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»Forums Index »Archive (2017 and earlier) »IQFeed Datafeed Wish List »ES Weekly Options
Author Topic: ES Weekly Options (5 messages, Page 1 of 1)

nberman
-Interested User-
Posts: 1
Joined: Feb 13, 2011


Posted: Feb 13, 2011 08:45 AM          Msg. 1 of 5
It sure would be good to see data for the emini (ES and NQ) weekly (and end of month) options, which have been trading for more than a year. Here's a blurb from the CME website.
----------------------------------------------
E-mini S&P 500 Weekly Options Specs
Opening Date
Weeks 1 & 2: 8/24/09
Week 4: 7/06/10
Ticker Symbol
EW1 Week 1
EW2 Week 2
EW4 Week 4

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Feb 14, 2011 01:33 PM          Msg. 2 of 5
Hi nberman,

The weekly options are something we are looking into currently. We don’t have estimates as to when they will be available. But hopefully it will be sometime this spring or summer.

Stan S

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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Feb 15, 2011 12:59 PM          Msg. 3 of 5
We have added the ES weekly options and they are now available within IQFeed. The root symbol is @EW1, @EW2, @EW4 (currenly only trading symbols would be and @EW4, and @EW1). @EW2 will be available once @EW4 expires.

We are still working to add the NQ weekly options. They will be available soon.


Jay Froscheiser
DTN

Edited by DTN_Jay_Froscheiser on Apr 26, 2011 at 07:07 PM

emotta
-Interested User-
Posts: 1
Joined: Jun 11, 2009

always digging


Posted: Apr 26, 2011 05:39 PM          Msg. 4 of 5
ok, but how do I enter the strike a and if I want a put or a call ? Is there a symbol list for strikes and etc?

tks in advance

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 26, 2011 07:12 PM          Msg. 5 of 5
The format would be: @EW1K11C134500 for a CALL as an example. @EW1K11P124500 would be the format for a PUT.

You can find the symbol on our website using the Symbol Search. Enter @EW1 (for example) into the search field, then choose "Symbol" in Search By. You can also choose "Future Option" in the security type filter. This will give you all Week 1 options.

Jay Froscheiser
Telvent DTN
 

 

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