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Viewing User Profile for: Jan Krpalek
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Joined: Oct 17, 2012 08:40 AM
Last Post: Sep 24, 2013 08:55 AM
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Jan Krpalek has contributed to 10 posts out of 21191 total posts (0.05%) in 4,217 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Effective Futures Download Sep 24, 2013 08:55 AM (Total replies: 4)

Thank you very much for your help.

Does IQ Feed have any documentation, database of tickers you can find directly without dealing with discussion forum? Of course i have seen the list on pages, but there you can find only concrete tickers, current ticker. Maybe the convention of some would had changed, every broker has a slightly different convention... For example NGK07 definitely exists, but you can't find it on the database.

And i don't even talk about options which are in ... horrible mess i would say. Do you have any idea how to create a list of all possible options traded on SPX.XO (theoretical index)? Yes, i know the convention for stocks: MOT0917J7, FDX0918S22.5 etc. Is it really the only way how to find these ticker in your database by method of "trial and error"?

Data and Content Support » Effective Futures Download Sep 23, 2013 04:31 AM (Total replies: 4)

Tickers i am interested in...
ZC
ZS
ZL
ZM
ZW
LE
HE
FC
CL
NG
BZ
RB
HO
QM
ES
ND
YM
NKD
NQ
SP
6A
6C
6S
6E
6B
6J
6M
GE
ZB
ZN
ZF
ZT
GC
PL
SI
PA
HG

Edited by Jan Krpalek on Sep 23, 2013 at 04:32 AM

Data and Content Support » Effective Futures Download Sep 23, 2013 04:29 AM (Total replies: 4)

Hello,

i am wondering how i can download futures data for enclosed symbols. I generated a list of symbols but most of them is not found in the database. Are there any more rules i should include in my list generating process?

First you put ticker, than expiration month and year. Eg: HOF07, M6MG11, ESX09.

NYMEX and COMEX are working alright, but i have difficulties specially with agriculture and currencies. The point of my analysis should by in calculating contango and backwardation as far as it possible on whole spectrum of instruments, so i need all contracts regarding one ticker which saved in IQ Feed Database (daily data only).

What data subscription i need to have ordered? I have only NYMEX, COMEX and CME. Because i have found in "Symbol look up" that currencies are preceded by "M", i used it also in my list.

I enclose the list of tickers i am interested in and also monthly codes, which i use for my ticker list.

Thank you very much for your help,
John

Data and Content Support » Stock splits Feb 19, 2013 08:27 AM (Total replies: 5)

I am sorry, we may not understand each other. I know that Q Collector doesn't support this functionality. I was just trying to illustrate the process of data exchange, where i enter the list of symbols and get back demanded information from your database (dates and ratio of splits). The question is whether there exist any platform where you can download dates and ratio of splits without any programming? Especially in such a big amount of symbols.
Edited by Jan Krpalek on Feb 19, 2013 at 08:28 AM

Data and Content Support » Stock splits Feb 19, 2013 08:02 AM (Total replies: 5)

Yes, and is it possible to download the fundamental data (just these two splits separately) without any programming?

For example if i want to know dates and ratio of conversion of those two splits for 5000 equities. I would insert symbols and get back excel file(s) with dates and ratios. Like in Q Collector where you can download time series without typing every ticker, you just enter the list of your symbols and you received prices of every ticker separately.
Edited by Jan Krpalek on Feb 19, 2013 at 08:02 AM

Data and Content Support » Stock splits Feb 18, 2013 07:10 AM (Total replies: 5)

Hello,

i am working with intraday stock data. I am wondering whether is possible to have split-adjusted intraday data, or whether is possible to get historical calendar with stocks splits, let's say for last 5 years (list of 5000 stocks)?

Is it possible to download it without programming (need of developer's account)? In case developers account is needed, what a function should one use for that download?

Thank you very much.

Data and Content Support » Historical options prices; symbol terminology Oct 18, 2012 10:48 AM (Total replies: 6)

I had corrected my list and lot of them were actually found. But i am little bit disappointed that you don't have guide where and how to find them.

Can you help me to find older symbology? You must have some instructions how to orient in that huge database. Otherwise there would be no reason why to save older price series when no one can call them.

For example what are the oldest tickers you have in newest symbology? What is the oldest date for each underlying asset you store?

Thank you,

Data and Content Support » Historical options prices; symbol terminology Oct 17, 2012 10:25 AM (Total replies: 6)

Yes, i see. I thought its third Friday exactly. Lets see what happened when i change the dates plus one. I change couple of those dates, but i can't find it anyway.

SYMBOL DESCRIPTION
MOT0917J7
Motorola October Call at 7.00 Expiring on 10/17/09
FDX0918S22.5
Fed Ex August Put at 22.50 Expiring on 07/18/09
CSCO1016M25
Cisco January Put at 25.00 Expiring on 01/16/10
AMZN1017D110
Amazon April Call at 110.00 Expiring on 04/17/10
MSFT1020B25
Microsoft February Call at 25.000 Expiring on 02/20/10

Are these tickers right? Probably should be (it's from your page). I can't download them too. For downloading these you need to have activated following exchanges: NYSE(AMEX) and NASDAQ. Or you need to have OPRA activated?

Data and Content Support » Historical options prices; symbol terminology Oct 17, 2012 09:38 AM (Total replies: 6)

I am using QCollector for downloading those time series. As usually i enter list of symbols and i do expect to get files with series in whatever format. The error is simply that i have those tickers incorrect.

I can't download your examples neither (MOT0917J7, FDX0918S22.5 etc.), which is also curious to me. You can find my list enclosed.
Edited by Jan Krpalek on Oct 17, 2012 at 09:39 AM

Data and Content Support » Historical options prices; symbol terminology Oct 17, 2012 09:06 AM (Total replies: 6)

Hello,

i am not sure whether you provide historical options prices. I looked in Symbol Guide and Symbol Look up, than i generated list of options i need for my research. All symbols are incorrect. I have absolutely no idea where to look for information. Perhaps you help me here. I have activated both NYSE and NASDAQ.

And i don't even looked for CL options and others...

Best regards,
Jan


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