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dataLoad for t8+ files #470875
02/10/18 12:21
02/10/18 12:21
Joined: Feb 2018
Posts: 15
J
jzastrow Offline OP
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jzastrow  Offline OP
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J

Joined: Feb 2018
Posts: 15
As dataLoad() allows to specify how many fields to be loaded for an entry I want to add some custom fields after the t8 struct (delta, iv, gamma, etc..).
Is this supposed to work?

Re: dataLoad for t8+ files [Re: jzastrow] #470876
02/10/18 12:42
02/10/18 12:42
Joined: Feb 2018
Posts: 15
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jzastrow Offline OP
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jzastrow  Offline OP
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J

Joined: Feb 2018
Posts: 15
Update. I can load the files, but not use as a t8.

Error 031: Can't load ICE_T4 t8 dataset #1

Maybe I can load these fields as an extra file and use dataVar() to get the data?!

Re: dataLoad for t8+ files [Re: jzastrow] #470877
02/10/18 13:28
02/10/18 13:28
Joined: Feb 2018
Posts: 15
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jzastrow Offline OP
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jzastrow  Offline OP
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J

Joined: Feb 2018
Posts: 15
Update 2: This approach works very well. The t8 fVal contains the index of the matching meta data record. Meta can contain any data e.g. greeks, iv, multiplier.
The only downside is that in live mode the data must be calculated with the contract scripts, but thats fine laugh

Re: dataLoad for t8+ files [Re: jzastrow] #470897
02/12/18 08:55
02/12/18 08:55
Joined: Jul 2000
Posts: 28,145
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 28,145
Frankfurt
Alternatively, you can store the extra data in another dataset, and use the ContractRow variable for looking up the extra data of a selected contract in the second dataset.

Re: dataLoad for t8+ files [Re: jcl] #470909
02/12/18 16:39
02/12/18 16:39
Joined: Feb 2018
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jzastrow Offline OP
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jzastrow  Offline OP
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J

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Posts: 15
This sounds even better


Moderated by  Petra 

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