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»Forums Index »Product Support »Data and Content Support »Spurious options data?
Author Topic: Spurious options data? (5 messages, Page 1 of 1)

adouglas
-Interested User-
Posts: 2
Joined: Feb 27, 2021


Posted: Feb 27, 2021 09:20 AM          Msg. 1 of 5
Hi

I'm getting data on the symbol AAPL1221A120 some 13 years before the expiry date. Is this correct?

My interpretation of the symbol is it's:

base symbol=AAPL
expiry=2012-01-21,
right=call,
strike=120.0

More generally, what date does your options coverage (daily granularity) start from?

Thanks
Andrew

DTN_Stephen
-DTN Guru-
Posts: 358
Joined: Aug 22, 2014


Posted: Mar 1, 2021 07:22 AM          Msg. 2 of 5
We are reviewing the information you provided and will post additional information as soon as that process is completed.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 358
Joined: Aug 22, 2014


Posted: Mar 1, 2021 07:48 AM          Msg. 3 of 5
The symbol you have listed is an expired option If I am understanding you correctly YES you are receiving data on an expired option.

Your interpretation of the symbol is correct. However we do not understand your comment about some 13 years before expiry date since the option is from 2012 and the current year is 2021.

Please be aware historical option data prior to 2012 is sporadic.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

adouglas
-Interested User-
Posts: 2
Joined: Feb 27, 2021


Posted: Mar 1, 2021 01:33 PM          Msg. 4 of 5
Quote: If I am understanding you correctly YES you are receiving data on an expired option.


That's correct I'm retrieving all available data for the symbol mentioned above and was surprised to see data going back to 1999:



timestamp high low open close volume open_interest exchange symbol
1999-06-22 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-23 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-24 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-25 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-28 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-29 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-30 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-07-01 00:00:00-04:00 30.625 30.625 30.625 30.625 25 0 OPRA AAPL1221A120
1999-07-02 00:00:00-04:00 30.625 30.625 30.625 30.625 25 0 OPRA AAPL1221A120
1999-07-08 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-09 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-12 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-14 00:00:00-04:00 39.125 39.125 39.125 39.125 100 0 OPRA AAPL1221A120
1999-07-15 00:00:00-04:00 39.125 39.125 39.125 39.125 100 0 OPRA AAPL1221A120


I wasn't sure how to interpret these data points.

DTN_Stephen
-DTN Guru-
Posts: 358
Joined: Aug 22, 2014


Posted: Mar 2, 2021 10:20 AM          Msg. 5 of 5
The historical data for this symbol has now been truncated to 9/16/2009.

There was a symbol conversation in 2010; in addition in the past these symbols were recycled. Data going back to 1999 will no longer be available since it is not valid.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net
 

 

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