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»Forums Index »Product Support »Data and Content Support »Possible Bad Data?
Author Topic: Possible Bad Data? (6 messages, Page 1 of 1)

gzerenner
-Interested User-
Posts: 4
Joined: Jul 13, 2004

www.poweropt.com


Posted: Jul 13, 2004 10:08 AM          Msg. 1 of 6
ZNE AA Expiration day > 23 -- Date = 1/25/2005
ZNE AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZNE MA
FIC AD Expiration day > 23 -- Date = 1/25/2005
FIC MD Expiration day > 23 -- Date = 1/25/2005
FIC AX Expiration day > 23 -- Date = 1/25/2005
FIC MX Expiration day > 23 -- Date = 1/25/2005
FIC GD Expiration day > 23 -- Date = 7/25/2005
FIC GX Expiration day > 23 -- Date = 7/25/2005
FIC HD Expiration day > 23 -- Date = 8/25/2004
FIC TD Expiration day > 23 -- Date = 8/25/2004
FIC JD Expiration day > 23 -- Date = 10/25/2004
FIC VD Expiration day > 23 -- Date = 10/25/2004
FIC JX Expiration day > 23 -- Date = 10/25/2004
FIC VX Expiration day > 23 -- Date = 10/25/2004
YYS AD Expiration day > 23 -- Date = 1/25/2005
YYS MD Expiration day > 23 -- Date = 1/25/2005
YYS AE Expiration day > 23 -- Date = 1/25/2005
YYS ME Expiration day > 23 -- Date = 1/25/2005
OIJ AD Expiration day > 23 -- Date = 1/25/2005
OIJ MD Expiration day > 23 -- Date = 1/25/2005
XIV AE Expiration day > 23 -- Date = 1/25/2005
XIV AE expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV ME
XIV AF Expiration day > 23 -- Date = 1/25/2005
XIV AF expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MF
XIV AG Expiration day > 23 -- Date = 1/25/2005
XIV AG expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MG
XIV AJ Expiration day > 23 -- Date = 1/25/2005
XIV AJ expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MJ
XIV AL Expiration day > 23 -- Date = 1/25/2005
XIV AL expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV ML
QUR GV Expiration day > 23 -- Date = 7/25/2005
QUR SV Expiration day > 23 -- Date = 7/25/2005
QUR GW Expiration day > 23 -- Date = 7/25/2005
QUR SW Expiration day > 23 -- Date = 7/25/2005
QUR GX Expiration day > 23 -- Date = 7/25/2005
QUR SX Expiration day > 23 -- Date = 7/25/2005
QUR HX Expiration day > 23 -- Date = 8/25/2004
QUR TX Expiration day > 23 -- Date = 8/25/2004
XVA AO Expiration day > 23 -- Date = 1/25/2005
XVA MO Expiration day > 23 -- Date = 1/25/2005
XVA AT Expiration day > 23 -- Date = 1/25/2005
XVA MT Expiration day > 23 -- Date = 1/25/2005
XVA AY Expiration day > 23 -- Date = 1/25/2005
XVA MY Expiration day > 23 -- Date = 1/25/2005
ZGS AA Expiration day > 23 -- Date = 1/25/2005
ZGS AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZGS MA
ZGS AE expiration date of 1/22/2005 doesn't match the expiration date of 1/25/2005 for ZGS ME
ZGS ME Expiration day > 23 -- Date = 1/25/2005
ZGS AU Expiration day > 23 -- Date = 1/25/2005
ZGS AU expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZGS MU
AGN HN Expiration day > 23 -- Date = 8/25/2004
AGN TN Expiration day > 23 -- Date = 8/25/2004
AGN HO Expiration day > 23 -- Date = 8/25/2004
AGN TO Expiration day > 23 -- Date = 8/25/2004
AGN JN Expiration day > 23 -- Date = 10/25/2004
AGN VN Expiration day > 23 -- Date = 10/25/2004
OVM AA Expiration day > 23 -- Date = 1/25/2005
OVM MA Expiration day > 23 -- Date = 1/25/2005
ITQ GV Expiration day > 23 -- Date = 7/25/2005
ITQ SV Expiration day > 23 -- Date = 7/25/2005
WPI AX Expiration day > 23 -- Date = 1/25/2005
WPI MX Expiration day > 23 -- Date = 1/25/2005
WPI AZ Expiration day > 23 -- Date = 1/25/2005
WPI MZ Expiration day > 23 -- Date = 1/25/2005
QSL HC Expiration day > 23 -- Date = 8/25/2004
QSL TC Expiration day > 23 -- Date = 8/25/2004
QSL HD Expiration day > 23 -- Date = 8/25/2004
QSL TD Expiration day > 23 -- Date = 8/25/2004
QSL HW Expiration day > 23 -- Date = 8/25/2004
QSL TW Expiration day > 23 -- Date = 8/25/2004
QSL IC Expiration day > 23 -- Date = 9/25/2004
QSL UC Expiration day > 23 -- Date = 9/25/2004
QSL IW Expiration day > 23 -- Date = 9/25/2004
QSL UW Expiration day > 23 -- Date = 9/25/2004
QSL LC Expiration day > 23 -- Date = 12/25/2004
QSL XC Expiration day > 23 -- Date = 12/25/2004
QSL LD Expiration day > 23 -- Date = 12/25/2004
QSL XD Expiration day > 23 -- Date = 12/25/2004
QSL LW Expiration day > 23 -- Date = 12/25/2004
QSL XW Expiration day > 23 -- Date = 12/25/2004
FQG GU Expiration day > 23 -- Date = 7/25/2005
FQG SU Expiration day > 23 -- Date = 7/25/2005
FQG GV Expiration day > 23 -- Date = 7/25/2005
FQG SV Expiration day > 23 -- Date = 7/25/2005
FQG GW Expiration day > 23 -- Date = 7/25/2005
FQG SW Expiration day > 23 -- Date = 7/25/2005

