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 am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"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.
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"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
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 »Historical futures options daily data: what is the meaning of OHLC fields with traded volume = 0?
Author Topic: Historical futures options daily data: what is the meaning of OHLC fields with traded volume = 0? (2 messages, Page 1 of 1)

shkim
-Interested User-
Posts: 4
Joined: Jan 27, 2017
Posted: Feb 4, 2019 10:39 AM          Msg. 1 of 2
Hi,

I am interested in futures options data (eg options on QCL) and noticed that very often a futures option will have no tick data on a given day but a daily data row with zero volume but a filled value in open, high, low, close (identical).

What is the meaning of this value?

Is that the closing bid-ask-mid price? Would be grateful for a hint.

Cheers,
Seong-Han

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Feb 19, 2019 06:53 AM          Msg. 2 of 2
If you can give me a recent example, I should be able to verify but I think this would be a case where the exchange sent a settlement for the contract but no trades occurred.
 

 

Time: Tue May 28, 2024 7:38 PM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003