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»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: 2088
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: 2088
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: 2088
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: 2088
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: 5
Joined: Jun 27, 2017


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

Thanks,
Mathieu
 

 

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