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)




"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"It’s so nice to be working with real professionals!" - Comment from Len
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via 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
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 »Archive (2017 and earlier) »IQFeed Developer Support »Update message format for index options
Author Topic: Update message format for index options (2 messages, Page 1 of 1)

homie70
-Interested User-
Posts: 9
Joined: Aug 12, 2018


Posted: Aug 14, 2018 01:16 PM          Msg. 1 of 2
Hello,

To use the individual option data, I guess I would have to split the update message line.

But when I look into the documentation, it does not much my update message format. Probably, there are some differences for index/equity option data.

I attach a screenshot and I have marked in yellow what I think are the bid and ask price, respectively. But for my further development, it would be really good if I'd know the meaning of every comma separated field. Is this somewhere documented or could you give the field information, please.

Many thx



File Attached: SPX update message.PNG (downloaded 1028 times)

homie70
-Interested User-
Posts: 9
Joined: Aug 12, 2018


Posted: Aug 15, 2018 01:32 AM          Msg. 2 of 2
Sorry for the typos.

To clarify:

When I look into the documentation, it does not MATCH my update message format (e.g. there are much less fields in the update message I receive than the number of fields which are shown in the documentation regarding Update/Message Summary Format).

EDIT:
I just saw in the documentation that one can request Fieldnames...
and further that I probably receive the default field set (that would match much closer to the update messages I receive).
I am going to test further later and come back regarding this. Thank you
 

 

Time: Sun May 19, 2024 7:55 AM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003