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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »option naming
Author Topic: option naming (6 messages, Page 1 of 1)

1203912093
-Interested User-
Posts: 2
Joined: Jun 10, 2024


Posted: Jun 10, 2024 04:27 AM          Msg. 1 of 6
Is there a way to get the option symbol given a future symbol, weekday and week ?

examples:
@NQ# monday week 3 => @Q3A
@RTY# tuesday week 2 => @R2U
@ES# friday week 1 => @EW1

1203912093
-Interested User-
Posts: 2
Joined: Jun 10, 2024


Posted: Jun 11, 2024 04:01 AM          Msg. 2 of 6
I found this excel sheet for CME but it seems inconsitent with the iqfeed symbols
https://www.cmegroup.com/tools-information/vendorSymbol.html

the sheet says its @BP for GBP/USD week 1 friday but the actual symbol is @BP1 on iqfeed

DTN_Gary_Stephen
-DTN Guru-
Posts: 401
Joined: Jul 3, 2019


Posted: Jun 11, 2024 09:21 AM          Msg. 3 of 6
In IQFeed, symbols are unique throughout the entire universe. If two different exchanges use the same symbol to represent different things, then DTN distinguishes them somehow. For example, L. indicates an equity on the London Stock Exchange, as opposed to a NASDAQ or NYSE symbol. This is why symbols can vary from what the exchange uses.

But option symbols are long, character-heavy, and a required to follow a pattern. So there's rarely any need to deviate from what the exchange assigns, except for the base part of the symbol that tells you what commodity it's for.

For example: what CME group calls NQM4 https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.quotes.options.html#optionProductId=148&expiration=2024-5-NQM4-52024 we call @NQBM24. E-mini NASDAQ 100 monthly options will follow this pattern of root symbol + month code + two-digit year.

If you want a complete list of all (current) CME option symbols, you can send the command FDS,9,34,20240610 to port 9100. This will return a list of records like:

LM,L0CM24C10000-,"LIVE CATTLE CSO 3RD JUNE 2024 CALL -10000",,,,,,,,,,,3,13,,,,110,,"@LEM24",,,,,,,,,,,,,,,,,,,,,20240607,,,,,,

From which you can see the symbol, the long name, and the root symbol @LEM24.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

mrjackman
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Posts: 1
Joined: Jul 4, 2024


Posted: Jul 4, 2024 02:25 AM          Msg. 4 of 6
checking..

sarausa
-Interested User-
Posts: 5
Joined: Jul 8, 2024


Posted: Jul 8, 2024 09:48 PM          Msg. 5 of 6
You can use some string functions and conditions in Excel or a programming language like Python. https://slitherio.online]slither io

sarausa
-Interested User-
Posts: 5
Joined: Jul 8, 2024


Posted: Jul 8, 2024 09:49 PM          Msg. 6 of 6
You can use some string functions and conditions in Excel or a programming language like Python. https://slitherio.online
 

 

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