
step999
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Posts: 16
Joined: May 6, 2022
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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
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niks786
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Posts: 2
Joined: Feb 4, 2024
Hello Everyone
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Posted: Feb 4, 2024 06:10 AM

Msg. 2 of 7
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step999
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Posts: 16
Joined: May 6, 2022
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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.
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niks786
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Posts: 2
Joined: Feb 4, 2024
Hello Everyone
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Posted: Feb 4, 2024 10:36 PM

Msg. 4 of 7
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step999
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Posts: 16
Joined: May 6, 2022
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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
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DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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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
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step999
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Posts: 16
Joined: May 6, 2022
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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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