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Re: Loading the options chain with additional data
[Re: Zheka]
#468429
10/04/17 07:07
10/04/17 07:07
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Joined: Jul 2000
Posts: 27,986 Frankfurt
jcl
Chief Engineer
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Chief Engineer
Joined: Jul 2000
Posts: 27,986
Frankfurt
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dataSet(2,CurrentRow,0,Delta); dataSet(2,CurrentRow,1,Theta);
...
Delta = dataVar(2,ContractRow,0); Theta = dataVar(2,ContractRow,1);
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Re: Loading the options chain with additional data
[Re: Zheka]
#468774
10/18/17 09:20
10/18/17 09:20
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Joined: Sep 2017
Posts: 6
asdvao
OP
Newbie
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OP
Newbie
Joined: Sep 2017
Posts: 6
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Thanks for all the clarifications JCL, I was able to nicely connect my additional data with the T8 data, and retrieve as desired.
I'm able to access the appropriate entries with the dataVar and similar functions, but it seems that it would be useful (mainly to enhance code manageability), to retrieve the whole record within the dataset as a struct.
Say I have a struct CONTRACT_EXT, containing the definition of my record. Is it possible to retrieve the address of the dataset? If it were possible, I could do something like
CONTRACT_EXT * c = baseDatasetAddress + ContractRow;
And then access the data more intuitively, such as c->impl_vol, as opposed to using something like dataVar(2, ContractRow, 7);
Furthermore, is it somehow possible to loop thru all the contracts in a chain for the current bar date?
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