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                                                   Data from database of other account

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GS
2014-04-21 10:38:23


Hi QS,

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.

Thanks



QuantShare
2014-04-21 11:02:44

  0

Hi,

You can do that only if all the data are stored in the same account.




GS
2014-04-22 04:34:40

  0

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?

Thanks.



QuantShare
2014-04-22 10:20:33

  0

Unfortunately, it is not possible to read data from other accounts. This is not something we plan to add in future versions.




Jim Harrison
2014-04-23 13:04:31

  0

GS,

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...



GS
2014-04-24 11:09:33

  0

Hi Jim, QS,

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;

if(Content.Rows[i].Data[8].Trim() == "0")
{
Content.Rows[i].IsIgnoreLine = true;
}
else if(Content.Rows[i].Data[7].Trim() == "0")
{
Content.Rows[i].Data[5] = Content.Rows[i].Data[8];
Content.Rows[i].Data[6] = Content.Rows[i].Data[8];
Content.Rows[i].Data[7] = Content.Rows[i].Data[8];
}
}


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.

Thanks



Seeker
2014-04-26 10:42:24

  0

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?


GS
2014-04-26 10:50:29

  0

Good suggestion, I am also looking forward to see the same.


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