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jul 15, 2004 11:00 AM          Msg. 2 of 6
Im not entirely sure what you are showing. Can you elaborate?

Jay Froscheiser
DTN Market Access, LLC.

gzerenner
-Interested User-
Posts: 4
Joined: Jul 13, 2004

www.poweropt.com


Posted: Jul 15, 2004 12:07 PM          Msg. 3 of 6
Hi Jay:

The lines showing...


ZNE AA Expiration day > 23 -- Date = 1/25/2005


This means that DTN is sending an expiration date of 1/25/2005 and we know that is wrong because an expiration date for an option is never past the 23rd day of the month.


For the lines showing...


ZNE AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZNE MA


This means that the CALL (ZNEAA) has an expiration date of 1/25/2005 according to the DTN data feed. And that could be wrong since the PUT that matches up with it (ZNEMA) has a different expiration date of 1/22/2005.


Thanks for you help on this.


Greg Zerenner
Poweropt.com

gzerenner
-Interested User-
Posts: 4
Joined: Jul 13, 2004

www.poweropt.com


Posted: Jul 15, 2004 01:31 PM          Msg. 4 of 6
Looks like some of them might have been fixed recently.

Here are the ones I am seeing out of one of my DTN boxes as of today, a much shorter list than before...

WHR IJ Expiration day > 23 -- Date = 9/25/2004
WHR UJ Expiration day > 23 -- Date = 9/25/2004
WHR IK Expiration day > 23 -- Date = 9/25/2004
WHR UK Expiration day > 23 -- Date = 9/25/2004
WHR LJ Expiration day > 23 -- Date = 12/25/2004
WHR XJ Expiration day > 23 -- Date = 12/25/2004
DIA LW Expiration day > 23 -- Date = 12/25/2004
DIA XW Expiration day > 23 -- Date = 12/25/2004
CQS BW Expiration day > 23 -- Date = 2/25/2005
CQS NW Expiration day > 23 -- Date = 2/25/2005
UNC BB Expiration day > 23 -- Date = 2/25/2005
UNC NB Expiration day > 23 -- Date = 2/25/2005
UNC HB Expiration day > 23 -- Date = 8/25/2004
UNC TB Expiration day > 23 -- Date = 8/25/2004
UNC KB Expiration day > 23 -- Date = 11/25/2004
UNC WB Expiration day > 23 -- Date = 11/25/2004
NBL AL Expiration day > 23 -- Date = 1/25/2005
NBL ML Expiration day > 23 -- Date = 1/25/2005
NBL BL Expiration day > 23 -- Date = 2/25/2005
NBL NL Expiration day > 23 -- Date = 2/25/2005
NBL KL Expiration day > 23 -- Date = 11/25/2004
NBL WL Expiration day > 23 -- Date = 11/25/2004
AQO AW Expiration day > 23 -- Date = 1/25/2005
AQO MW Expiration day > 23 -- Date = 1/25/2005
AQO HD Expiration day > 23 -- Date = 8/25/2004
AQO TD Expiration day > 23 -- Date = 8/25/2004
AQO HW Expiration day > 23 -- Date = 8/25/2004
AQO TW Expiration day > 23 -- Date = 8/25/2004
AQO JW Expiration day > 23 -- Date = 10/25/2004
AQO VW Expiration day > 23 -- Date = 10/25/2004
WAU AC Expiration day > 23 -- Date = 1/25/2005
WAU MC Expiration day > 23 -- Date = 1/25/2005
WAU AD Expiration day > 23 -- Date = 1/25/2005
WAU MD Expiration day > 23 -- Date = 1/25/2005
