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)




"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Excellent datafeed !!!" - Comment from Arely
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - 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 21196 total posts (0.01%) in 1,178 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: Sun May 19, 2024 4:08 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003