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)




"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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: adouglas
About Contact
Joined: Feb 27, 2021 09:12 AM
Last Post: Mar 1, 2021 01:33 PM
Last Visit: Mar 3, 2021 06:01 AM
Website:  
Location:
Occupation:
Interests:
Email: andy.douglas@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
adouglas has contributed to 2 posts out of 21191 total posts (0.01%) in 1,164 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Spurious options data? Mar 1, 2021 01:33 PM (Total replies: 4)

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.

Data and Content Support » Spurious options data? Feb 27, 2021 09:20 AM (Total replies: 4)

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


Time: Sun May 5, 2024 8:26 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003