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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Option Chains Incorrect
Author Topic: Option Chains Incorrect (4 messages, Page 1 of 1)

busitech
-Interested User-
Posts: 14
Joined: Apr 16, 2010


Posted: Jul 19, 2010 01:20 AM          Msg. 1 of 4
I am experimenting with the results output from the CEO option chains request, and found something peculiar with AAPL. I'm not sure how many other symbols this affects... This problem can be tested with DTN.IQ.

AAPL is trading at 249.90. I issued a command to retrieve only August options, ignore leaps, and to return 10 options in the money, with this command:

CEO,AAPL,pc,HT,,F,2,0,10,CEO AAPL

The closest strike price for Calls returned by IQFeed was 320.00, which is $70 away from the market.
The closest strike price for Puts returned by IQFeed was 195.00, which is $54 away from the market.

CEO AAPL,AAPL1021H320,AAPL1021H330,AAPL1021H340,AAPL1021H350,AAPL1021H360,AAPL1021H370,AAPL1021H380,:,AAPL1021T195,AAPL1021T190,AAPL1021T185,AAPL1021T180,AAPL1021T175,AAPL1021T170,AAPL1021T165,AAPL1021T160,AAPL1021T155,AAPL1021T150,

I was looking for the options closest to the market to show up first, such as AAPL1021H250, the August 250 Call. When requesting this symbol manually, it has an incorrect description of AAPL AUG 2010 C 65.000. The August 260 and 270 Calls looked the same. DTN.IQ lists the strike price of many August options as 65.00 when the symbols are clearly of different strike prices.

Another symbol affected is GE. It has several strike prices incorrectly listed as 16.00 where the symbols are clearly not the same. I'm assuming there are more symbols with issues.

Why doesn't the CEO request return option chains near the market first, and display the correct strike price?

Thank you.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Jul 19, 2010 08:52 AM          Msg. 2 of 4
Hello, we have confirmed this. For some reason the strike prices are incorrectly labeled for the missing stikes. Our market data team is tracking down the source of this issue and working on correcting it.

busitech
-Interested User-
Posts: 14
Joined: Apr 16, 2010


Posted: Aug 6, 2010 12:54 AM          Msg. 3 of 4
Hi Steve, have you been able to confirm this is issue has been addressed? Thank you.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Aug 6, 2010 08:28 AM          Msg. 4 of 4
Yes, this issue was resolved very near the time of my last post on this thread.
 

 

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