gives the best performance?
Is their a performance advantage to either the WM_MOUSEMOVE method verses the CallBack solution.
Has anyone implemented either of these in VFP 9? Could you share any snipits or advice?
Best Regards, Terry www.r6solutions.com/
I would like to avoid implementing any DDE with my project. Does using the API or COM guarantee that DDE class are avoided? Or - is DDE inevitable regardless of implementation.
Thanks, Best Regards Terry
I am working with VFP 9 and the IQ32.DLL.
I have not implemented the Messaging yet.
I did some simple evaluations using the VFP command window (it's a great tool for prototyping or modeling even though a project might be delivered with a different tool).
My declaration looks like this: DECLARE integer RegisterClientApp IN IQ32.dll as RCA integer, string, string,string
My VFP call (in VFP's command window) looks like this: ?RCA(client.HWnd,"MYDEMO","0.11111111","1.0")
A zero is returned - (messaging is not yet implemented) and the IQFeed login client opens and the IQFeed process shows in my task window.
When I enter the user id and password and click connect, the IQFeed client reports I am using a version of the product the account that is not registered for.
However, when I run "IQConnect" from Explorer, the login credentials allow the connection.
Also, when I run the API through VFP and enter bogus credentials - I get an expected authentication error. So it seems there is some communication with DTNs' authentication server.
I am doing a project for a DTN licensee. His current implementation maybe using the COM. Are the COM and API different products?
Have I missed something? Do I need to configure my copy of the developer's object for my desktop or IP?
Best Regards, Terry
Thanks Steve,
I saw it at HKCU (5009).
Would this be the port the project, using the API, would need to "listen" to in order evaluate returns and messages from the feed?
Regards, Terry
Hello, The "Configuring for TCP/IP" Developer document suggests a configurable port at registry address: HKEY_LOCAL_MACHINE\SOFTWARE\DTN\IQFEED\Startup\Level1Port
My registry does not show the branch for "Startup\Level1Port".
Is it required? Maybe my install was incomplete. Should I manually add the keys and enter a port value?
Best Regards Terry
Quote: a) How can we determine open interest for a given option? Does IQFeed provide this data somehow?
b) I also want to compute the greeks, I know that I will ned to compute this myself. I have a few formulas I found that show how to do it, not too bad. Curious though, does anyone have code/pseudo-code on how to calculate the greeks they could post?
Cheers, --- Original message by shortorlong on Feb 3, 2008 11:27 AM For the greeks you need a cost to carry assumption (rate), a volatility assumption (rate), an interest rate (there's all kinds - open interest - yields to expiration for reversals or conversions - in the money - out of the money). You need a strike - a stock price range and an expiration.
Volatilities can be computed - they're like a moving average and a function of the underlying stock, unlike a VIX, which is a function of the option (i think).
An open interest might work.
All the greeks require a guy called the "partial derivative". Then - depending on which greeks you are interested in, the derivatives are a variation on a theme.
You can visit my web site for more info - and there is a book by Haug that offers the formulas - but some of them call Excel functions - and some - when you implement them do not agree with his results. If you make your question more specific - I might be able to help you with details.
If you're going to work with assumptions it would be pretty easy - but if you're rendering from market data, then your first effort should be to establish your metrics for volatilities and interest.
Steve,
Can you send me a copy of your email response and resolution.
I am working with VFP 9 and am considering it for part of our project.
I would be interested in how the declaration is made with VFP and any other information you might have.
Regards
|