I somehow missed on the might of free-form datasets! Got into details and here are the questions:
1. Would "99" in suggested "greeks.t99" typically be a Handle?
2.
In [Test] or [Train] mode the chain is copied from a dataset containing CONTRACT records, which is either automatically obtained from a Name.t8 file, or copied from a previously loaded dataset with the given Handle
What should be the format of records in dataset with a list of CONTRACT structs to be used in ContractUpdate()?
3. You seem to favor using big single files to store all of the options/ greeks data for an asset. Why? Would storing data in many files e.g. 'by expiry' be less efficient in practice?
Or is it because of the file name convention used?
4. Do i understand correctly that *.t8 files would update in real-time but a "dataset" would not?
IB streams greeks and IV together with prices in RT
https://interactivebrokers.github.io/tws-api/option_computations.html#gsc.tab=0So, why not just add 4-5 fields to the *.t8 struct? (and avoid having to use several datasets, locating matching records,etc)
