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» Historic pricing for expired Option symbols
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| Author | Topic: Historic pricing for expired Option symbols (4 messages, Page 1 of 1) |
 tturk -Interested User- Posts: 2 Joined: Jul 22, 2015 |
Posted: Jul 22, 2015 01:33 PM
Msg. 1 of 4
Is it possible to get historic option data ( minute level ) of expired contracts ?
eg: Iam able to get options as old as a week or so (GOOG1517G570) Am wondering if I can pull out expired option symbols as old as 2010 or 2011 ( as long as the symbols that I generate are valid and right with the right strike price ). P.S : Iam using R and package iqfeed to get the data. Using the function iqQuote ( to check if the symbol is valid ) and if it is then I use HIT to retrieve the symbol daily quotes . |
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DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004 
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Posted: Jul 22, 2015 03:24 PM
Msg. 2 of 4
Tturk
Your logic is correct. We do retain the minute and daily data (the tick would end after 180 days) |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014
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Posted: Jul 22, 2015 04:14 PM
Msg. 3 of 4
Tturk,
we can pull up minute/daily equity options as far back as January 23, 2010. You would just need to know the symbol. Mark Eash, Trading Markets Customer Service DTN 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-397-7000 (DTNIQ & IQFEED) | 402-255-3682 (Fax) www.dtn.com/trading | www.dtniq.com | http://www.iqfeed.net |
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tturk -Interested User- Posts: 2 Joined: Jul 22, 2015 |
Posted: Jul 23, 2015 12:34 PM
Msg. 4 of 4
Cool. Thanks for the info. Thats good to know . Now that makes me wonder if Iam doing something wrong with creating the symbols. Let me elaborate .
Am using R quote<-iqQuote("GOOG1517G580", type="P", limit=10) #This works ! ( and returns valid data ) CSCO1220V19 - Does not work ! AMZN1017D110 - Does not work ! (Those symbols are from the site for the rules for deciphering symbologies ) http://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock Please let me know if Iam doing something wrong. Other sample symbologies that Iam trying to create to test but not working .. CSCO1216K18 CSCO1217K18 Edited by tturk on Jul 23, 2015 at 09:14 PM |
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