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»Forums Index »IQFeed Developer »IQFeed Developer Support »Equity Option Chain Question
Author Topic: Equity Option Chain Question (3 messages, Page 1 of 1)

bards
-Interested User-
Posts: 32
Joined: May 7, 2011


Posted: Sep 8, 2014 08:05 PM          Msg. 1 of 3
Every third Friday of the month, I retrieve option chains for some
stocks that expire the month after.
For example, on Friday Sep 6th, 2014,I retrieve the option for the stock BAC
that expire October 18th, and I only want 2 in the money,
and 2 out the money.

I use this command:

CEO,BAC,pc,JV,,2,2,2\n

For stock BAC, I get many options, a lot of them that expire October 3rd,
October 10th, October 18th, and October 24th. But I only want those that
expire the third week of October, ie, October 18th.
Is there a way to do that?
Am I calling it wrong?

For other stocks, such ADSK, (which only has options that expire third week
of the month), the above call works.

I would appreciate any help/input.

Thanks.

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Sep 8, 2014 09:51 PM          Msg. 2 of 3
Hello, there is no option to have these filtered out in the feed currently. However, this should be an easy enough filter to implement on your end. As you know, all monthly expiry contracts do so on the 3rd Friday so the weekly options that expire during the other Fridays can be excluded. Additionally, if you are wanting to exclude Jumbo options, the root of these contracts will have a 'J' appended before the expiry date in the symbol. Likewise, mini options will have a '7' appended I the same location.

bards
-Interested User-
Posts: 32
Joined: May 7, 2011


Posted: Sep 9, 2014 03:32 PM          Msg. 3 of 3
Thanks Steve for your response.
 

 

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