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»Forums Index »Archive (2017 and earlier) »IQFeed Datafeed Wish List »Add Fair Value Number
Author Topic: Add Fair Value Number (2 messages, Page 1 of 1)

ntron
-Interested User-
Posts: 4
Joined: Nov 30, 2004
Posted: Nov 30, 2004 08:49 AM          Msg. 1 of 2
Calculate fair value for the futures. By fair value, I mean, given interest rates and dividends, the price level where the futures should trade theoretically vs. the cash index. Fair value numbers would be very helpful to me.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Dec 1, 2004 02:30 PM          Msg. 2 of 2
This is something we will put on the list. We currently calculate this for Equities in the option chains apps, and will need to take a look at what it will take to add this functionality for futures.

Thanks for the feedback!
Jay Froscheiser
DTN Market Access, LLC.
 

 

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