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)




"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"You have an excellent product !!!!!!" - Comment from Arely
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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.
 

 

Time: Thu April 18, 2019 3:18 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003