Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »How to get option chains for the past
Author Topic: How to get option chains for the past (3 messages, Page 1 of 1)

opttrade
-Interested User-
Posts: 25
Joined: Nov 7, 2016


Posted: Nov 7, 2016 02:41 PM          Msg. 1 of 3
Hi,
maybe someone can help: I'm trying to get option chains for options in the past but can't get data.

I try to get Option chains for weekly options on ES. (Symbol is @EW)
According to the API docu I do that with the following request (c#):
"CFO,@EW,pc,FGHJKMNQUVXZ,123457,,\r\n"
In my understanding this should return all Option chains from 2011-2015.

Trying the same vor 2016-2017 give me the Option chains starting with @EWX16 to @EWJ17 (all are in the future from today)

By probing some single strikes I was able to download historical data so I know the data exists.

Does somebody have an idea what I'm doing wrong?

Many thanks

Erich

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


Posted: Nov 7, 2016 03:07 PM          Msg. 2 of 3
Good afternoon,

Our symbol chains app only works for current symbols, we are looking at options to be able to provide these symbols historically, but that solution does not exist yet. Currently, all you can do is the same kind of probing that you have already started using I am sorry to say.

Tim

opttrade
-Interested User-
Posts: 25
Joined: Nov 7, 2016


Posted: Nov 7, 2016 04:01 PM          Msg. 3 of 3
Thank you for clarifying

Erich
 

 

Time: Sun May 26, 2024 2:17 PM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003