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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Quick qet strike options prices when market is closing
Author Topic: Quick qet strike options prices when market is closing (2 messages, Page 1 of 1)

lastakademik
-Interested User-
Posts: 11
Joined: May 30, 2014
Posted: Aug 14, 2014 09:12 AM          Msg. 1 of 2
Hello, guys.

Is there a way to get open/close price by many strike options (>100 symbols) quickly at that moment as market is closing?

I cannot use the Level1 subscription because of limitations on count of watched symbols. On the other hand, the end-of-day history request by each symbol are very slowly. Moreover, if I understood properly, the daily historical data has some time delay since the market is closed.

Does IQFeed API another method to get such of data by many symbols quickly?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Aug 14, 2014 09:22 AM          Msg. 2 of 2
Hello, in order to get the data immediately upon market close, level 1 subscription is the only way to go. We have subscriptions available for up to 1800 symbols at a time. Even the basic symbol limit (500) should suffice for 100 symbols (unless you mean all the options for 100 stocks).
 

 

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