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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »How to get option chains for the past
Author Topic: How to get option chains for the past (3 messages, Page 1 of 1)

opttrade
-Interested User-
Posts: 25
Joined: Nov 7, 2016
Posted: Nov 7, 2016 02:41 PM          Msg. 1 of 3
Hi,
maybe someone can help: I'm trying to get option chains for options in the past but can't get data.

I try to get Option chains for weekly options on ES. (Symbol is @EW)
According to the API docu I do that with the following request (c#):
"CFO,@EW,pc,FGHJKMNQUVXZ,123457,,\r\n"
In my understanding this should return all Option chains from 2011-2015.

Trying the same vor 2016-2017 give me the Option chains starting with @EWX16 to @EWJ17 (all are in the future from today)

By probing some single strikes I was able to download historical data so I know the data exists.

Does somebody have an idea what I'm doing wrong?

Many thanks

Erich

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 7, 2016 03:07 PM          Msg. 2 of 3
Good afternoon,

Our symbol chains app only works for current symbols, we are looking at options to be able to provide these symbols historically, but that solution does not exist yet. Currently, all you can do is the same kind of probing that you have already started using I am sorry to say.

Tim

opttrade
-Interested User-
Posts: 25
Joined: Nov 7, 2016
Posted: Nov 7, 2016 04:01 PM          Msg. 3 of 3
Thank you for clarifying

Erich
 

 

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