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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Stock option data related
Author Topic: Stock option data related (6 messages, Page 1 of 1)

zzly4bible
-Interested User-
Posts: 22
Joined: Apr 12, 2010
Posted: Sep 1, 2010 04:35 PM          Msg. 1 of 6
is your stock option feed providing data at the tick level too, just as the stock feed does?
if so, how many days of tick data in history can be retrieved for options?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Sep 1, 2010 04:40 PM          Msg. 2 of 6
Yes. The data for options that is sent and stored is the exact same format and restrictions as stock data.

zzly4bible
-Interested User-
Posts: 22
Joined: Apr 12, 2010
Posted: Sep 1, 2010 04:51 PM          Msg. 3 of 6
How many days in history can be retrieved?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Sep 1, 2010 04:52 PM          Msg. 4 of 6
30 days of tick data (the same as stocks)

AMA
-DTN Evangelist-
Posts: 183
Joined: Aug 1, 2007
Posted: Sep 5, 2010 05:31 PM          Msg. 5 of 6
Note that M-F prime time, DTN restricts tick data to eight(I think) days, even on holidays. To get the full 30 days, you have to collect it off shift.

I don't remember for sure, but I think 4pm Central time, things open up. Not sure what time in the morning they close it off for market hours.

So, when I'm collecting data, if it's a large job, I'll do it sometime between Friday afternoon and early Monday morning, so as to mave the max time over the weekends.

AMA
-DTN Evangelist-
Posts: 183
Joined: Aug 1, 2007
Posted: Sep 5, 2010 05:33 PM          Msg. 6 of 6
oops, typo 'mave' --> 'have'

Would be nice if there was an edit capability on this forum.
 

 

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