Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Expired Equity/Index Options
Author Topic: Expired Equity/Index Options (9 messages, Page 1 of 1)

jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011


Posted: Sep 20, 2011 02:56 PM          Msg. 1 of 9
Is it possible to look up expired equity/index option symbols?

Also, is it possible to request historical data for expired equity/index option symbols?

Thanks!

-Joe

DTN_Steve_S
-DTN Guru-
Posts: 2025
Joined: Nov 21, 2005


Posted: Sep 21, 2011 08:30 AM          Msg. 2 of 9
You should be able to request history for them (we don't delete the data). However, we don't provide any sort of symbol lookup for you to determine what the valid strike prices were at any point in history. Also, you would only be able to feasibly build the symbols that have existed since the OSI changed symbology a while back.

jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011


Posted: Sep 21, 2011 09:47 AM          Msg. 3 of 9
Is there any plan to expand the option chain lookup API to support this in the future?

I can probably guess at what the symbols "should" be, but it will be a fairly hackish approach.

-Joe

DTN_Steve_S
-DTN Guru-
Posts: 2025
Joined: Nov 21, 2005


Posted: Sep 21, 2011 10:03 AM          Msg. 4 of 9
There currently are no plans to provide a lookup for expired symbols.

DTN_Steve_S
-DTN Guru-
Posts: 2025
Joined: Nov 21, 2005


Posted: Sep 21, 2011 10:12 AM          Msg. 5 of 9
One more note about my above comments. We will only have minute/daily data for the expired symbols. We won't have tick data available for anything that expired more than 120 days ago (since we limit tick data to the most recent 120 days).

jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011


Posted: Sep 22, 2011 11:40 AM          Msg. 6 of 9
Do you have any suggestions on how I might lookup or generate a list of expired option contracts for an underlying then?

I also tried using the SBF/Symbols By Filter command to lookup the symbols, but it looks like that API (also) only returns non-expired contracts.

I could take a guess at the expiration date based on the OCC options expiration calendar, but then I would have to permute through ALL the likely strike prices to find the valid symbols. This isn't a great option because it would be slow, and I imagine your operations staff wouldn't appreciate my executing a bruteforce search for symbols in this manner.

Sounds like Telvent stores a ton of useful expired minute/daily data and even recently expired tick data, but it is looking almost impossible to access it without being able to look up the symbols first!

jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011


Posted: Sep 27, 2011 02:11 PM          Msg. 7 of 9
Any thoughts on this?

I'd love to be able to access this data.

-Joe

DTN_Steve_S
-DTN Guru-
Posts: 2025
Joined: Nov 21, 2005


Posted: Sep 27, 2011 03:26 PM          Msg. 8 of 9
Unfortunately, I don't have any better ideas as to how to get an expired symbol list.

freemind
-Interested User-
Posts: 3
Joined: Jun 27, 2017


Posted: Jun 27, 2017 06:13 PM          Msg. 9 of 9
Any updates regarding this issue?

Thanks,
Mathieu
 

 

Time: Wed September 20, 2017 10:05 PM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003