JTOOLS FOS LIVE CHAINS


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Project Location: \JTools_FOS_LiveChains


The FOS Live Chains application is very similar to the FOS Lookup Zombie application, taking it one step further to demonstrate futures, future option chains and future spread chains updating and populating with real time data. If you are not familar with the FOS System please see the documentation for the FOS Lookup Zombie application.

Future Roots Description Table

  • Root - Root symbol of futures.
  • LExg - Listed exchange of root symbol.
  • Description - Description of future root.
  • #Futures - Number of futures associated with root symbol.
Futures Associated To Root

  • Symbol - Future symbol.
  • LExg - Listed exchange of future symbol.
  • OS - Two character string denoting if the future has underlying options and speads. The first character is for options (Y if present, N if not) and the second character is for spreads (Y if present, N if not).
  • Last - Last trade price.
  • NetChg - Current net change.
  • Volume - Total volume.
  • Bid - Current bid price.
  • Ask - Current Ask price.
  • BA Size - Current bid and ask size, represented as ( bs x as ).
 Futures Options Associated To Future

  • Symbol - Future option symbol.
  • LExg - Listed exchange of future symbol.
  • Strike - Strike Price of Option.
  • Expiration - Expiration date of specific option.
  • Last - Last trade price.
  • NetChg - Current net change.
  • Volume - Total volume.
  • Bid - Current bid price.
  • Ask - Current Ask price.
  • BA Size - Current bid and ask size, represented as ( bs x as ).
 Futures Spreads Associated To Future

  • Symbol - Future spread symbol.
  • LExg - Listed exchange of future symbol.
  • Last - Last trade price.
  • NetChg - Current net change.
  • Volume - Total volume.
  • Bid - Current bid price.
  • Ask - Current Ask price.
  • BA Size - Current bid and ask size, represented as ( bs x as ).
When the FOS Live Chains application is run, the first thing you will see is the root symbol table populate.
Note that many futures listed on different exchanges can share the same root symbol:
 
Selecting a specific root symbol in the list when then cause the Futures Associated to Root list to populate with the exchange specific futures:



You can also enter in a root in the 'Root' field (as opposed to selecting it from the root list) and press enter, which willl also populate the futures list. Entering 0 for the exchange will cause the list to populate with all futures that share the same root, regardless of the exchange, as shown below:




You can then click on any future in the Futures Associated to Root list and the options and spreads list will populate accordingly:


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