My understanding is as follows:

- each row in a 'greeks' dataset must contain contract identifier fields for expiry,strike,type
- having found the correct contract in a list of *.t8 records,
Zorro has to look up through these fields in a 'greeks' dataset to get the correct ContractRow.

Both *.t8 records and the "greeks" dataset would most probably derive from the same file with historical options data, and have similar sequences of fields - but that's not given.

So, where am I wrong and how does it actually happen?

I do not really understand what you want to do with contract identifiers in your greeks dataset. The contract identifiers must be stored in a .t8 file of CONTRACT structs, not in your greeks file. You store both datasets in same order and look up the greeks of a selected contract with the ContractRow variable that gives you the dataset row. What exactly is the problem?

I've re-read the manual one more time, but still cannot grasp how ContractRow can magically find the correct row in a separate, user-defined/freehand dataset,unless both *.t8 and *greeks* datasets have certain fields in common (besides timestamp). How?

An example of how a 'greeks' dataset can typically be structured would really help.

dataSet(2,CurrentRow,0,Delta);
dataSet(2,CurrentRow,1,Theta);

...


Delta = dataVar(2,ContractRow,0);
Theta = dataVar(2,ContractRow,1);

A! First getting a ContractRow and then using it to save data to the dataset!

Thanks!

I believe this should be documented, with an example of how to use it when parsing a big options data file into price/*.t8 and greeks/etc files.

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?

Yes, dataStr delivers the pointer to the record.

CONTRACT_EXT * c = dataStr(Handle,ContractRow,0);