DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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Posted: Apr 7, 2022 08:53 AM
Msg. 2 of 3
The Option Chains command will return only current options, not past ones. There is no API method that will return past option symbols, but we publish a text lists of past/expired option symbols in:
www.iqfeed.net/downloads/beta/IEOPTION.zip
This list includes only past option symbols that traded at least once. Standard API commands will work on past option symbols. There is also a file www.iqfeed.net/downloads/beta/EQUITY.zip which contains past equity symbols.
Also, the Level 1 Fundamental Message contains a field called Contract Months, fifth from the end (in protocol 6.2):
F,@NQ#,22,,,16700.00,12750.00,,,,,,,,,,,,E-MINI NASDAQ 100 JUNE 2022,,,,,,,,,,,,12,2,,29.52,8,43,11/22/2021,03/26/2021,,,,,,06/17/2022,,,NQ,,,18:00:00,17:00:00,USD,20,--H--M--U--Z,0.25,,,,
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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