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»Forums Index »Product Support »Data and Content Support »Historical Future Options
Author Topic: Historical Future Options (3 messages, Page 1 of 1)

jlarmee
-Interested User-
Posts: 54
Joined: Jan 12, 2006


Posted: Apr 7, 2015 04:38 PM          Msg. 1 of 3
Hi, I have a client who is interested in historical future options, especially options for futures contracts that have already expired. I didn't know I could get that data from IQFeed. But, I was surprised and delighted to find that I could. For example, I can look up the daily bars for symbol CK05C2500 and get daily price data for a call on the May '05 corn contract at strike price 2.50. Wonderful! But, then that leads to the next question: how can I find out what symbols are available for old contracts? I just guessed at CK05C2500 and got lucky. For active contracts, I can use the option chain look-up. But, understandably, I don't get any symbols for expired contracts. Is there some kind of option chain look-up for these older options?

Thanks!

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Apr 7, 2015 05:30 PM          Msg. 2 of 3
Hello jlarmee, unfortunately no there is no symbol lookup for expired contracts for either Futures or Options. However, for Future options the symbology follows this method:
Symbol Root, Month & Year expiration, "C" or "P" for Call or Put, Strike Price so like you posted originally for C,K05,C,2500 as CK05C2500 is the Corn May 2005 Call 250.00.

To determine what an option that may have traded is you can look at the Future data for the particular contract and see where it was trading at the time then you use that to see if there is an option around that price but other than this there is really no easy way of looking up old expired contracts for options.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
support@prophetx.com
Trading Markets Customer Service
1-800-397-7000

jlarmee
-Interested User-
Posts: 54
Joined: Jan 12, 2006


Posted: Apr 8, 2015 07:50 AM          Msg. 3 of 3
Okay, Curtis. Thanks! That's what I thought but it never hurts to check.
 

 

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