Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Everything is working great with the API. I love it." - Comment from Calvin
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: hooji
About Contact
Joined: Mar 2, 2012 10:55 PM
Last Post: Mar 5, 2012 09:24 AM
Last Visit: Mar 5, 2012 12:29 PM
Website:  
Location:
Occupation:
Interests:
Avatar:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
hooji has contributed to 2 posts out of 21194 total posts (0.01%) in 4,457 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » No way to query historical (expired) equity option chain symbols? Mar 5, 2012 09:24 AM (Total replies: 58)

Yes, initially I also thought it wouldn't be hard to build the option chain list myself and then "probe" it with the API.

Unfortunately, building the option chain without knowing the strike prices is proving to be problematic.

Is there any way IQFeed can make available a list of those symbols as a zipped txt file?

Here are some of the problems I've encountered trying to generate this list:

1) Because of the variation in strike price deltas one must "probe" many many symbols that turn out to be invalid to make sure one has tried every possible strike price that might exist. Finding the option chain for a single symbol can involve up to hundreds of separate queries (each requiring a network round trip), most of which turn out to be invalid symbols. This is very slow.

2) There is an anomaly where from time to time IQFeed will return what appears to be valid data for a query on an *invalid* option chain symbol. This causes "false positives" when trying to detect which option symbols exist in a chain. Conversely, on occasion a valid symbol query will return an error suggesting that the symbol doesn't exist, thus causing "false negatives".

Because of these problems it does not appear practical (or possible) to accurately generate a list of expired option chain symbols at the current time.

So... would it be possible for DTN to generate and make available a list of those symbols?

I would actually be willing to pay for the time and effort required for DTN to generate such a list! Please contact me to work out details :)

IQFeed Developer Support » No way to query historical (expired) equity option chain symbols? Mar 2, 2012 11:10 PM (Total replies: 58)

I am pulling historic option data for backtesting.

I need to be able to discover the option chain symbols for options that have expired in order to be able to then request the historic data for the chains of interest.

There does not appear to be any way to find out the symbol names (with strike prices) for those (past) option chains... is this correct?

I am currently using TCP/IP, and I can query *current* (non-expired) option chains by using the CEO command. If this command included a way to specify the *year* (such as 2011, or 2010), then I would be able to query symbols for those past years, but it doesn't take a year parameter (i.e., it assumes forward looking, non-expired symbols only are of interest).

If there is no API based way to query this info, would it be possible to get access to a txt file listing all the EXPIRED option symbols that have historical data available?

Since IQFeed *does* support retrieving historic option data it seems only fair that there should be a way to discover which symbols are available :)

Thank You.


Time: Tue May 14, 2024 10:51 AM CFBB v1.2.0 22 ms.
© AderSoftware 2002-2003