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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »When is equity option EOD available?
Author Topic: When is equity option EOD available? (5 messages, Page 1 of 1)

rodney trotter
-Interested User-
Posts: 45
Joined: Aug 28, 2005


Posted: Apr 23, 2007 09:57 PM          Msg. 1 of 5
1. When using HistoryLookup RequestDayHistory it seems the current days data is not available unless the middle of the night for equity options. (I am CST). When should I expect it?

2. The Minute history seems to be available immediately but if no trades on an option during the day, it appears to give an "unable to connect to minute history socket" after about a 5 minute wait. Why does it take so long to give HistoryLookupAbortedLoad response?

3. I tried to use OptionChainLookup hoping it only returned traded options for the day but it seems to return all active option symbols.

I want to start my data download at 6:00PM CST using RequestDayHistory. If no history available for today on an option then try getting a day of minute data. The long timeouts to abort load are killing me. Do you have a solution?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Apr 24, 2007 03:42 PM          Msg. 2 of 5
Moved this over to Dev Support (I didn't see it in the Data and Content support).

1)
Currently the Option Chains EOD data is written out around midnight EST (along with Index Equity options, Future Options, Stats, Forwards, and Single Stock Futures).

In the future (as when the new servers go online, they will be scheduled so that they are more in line with when this data "should" be available ...

2)
I'll have to look into this. I am not sure why it isn't returning immediately as it should be. This does not appear to affect the IHistoryLookuip2 COM interface.

3)
This is the intended use of the Chain Lookups

The only solutions I can see at this point (until this issue is resolved) would be to switch to using the IHistoryLookup2 interface or to request your minute history via sockets.

rodney trotter
-Interested User-
Posts: 45
Joined: Aug 28, 2005


Posted: Jul 23, 2008 05:28 PM          Msg. 3 of 5
Any updates on this? The new servers are online if I understand correctly. What would be the earliest time we should start our EOD data download on equities and equity options?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Jul 24, 2008 09:35 AM          Msg. 4 of 5
Hello rodney. You are correct that the new servers are online (and have been for quite a while). However, I was not quite correct in my initial post. Equity EOD availablility times were not affected by the server release referenced.

However, since the time that this was posted, it does appear that the Equity EOD data is now available slightly sooner at around 9PM EST (as opposed to it being available at midnight before).

rodney trotter
-Interested User-
Posts: 45
Joined: Aug 28, 2005


Posted: Nov 28, 2012 11:29 PM          Msg. 5 of 5
Well, it has been a while since this was updated. Any new times on when EOD equity and option data is available?
 

 

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