Joined: Dec 1, 2020
Posted: Dec 1, 2020 05:36 AM
Msg. 1 of 2
Hi, does anyone know if QCollector is able to download historical options data for expired contracts?
Have been studying the trial software but the help files don't seem to explicitly mention options. Concerning the symbols for the ASCII Portfolios the help mentions only "the ticker symbol for the stock, future or index in the format recognized by IQFeed."
Joined: Jul 3, 2019
Posted: Dec 1, 2020 08:42 AM
Msg. 2 of 2
QCollector is a third-party software, but I can give you an answer from the IQFeed perspective:
Any IQFeed history command can also be used on an expired options symbol, if you know the symbol. The Option Chains feature in IQFeed cannot be used to retrieve expired option symbols, only current ones. But a list of all past symbols that have data in our system can be found at ftp://www.dtniq.com/beta. The file name is IEOPTIONS.ZIP; there are current and older versions of the file. The file contains a list of all the option symbols we have historical data for (meaning they must have traded at least once).
DTN IQFeed Implementation Support Specialist