dataLoad for t8+ files

Posted By: jzastrow

dataLoad for t8+ files - 02/10/18 12:21

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?
Posted By: jzastrow

Re: dataLoad for t8+ files - 02/10/18 12:42

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?!
Posted By: jzastrow

Re: dataLoad for t8+ files - 02/10/18 13:28

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
Posted By: jcl

Re: dataLoad for t8+ files - 02/12/18 08:55

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.
Posted By: jzastrow

Re: dataLoad for t8+ files - 02/12/18 16:39

This sounds even better
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