We've written all sorts of options systems for clients, but never had to "store and process some data twice"
I truly seek to understand and would really appreciate your
thinking, experience, best practice, and considerations that seem obvious to you, but might not to us.
Yes, contract() sets ContractRow.
It is documented for (type,Expiry,strike) but not for (type,Days,strike).
The sequence of fields in a CONTRACT struct can be found in trading.h.
In what sequence do fields need to be in the 'greeks' dataset?
(for the ContractRaw to work). Same as in CONTRACT?
If the underlying is also updated depends on the broker; IB does it
Ok. IB also streams greeks, and your opinion/experience with this - if any - would be very helpful and save time.
Is this something you worth considering?
