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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Option Chain Lookup
Author Topic: Option Chain Lookup (9 messages, Page 1 of 1)

bill_lansa
-Interested User-
Posts: 6
Joined: Jun 24, 2016


Posted: Jun 24, 2016 09:37 AM          Msg. 1 of 9
I am looking at the documentation from here: http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm

Trying to request a future chain from IQFeed.

When I attempt to send the following:
CFU,C,FGHJKMNQUVXZ,6789012345,,TESTREQUEST<CR><LF>

I do not get a response back.

I am using the C# Example as a test, and modified the code a bit to send that command. In my console window, I see my "T" data feed come in, but no information from my "CFU" call.

T,20160624 10:33:26
T,20160624 10:33:26
CFU,C,FGHJKMNQUVXZ,6789012345,,TESTREQUEST
Request Send Successfully:
T,20160624 10:33:24


Am I missing anything?

Thanks

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 24, 2016 09:42 AM          Msg. 2 of 9
Good morning,

C is not valid now that pit trade is gone. Use @C to access the electronics and you will get the expected results.

TESTREQUEST,@CN16,@CU16,@CZ16,@CH17,@CK17,@CN17,@CU17,@CZ17,@CH18,@CK18,@CN18,@CU18,@CZ18,@CN19,@CZ19,
TESTREQUEST,!ENDMSG!,


Tim

bill_lansa
-Interested User-
Posts: 6
Joined: Jun 24, 2016


Posted: Jun 24, 2016 09:47 AM          Msg. 3 of 9
Thanks for the quick response. (I should have known about the @C!!)

I just tried the command: CFU,@C,FGHJKMNQUVXZ,6789012345,,TESTREQUEST


T,20160624 10:45:06
T,20160624 10:45:05
CFU,@C,FGHJKMNQUVXZ,6789012345,,TESTREQUEST
Request Send Successfully:
T,20160624 10:45:04

Still not able to see the results. Is my command correct? Anything else I am missing?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 24, 2016 09:59 AM          Msg. 4 of 9
Your doing a lookup request, so you need to connect to the Lookup port. (9100 default).

Since your getting timestamps, it appears you are connected to Level1 (5009 default).

Tim

bill_lansa
-Interested User-
Posts: 6
Joined: Jun 24, 2016


Posted: Jun 24, 2016 10:02 AM          Msg. 5 of 9
Thank you!

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 24, 2016 10:05 AM          Msg. 6 of 9
Your welcome, sorry I didn't notice both details on the first reply.

Tim

bill_lansa
-Interested User-
Posts: 6
Joined: Jun 24, 2016


Posted: Jun 28, 2016 12:28 PM          Msg. 7 of 9
Hi Tim,

The lookup is working correctly, but I have a related question. I am doing a lookup for @QG:

command:
CFU,@QG,FGHJKMNQUVXZ,6789012345,,LOOKUP

returning with:
LOOKUP,@QGQ16,@QGU16,@QGV16,@QGX16,@QGZ16,@QGF17,@QGG17,@QGH17,@QGJ17,@QGK17,@QGM17,@QGN17,@QGQ17,@QGU17,@QGV17,@QGX17,@QGZ17,@QGF18,@QGG18,@QGH18,@QGJ18,@QGK18,@QGM18,@QGN18,@QGQ18,@QGU18,@QGV18,@QGX18,@QGZ18,@QGF19,@QGG19,@QGH19,@QGJ19,@QGK19,@QGM19,@QGN19,@QGQ19,@QGU19,@QGV19,@QGX19,@QGZ19,@QGF20,@QGG20,@QGH20,@QGJ20,@QGK20,@QGM20,@QGN20,@QGQ20,@QGU20,@QGV20,@QGX20,@QGZ20,@QGF21,@QGG21,@QGH21,@QGJ21,@QGK21,@QGM21,@QGN21,@QGQ21,@QGU21,@QGV21,@QGX21,@QGZ21,
LOOKUP,!ENDMSG!,


The result is good, but when I try to watch Level1 for these, I get:
n,@QGQ16
n,@QGU16
etc.

Should these be available for Level1?

Thanks,

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 28, 2016 01:35 PM          Msg. 8 of 9
Hello,

You would need to be permissioned for delayed or real time Nymex exchanges to see these quotes.

I did not find your IQFeed account, but that is likely the issue. The same is true of Comex exchange quotes also, fyi. If you want to have them added you can certainly call us or add them via the manage account link at https://my.telventdtn.com/storefront/login

Let me know though if you believe you have already subscribed to these and we can discuss further.
Tim

bill_lansa
-Interested User-
Posts: 6
Joined: Jun 24, 2016


Posted: Jun 28, 2016 01:40 PM          Msg. 9 of 9
Thanks Tim!

I am working on behalf of a client of mine -- I will reach out to them with regards to the permission to access real time NYMEX data.

I will post here if I have any further questions. Thanks!
 

 

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