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» Option Chain Results different than google's/yahoo
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| Author | Topic: Option Chain Results different than google's/yahoo (3 messages, Page 1 of 1) |
 bards -Interested User- Posts: 32 Joined: May 7, 2011 |
Posted: Nov 22, 2014 09:12 PM
Msg. 1 of 3
I am using CEO to get equity options for different stocks.
I want all options (not mini or jumbo) expiring December 20th. The command I send to iqfeed is this: CEO,AAPL,pc,LX,,,,, Using the above command, I get all the options for AAPL, including mini and Jumbo. Then, I remove those that have "7" before, or "J". Finally, I only keep those that have 1420L or 1420X. I end up with many more options than google or yahoo has. Below is portion of the output after doing the above: AAPL1420L100 AAPL1420L101 AAPL1420L102 AAPL1420L103 AAPL1420L104 AAPL1420L105 AAPL1420L106 AAPL1420L107 AAPL1420L108 AAPL1420L109 AAPL1420L110 AAPL1420L111 AAPL1420L112 AAPL1420L113 AAPL1420L114 AAPL1420L115 AAPL1420L116 AAPL1420L117 AAPL1420L118 AAPL1420L119 AAPL1420L120 AAPL1420L121 AAPL1420L122 AAPL1420L123 AAPL1420L124 AAPL1420L125 AAPL1420L126 AAPL1420L127 AAPL1420L128 AAPL1420L129 AAPL1420L130 AAPL1420L131 AAPL1420L132 AAPL1420L133 AAPL1420L134 AAPL1420L135 AAPL1420L140 AAPL1420L145 AAPL1420L150 etc,,, Checking with google: There are no options (for Apple) expiring Dec. 20th, 2014 with strike prices of 116, 117, 118, etc.. Yahoo is also similar to google. Note that there are options on google for Apple, expiring Dec 5th, 2014, with the strike prices of 116, 117, 118, etc.. Why is there a discrepancy? Am I sending the wrong command to iqfeed? Thanks for any input/comment. |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Nov 24, 2014 08:04 AM
Msg. 2 of 3
Hello,
They are valid strikes that could trade, they just haven't traded yet. It appears from your post that Google and Yahoo choose not to display symbols until they have traded. We do not filter out symbols in this manner. You could check each symbol returned for the existence of history, and if none exists, then you could omit it from your data if that is what you would wish. Tim |
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bards -Interested User- Posts: 32 Joined: May 7, 2011 |
Posted: Nov 25, 2014 11:24 AM
Msg. 3 of 3
Thanks Tim for the explanation.
As a follow-up, I checked with both yahoo and google today. And google is indeed reporting on the Apple options that they did not show 2 days ago, but that iqfeed reported on (ie, Strike prices of 116, 117, 118, etc..) Again, thanks for making it clear. |
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