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How to reference options data in EFS formula

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  • How to reference options data in EFS formula

    I’m a new eSignal Pro subscriber trying to write an EFS formula using the Formula Wizard. I want to reference options data (strike, ask, open interest, …). It looks like “close()” actually returns the BID price, someone please let me know if that is incorrect. How do I reference the options ask, strike, … in a formula?

  • #2
    I have figured out that the getMostRecentAsk() function will give me the ask price but am still looking for a way to reference the strike, open interest, .... Any suggestions would be appreciated.

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    • #3
      Perhaps it might help if I rephrase the question.

      In a Quote window you can right-click on any column heading and select Add Field to get a list of available fields, or data elements, that are available in eSignal. In this list I can see things like Open Interest and Underlying Symbol (for options). Since these fields are available in eSignal I should be able to use them in an EFS formula if I can just figure out how to reference them (I.E. what is the name of the function that returns that value).

      For example; we can add the field Last Trade Price to a Quote window. Since we can see this field in a Quote window we know it is available in eSignal. If we want to use the value of Last Trad Price in a formula we have to figure out what function returns that value. In this case the EFS function getMostRecentTrade() returns the value we are looking for.

      So the questions are:
      1) What EFS function returns the value of Open Interest?
      2) What function returns the value of Underlying Symbol?
      3) What function returns the value of Strike Price?
      4) Is there a reference that answers these questions? I have searched the knowledge base and the forums but haven't found the answers.
      5) If I can't get the answer from this forum is there some place else I should look?

      Any help would be greatly appreciated.

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