Is there a special way to store option chains?

AFL Programming
1

Is every expiry month to be stored as a different instrument or is there another way?

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2

I would store every contract as a different instrument, where a contract is a unique combination of underlying symbol, call/put, strike, and expiration date.

3

Isn't there a smart way? For example can we store all the data in a database like mysql and selectively refer to data. The afl, for example, may be needing Call2700May2018 for now so there is NO need for Call2800June2018.

4

The beauty of programming is that there are almost always multiple ways to solve a problem. If you believe there are advantages to storing all your data in an external database rather than the AmiBroker database, then by all means give that solution a try. Since you've posted absolutely no design requirements, system limitations, obstacles faced, etc. it's pretty difficult to offer any actionable guidance.

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5

Well the option system i am trying to create is not very different from futures or stock trading system. The only difference in case of options is the thousands of strike-month will be created. I am looking for a way around that.

6

Is something like this possible:

  1. Decide which strike-month is needed by the afl at runtime
  2. query mysql and import the data for the reqd strike-month into a ab instrument
  3. Do the calculations