I have three different accounts, one each for Intraday, EOD(End of day) and Derivetives. In my EOD account I want to see how price of one of the Option varied. How it can be done? I am using NSE derivatives downloader for EOD data.
OK, but that will make things very clumsy, as we know that we have lot many symbols for derivatives because of option chain. At least is it possible to have a separate location for derivatives withing the same account? I would prefer to have this functionality in QS to read data from another account by giving a path. Would it be possible in the future version?
I use the Grid Tool for options quotes inside main acct. Keeps the database "Clean" that way, just a thought. A "grid" per actives, holdings, suspects, prospects and/or a "grid" per symbol.
Still seeking the best practice for dealing with the enormous amount of options data myself. ANy other ideas, please do share...
I am trying to use the same "item-296-nse-derivatives" downloader with the following difference:
1. Create a custom database "nse_fno_series"
2. Create fields for instrument, expiry date, strike price, future/put/call, o/h/l/c/vol. open interest, etc.
3. In the existing "pre-script" make the changes as show below, and stores the "instruments" information for each symbol (I mean standard symbols).
string date = Content.GetURLORFileName();
date = date.Substring(date.IndexOf("date=") + 5);
for(int i=0;i<Content.Rows.Length;i++)
{
if(Content.Rows[i].Data[4].Trim() == "XX")
{
// Futures
Content.Rows[i].Data[0] = Content.Rows[i].Data[0] + "_" + Content.Rows[i].Data[2]; //<- see Data[0] in place of earlier Data[1]
}
else
{
// Options
Content.Rows[i].Data[0] = Content.Rows[i].Data[0] + "_" + Content.Rows[i].Data[2] + "_" + Content.Rows[i].Data[3] + "_" + Content.Rows[i].Data[4]; //<- see Data[0] in place of earlier Data[1]
}
Content.Rows[i].Data[13] = date;
But with this I am getting all the time only the last row (it does correct job while testing the parser) after downloading the data. Not sure why? I think, with this, if it works, we will be able to store futures and options series for each "symbol" in a better way. It will also help in doing the back testing.
I would appreciate if someone can help in fixing this.
Though not related to the same discussion but to options; have any of you been able to implement anything to create "implied vols" on this options price database?
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