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»Forums Index »NEW IQFEED FORUMS »Data Questions »SPX Options Quotes missing in PM
Author Topic: SPX Options Quotes missing in PM (7 messages, Page 1 of 1)

step999
-Interested User-
Posts: 16
Joined: May 6, 2022


Posted: Jan 29, 2024 07:34 PM          Msg. 1 of 7
SPX options quotes did not start flowing until about 12:05 AM EST on January 29 (5 minutes after midnight early Monday) even though the options market was trading well before that time.
Likewise, there are no SPX options quotes coming in at the present time, 8:30 PM EST (7:30 CT), even though the SPX options market is currently trading.
There are no "Q" = update messages coming in.

Any information that could shed light on this would be helpful.
Thanks
Edited by step999 on Jan 30, 2024 at 11:14 PM

niks786
-Interested User-
Posts: 2
Joined: Feb 4, 2024

Hello Everyone


Posted: Feb 4, 2024 06:10 AM          Msg. 2 of 7
Very nice Written Sir

Niks From 0Tech Gyan https://www.0techgyan.com

step999
-Interested User-
Posts: 16
Joined: May 6, 2022


Posted: Feb 4, 2024 05:50 PM          Msg. 3 of 7
Thank you for your comment.

I don't know if these forums are being monitored by the DTN staff?

It has been 5 days since my question was posted, and no reply from DTN support yet.

Best wishes.

niks786
-Interested User-
Posts: 2
Joined: Feb 4, 2024

Hello Everyone


Posted: Feb 4, 2024 10:36 PM          Msg. 4 of 7
I think Wait some days they will be reply and provide solution

Niks From 0Tech Gyan https://www.0techgyan.com

step999
-Interested User-
Posts: 16
Joined: May 6, 2022


Posted: Feb 5, 2024 02:32 AM          Msg. 5 of 7
Hi again. Thanks for your comment. I will wait as you suggest, and hopefully they will give a reply.

It seems the IQfeed SPX options feed starts at about 12:05 AM New York time, after midnight.

Best Regards

DTN_Gary_Stephen
-DTN Guru-
Posts: 390
Joined: Jul 3, 2019


Posted: Feb 12, 2024 08:43 AM          Msg. 6 of 7
Do you know which specific SPX option symbol(s) it was?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

step999
-Interested User-
Posts: 16
Joined: May 6, 2022


Posted: Feb 12, 2024 06:59 PM          Msg. 7 of 7
High Gary. Thanks for responding.

The options that IQfeed was not broadcasting from 8 PM until midnight (NY time), that were referred to in my original post were for the SPXW options for the 30 nearest strikes for both Puts and Calls that expired on January 30th (when I originally made my forum post on January 29th, 2024) -- so they would have been the next day's expiry options.

These are liquid options, and most of the prices are updated quite often between 8 PM until midnight (NY time) at the exchanges. However I observed zero updates on any of the options chain until the updates started flowing at 5 minutes past midnight (NY time).

Today, the equivalent would be these symbols (I have listed only the Puts for brevity) that expire tomorrow, Feb 13th:

SPXW2413N4945
SPXW2413N4950
SPXW2413N4955
SPXW2413N4960
SPXW2413N4965
SPXW2413N4970
SPXW2413N4975
SPXW2413N4980
SPXW2413N4985
SPXW2413N4990
SPXW2413N4995
SPXW2413N5000
SPXW2413N5005
SPXW2413N5010
SPXW2413N5015
SPXW2413N5020
SPXW2413N5025
SPXW2413N5030
SPXW2413N5035
SPXW2413N5040
SPXW2413N5045
SPXW2413N5050
SPXW2413N5055
SPXW2413N5060
SPXW2413N5065
SPXW2413N5070
SPXW2413N5075
SPXW2413N5080
SPXW2413N5085
SPXW2413N5090

-Thanks
Edited by step999 on Feb 12, 2024 at 11:49 PM
Edited by step999 on Feb 12, 2024 at 11:50 PM
 

 

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