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»Forums Index »Product Support »Data and Content Support »Option symbols
Author Topic: Option symbols (4 messages, Page 1 of 1)

arturo didonna
-Interested User-
Posts: 18
Joined: Oct 10, 2008


Posted: Mar 13, 2017 02:53 AM          Msg. 1 of 4
In order to filter out already expired options, I was reading the iqfeed guide to options symbols:

https://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock

From what I understand, the letters before the first digits in the symbols represent the underlying. Then comes the info on the expiration data, with the first two digits representing the year, then 2 digits for the day and a letter for the month code. Then there are digits represnting the strike.

So a code like CSCO1220V19 means Cisco October Put at 19.00 Expiring on 10/20/12

But why other symbols, like A11720A27.5, representing Agilent Call 20 expiring on Jan 20 2017 have an extra digit ('1') after the 'A' symbol? It doesn't make any sense.

DTN_Stephen
-DTN Evangelist-
Posts: 124
Joined: Aug 22, 2014


Posted: Mar 13, 2017 10:22 AM          Msg. 2 of 4
The additional 1 in the symbol is to designate it as a non-standard option, due to some sort of corporate Action.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

arturo didonna
-Interested User-
Posts: 18
Joined: Oct 10, 2008


Posted: Mar 13, 2017 11:04 AM          Msg. 3 of 4
Thanks for your answer.
How do you know when parsing the string, that it is not the first digit of the year?

DTN_Stephen
-DTN Evangelist-
Posts: 124
Joined: Aug 22, 2014


Posted: Mar 13, 2017 02:17 PM          Msg. 4 of 4
You may try parsing the symbol from the back instead of the front this may resolve your issue.

Please keep in mind if you have a API license we do have Developer Support in both chat and email.

You can also contact our sales team to signup for an API and get that additional level of support.

sales@iqfeed.net
(800) 475-4755

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

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