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)




"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"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.
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
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
»Forums Index »Archive (2017 and earlier) »Data and Content Support »Historic pricing for expired Option symbols
Author Topic: Historic pricing for expired Option symbols (4 messages, Page 1 of 1)

tturk
-Interested User-
Posts: 2
Joined: Jul 22, 2015


Posted: Jul 22, 2015 01:33 PM          Msg. 1 of 4
Is it possible to get historic option data ( minute level ) of expired contracts ?

eg: Iam able to get options as old as a week or so (GOOG1517G570)

Am wondering if I can pull out expired option symbols as old as 2010 or 2011 ( as long as the symbols that I generate are valid and right with the right strike price ).

P.S : Iam using R and package iqfeed to get the data.
Using the function iqQuote ( to check if the symbol is valid ) and if it is then I use HIT to retrieve the symbol daily quotes .

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jul 22, 2015 03:24 PM          Msg. 2 of 4
Tturk
Your logic is correct. We do retain the minute and daily data (the tick would end after 180 days)

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Jul 22, 2015 04:14 PM          Msg. 3 of 4
Tturk,
we can pull up minute/daily equity options as far back as January 23, 2010. You would just need to know the symbol.

Mark Eash, Trading Markets Customer Service DTN
9110 West Dodge Rd, Ste 200, Omaha, Ne 68114
800-397-7000 (DTNIQ & IQFEED) | 402-255-3682 (Fax)
www.dtn.com/trading | www.dtniq.com | http://www.iqfeed.net

tturk
-Interested User-
Posts: 2
Joined: Jul 22, 2015


Posted: Jul 23, 2015 12:34 PM          Msg. 4 of 4
Cool. Thanks for the info. Thats good to know . Now that makes me wonder if Iam doing something wrong with creating the symbols. Let me elaborate .

Am using R
quote<-iqQuote("GOOG1517G580", type="P", limit=10)
#This works ! ( and returns valid data )

CSCO1220V19 - Does not work !
AMZN1017D110 - Does not work !

(Those symbols are from the site for the rules for deciphering symbologies )

http://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock

Please let me know if Iam doing something wrong.
Other sample symbologies that Iam trying to create to test but not working ..
CSCO1216K18
CSCO1217K18
Edited by tturk on Jul 23, 2015 at 09:14 PM
 

 

Time: Fri April 26, 2024 6:48 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003