OXT AC Expiration day > 23 -- Date = 1/25/2005
OXT MC Expiration day > 23 -- Date = 1/25/2005
OXT AD Expiration day > 23 -- Date = 1/25/2005
OXT MD Expiration day > 23 -- Date = 1/25/2005
QUR GV Expiration day > 23 -- Date = 7/25/2005
QUR SV Expiration day > 23 -- Date = 7/25/2005
QUR GW Expiration day > 23 -- Date = 7/25/2005
QUR SW Expiration day > 23 -- Date = 7/25/2005
QUR GX Expiration day > 23 -- Date = 7/25/2005
QUR SX Expiration day > 23 -- Date = 7/25/2005
DJV LW Expiration day > 23 -- Date = 12/25/2004
DJV XW Expiration day > 23 -- Date = 12/25/2004
GDT HF Expiration day > 23 -- Date = 8/25/2004
GDT TF Expiration day > 23 -- Date = 8/25/2004
ACL BR Expiration day > 23 -- Date = 2/25/2005
ACL NR Expiration day > 23 -- Date = 2/25/2005
ACL HR Expiration day > 23 -- Date = 8/25/2004
ACL TR Expiration day > 23 -- Date = 8/25/2004
ACL KR Expiration day > 23 -- Date = 11/25/2004
ACL WR Expiration day > 23 -- Date = 11/25/2004
ITQ GV Expiration day > 23 -- Date = 7/25/2005
ITQ SV Expiration day > 23 -- Date = 7/25/2005
FQG GU Expiration day > 23 -- Date = 7/25/2005
FQG SU Expiration day > 23 -- Date = 7/25/2005
FQG GV Expiration day > 23 -- Date = 7/25/2005
FQG SV Expiration day > 23 -- Date = 7/25/2005
FQG GW Expiration day > 23 -- Date = 7/25/2005
FQG SW Expiration day > 23 -- Date = 7/25/2005

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jul 16, 2004 09:19 AM          Msg. 5 of 6
ok.. here is what we found:

The process we use to add new symbols to the feed/database is automatic for options. The current algorithm we use to add the expiration date is hard coded (because we don't get the expriation date from the exchange with the trade data). This "bad" expiration date, should only be seen on the first day the option was added. Then, nightly, we receive a option data file from OCC which provides the accurate expiration date. The database is updated, and you will have accurate date for those symbols. Thus, you should only see the bad date on the first day, then it is corrected. Obviously, this isn't very good, and our Ticker team is now looking into this to come up with a better algorithm to determine the expiration date as soon as the contract is added.

This would explain why the list of symbols you see with bad dates is changing each day.

Jay Froscheiser
DTN Market Access, LLC.

tadams
-Interested User-
Posts: 18
Joined: May 7, 2004


Posted: Jul 19, 2004 10:08 PM          Msg. 6 of 6
How about this:

http://www.cboe.com/TradTool/2004_2005Calendar.pdf

Is there currently a 'safe' day of the week to receive option fundamentals on? My application periodically verifies that I've captured all symbols and I just noticed that I have the incorrect dates for many symbols in my database. *argh*

Ted
 

 

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