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pawantanwar has contributed to 1 posts out of 21196 total posts
(0.00%) in 306 days (0.00 posts per day).
20 Most recent posts:
The reason your code takes a long time to access open interest numbers for all the option symbols is likely due to the way it queries the data one by one, which can be time-consuming.
A better approach would be to directly access the data in bulk from IQFeed, if it provides such functionality. For example, you could check if IQFeed has an API method that allows you to retrieve the entire option chain's open interest data in one request, rather than making individual requests for each option symbol.
If such bulk data access is not available through IQFeed's API, another option could be to automate the process of exporting the data from the "IQFeed Option Chain" App into CSV files. This way, you can save the data locally and then read it into your code for analysis, which should be much faster than querying the data live each time.
As for how IQFeed internally handles and stores the data, it's proprietary information, and the exact implementation details are not publicly disclosed. However, most financial data providers optimize their data storage and retrieval systems to ensure fast and efficient access to data, especially for frequently requested information like option chain data.
To summarize, check if IQFeed has bulk data access through its API. If not, consider automating the export of data to CSV files for quicker access in your code. This way, you can improve the speed of accessing open interest numbers for your analysis.
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