zzly4bible
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Posts: 22
Joined: Apr 12, 2010
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Posted: Apr 12, 2010 04:14 PM
Msg. 1 of 11
may I ask whether iqfeed is using the new stock option symbology now? For example, is COP Apr 2010 44.000 call denoted as COP100417C00044000 or otherwise?
thanks!
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Apr 12, 2010 04:21 PM
Msg. 2 of 11
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DTN_Steve_S
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Posted: Apr 12, 2010 04:26 PM
Msg. 3 of 11
It looks like the schedule listed in that document is a bit out of date (that document was created quite a while ago when all dates were still "tenative"). DTN is following the schedule set forth by The Options Clearing Corporation and OPRA. You can see the schedule straight from the source here: http://www.theocc.com/initiatives/symbology/implementation.jsp
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zzly4bible
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Posted: Apr 13, 2010 08:11 AM
Msg. 4 of 11
After all are finished in May 2010, what symbol will I use in that example: COP100417C00044000 or COP1017D44?
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DTN_Steve_S
-DTN Guru-
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Posted: Apr 13, 2010 08:13 AM
Msg. 5 of 11
Loren answered this above, you will use COP1017D44. This is the OCC and OPRA standard symbology.
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zzly4bible
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Posted: Apr 13, 2010 08:56 AM
Msg. 6 of 11
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DTN_Steve_S
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Posted: Apr 13, 2010 09:52 AM
Msg. 7 of 11
This seems to answer your question: --------- http://www.888options.com/help/faq/symbology.jsp#15Q: Since OPRA is using a shorter 18 character version of the Series Key, is the industry trading under two sets of symbols? A: No, there is only one symbol, but it is supported by multiple record layouts; the changes to the OPRA record formats to accommodate OSI were designed to minimize the impact to direct consumers of the OPRA data feeds. OPRA messages will utilize 18 characters to denote the symbology key between June 30, 2008 and February 12, 2010. After February 12, 2010 OPRA will utilize 17 characters to denote the symbology key. See the OPRA Specification for OSI at www.opradata.com/symbology for further details. -------- So essentally, while there is only one trading symbol, there are still going to be multiple ways of displaying the data to end users just like there were before the OSI. IQFeed follows the OPRA symbology. Edited by DTN_Steve_S on Apr 13, 2010 at 09:53 AM
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zzly4bible
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Posts: 22
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Posted: Apr 15, 2010 04:27 PM
Msg. 8 of 11
I feed iqfeed to Neoticker for analysis. Does that mean that I should follow OPRA symbology when I specify stock options in Neoticker?
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DTN_LorenF
-DTN Technical Support-
Posts: 228
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Posted: Apr 15, 2010 04:39 PM
Msg. 9 of 11
ZZLY4BIBLE Yes , as long as your using the IQFeed you will need to use the symbology for IQFeed from the links. If you have any questions about the symbology please contact the Support either by phone or chat to confirm the correct symbiols.
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zzly4bible
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Posts: 22
Joined: Apr 12, 2010
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Posted: Apr 16, 2010 10:35 AM
Msg. 10 of 11
is there any blank space in the IQfeed option symbology? For example, IBM is a short root symbology, is there any blank space in between the IBM and the numbers? My guess is "no" based on reading the doc you refer to. Can you please confirm that? Thanks.
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Stan S
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Posted: Apr 16, 2010 10:39 AM
Msg. 11 of 11
Hi zzly,
No there are no spaces, I just opened an option chain with the front 3 months for IBM options to be sure, & none of them had spaces.
If you have any further questions, please feel free to ask.
Stan S
What we do today, determines how people remember us forever. Be the positive force in someone life.
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