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»Forums Index »IQFeed Developer »IQFeed Developer Support »Future previous contracts
Author Topic: Future previous contracts (3 messages, Page 1 of 1)

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: Apr 6, 2022 02:06 PM          Msg. 1 of 3
Hi,

I found method here http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm called CFU

I tried to run such code:
 CFU,@NQ,HMUZ,67890123,,CHAIN<CR><LF>


And I've got
CHAIN,@NQM22,@NQU22,@NQZ22,@NQH23,@NQM23,
CHAIN,!ENDMSG!,


My question is:
How can I get previous contracts from API ?

Or maybe there is a method where I can found available Months of the Symbol in API ?

DTN_Gary_Stephen
-DTN Guru-
Posts: 265
Joined: Jul 3, 2019


Posted: Apr 7, 2022 08:53 AM          Msg. 2 of 3
The Option Chains command will return only current options, not past ones. There is no API method that will return past option symbols, but we publish a text lists of past/expired option symbols in:

www.iqfeed.net/downloads/beta/IEOPTION.zip

This list includes only past option symbols that traded at least once. Standard API commands will work on past option symbols. There is also a file www.iqfeed.net/downloads/beta/EQUITY.zip which contains past equity symbols.

Also, the Level 1 Fundamental Message contains a field called Contract Months, fifth from the end (in protocol 6.2):

F,@NQ#,22,,,16700.00,12750.00,,,,,,,,,,,,E-MINI NASDAQ 100 JUNE 2022,,,,,,,,,,,,12,2,,29.52,8,43,11/22/2021,03/26/2021,,,,,,06/17/2022,,,NQ,,,18:00:00,17:00:00,USD,20,--H--M--U--Z,0.25,,,,

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

xvz
-Interested User-
Posts: 10
Joined: Mar 28, 2022


Posted: Apr 7, 2022 01:13 PM          Msg. 3 of 3
Thanks alot!!
 

 

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