Hello,

i am not sure whether you provide historical options prices. I looked in Symbol Guide and Symbol Look up, than i generated list of options i need for my research. All symbols are incorrect. I have absolutely no idea where to look for information. Perhaps you help me here. I have activated both NYSE and NASDAQ.

And i don't even looked for CL options and others...

Best regards,
Jan

Jan, we do have historical data for Options. I'm guessing the symbols you are using are incorrect. What are some of the symbols you have tried? What error are you getting?

We also have a option chain lookup in the feed that will tell you the current option symbols for a equity/index/future root (although you should have been able to find some of these with symbol lookup as well).

Unfortunately, we do not have a lookup for expired symbols at this time so if the symbols you are looking for are expired contracts, you would have to build the symbols yourself using trial/error/best guess.

Also keep in mind that we only store trades in history so if the symbol hasn't traded, it won't exist.

I am using QCollector for downloading those time series. As usually i enter list of symbols and i do expect to get files with series in whatever format. The error is simply that i have those tickers incorrect.

I can't download your examples neither (MOT0917J7, FDX0918S22.5 etc.), which is also curious to me. You can find my list enclosed.
Edited by Jan Krpalek on Oct 17, 2012 at 09:39 AM

My apologies, I missed your initial attachment.

I didn't check all of those symbols but in general it looks like you have your expiry dates off.

For example, from your list:

WDC1217H32

This would reference an August Call at strike 32 expiring on 8/17/2012

The august contract would have expired on 8/18/2012 (the saturday following the 3rd friday of the month).

Likewise, your symbol:

SHW1119H85

would reference a Aug Call expiring on 8/19/2011 when the Aug 2011 option would have expired on the 20th.

As I mentioned above, options expire on the saturday following the 3rd friday of the expiry month.
https://www.cboe.com/LearnCenter/Concepts/Basics/expiration.aspx

Yes, i see. I thought its third Friday exactly. Lets see what happened when i change the dates plus one. I change couple of those dates, but i can't find it anyway.

SYMBOL DESCRIPTION
MOT0917J7
Motorola October Call at 7.00 Expiring on 10/17/09
FDX0918S22.5
Fed Ex August Put at 22.50 Expiring on 07/18/09
CSCO1016M25
Cisco January Put at 25.00 Expiring on 01/16/10
AMZN1017D110
Amazon April Call at 110.00 Expiring on 04/17/10
MSFT1020B25
Microsoft February Call at 25.000 Expiring on 02/20/10

Are these tickers right? Probably should be (it's from your page). I can't download them too. For downloading these you need to have activated following exchanges: NYSE(AMEX) and NASDAQ. Or you need to have OPRA activated?

The OSI (industry wide options symbology conversion) happened back in early 2010. between March and May, all of the symbols were converted to the current format. During that conversion process we only converted current symbols so how far back data is available varies by symbol.

For example, the AMZN symbol (must have been in one of the first groups converted) you have above does actually work and return data but the MSFT symbol doesnt (must have been one of the later symbols).

The first MSFT options that are available are for May (MSFT1022E30).

That documentation was written back during the that OSI conversion and was just examples of what symbols would be (I'll get it updated with current examples).

Your symbology is now correct, you are simply at limit of what data is available and you will just have to figure out the earliest date that data is available by trial and error.

I had corrected my list and lot of them were actually found. But i am little bit disappointed that you don't have guide where and how to find them.

Can you help me to find older symbology? You must have some instructions how to orient in that huge database. Otherwise there would be no reason why to save older price series when no one can call them.

For example what are the oldest tickers you have in newest symbology? What is the oldest date for each underlying asset you store?

Thank you,