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)




"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"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
"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
"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
"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
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 21185 total posts (0.01%) in 1,153 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: Wed April 24, 2024 8:29 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003