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Viewing User Profile for: denisk
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Joined: Apr 9, 2019 02:03 AM
Last Post: Apr 13, 2019 07:26 AM
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denisk has contributed to 4 posts out of 21185 total posts (0.02%) in 1,844 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » How to get historical expired option chain symbols for past months Apr 13, 2019 07:26 AM (Total replies: 9)

Yes, thank you, this solved my issue. The only one thing I would put on a wishlist is some kind of automation that would update this file every month.

P.S. All clear with the expiration date column! My use case doesn't require it, but such a column is extremely useful for filtering through entries without regexp parsing of option symbols (makes a difference: ~ 1min vs 5-7 minutes, when processing the entire file).
Edited by denisk on Apr 19, 2019 at 04:26 AM

New IQFeed Forum » How to get historical expired option chain symbols for past months Apr 10, 2019 03:17 AM (Total replies: 9)

Dear Steve,

Could you please give a hint what are the date columns 4 & 6, they sometimes do not much the expiration date, and it's not clear which is which?

Denis

New IQFeed Forum » How to get historical expired option chain symbols for past months Apr 9, 2019 11:44 AM (Total replies: 9)

Thanks, that's not so bad at all.

New IQFeed Forum » How to get historical expired option chain symbols for past months Apr 9, 2019 02:06 AM (Total replies: 9)

There seems to be no way to get expired option symbols: the CEO request of the TCP/Interface doesn't accept year as parameter and only returns unexpired symbols... What is the best way to get the expired option symbol list? I'm talking just 3 months ago.


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