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»Forums Index »Product Support »DTN.IQ Client Software Support »How to get historical expired option chain symbols for past months
Author Topic: How to get historical expired option chain symbols for past months (6 messages, Page 1 of 1)

denisk
-Interested User-
Posts: 4
Joined: Apr 9, 2019


Posted: Apr 9, 2019 02:06 AM          Msg. 1 of 6
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.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Apr 9, 2019 06:49 AM          Msg. 2 of 6
We do not retain these lookup lists historically. The best we can offer is a list of all expired equity options that have traded in the system so you can build these lists on your end. We currently only update this as a manual process every couple months (on demand when customers ask). I have updated it for this morning's file.

The file is located on our FTP server here:

ftp://www.dtniq.com/beta/IEOPTION.zip
Edited by DTN_Steve_S on Apr 9, 2019 at 06:49 AM

denisk
-Interested User-
Posts: 4
Joined: Apr 9, 2019


Posted: Apr 9, 2019 11:44 AM          Msg. 3 of 6
Thanks, that's not so bad at all.

denisk
-Interested User-
Posts: 4
Joined: Apr 9, 2019


Posted: Apr 10, 2019 03:17 AM          Msg. 4 of 6
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

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Apr 10, 2019 05:43 AM          Msg. 5 of 6
Denis, the file I updated yesterday has the following header as the first line.

Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate

Is that consistent with what you are seeing (as I mentioned, this isn't quite a finished offering for us in terms of delivery so it's possible there is still issues with implementation)?

By the way, I also found this older thread on the same subject that explains the Expiration Date field is currently intentionally left blank since the same data is embedded in the symbol. I'm not sure if there is extra information that is useful to you in that thread but just in case you're interested, I wanted to make you aware of it.

http://forums.dtn.com/index.cfm?page=topic&topicID=3326

denisk
-Interested User-
Posts: 4
Joined: Apr 9, 2019


Posted: Apr 13, 2019 07:26 AM          Msg. 6 of 6
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
 

 

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