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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Option Chain Results different than google's/yahoo
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.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


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

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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