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
Viewing User Profile for: adouglas
About Contact
Joined: Feb 27, 2021 09:12 AM
Last Post: Mar 1, 2021 01:33 PM
Last Visit: Mar 3, 2021 06:01 AM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
adouglas has contributed to 2 posts out of 21251 total posts (0.01%) in 1,512 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Spurious options data? Mar 1, 2021 01:33 PM (Total replies: 4)

Quote: If I am understanding you correctly YES you are receiving data on an expired option.


That's correct I'm retrieving all available data for the symbol mentioned above and was surprised to see data going back to 1999:



timestamp high low open close volume open_interest exchange symbol
1999-06-22 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-23 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-24 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-25 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-28 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-29 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-06-30 00:00:00-04:00 0.000 0.000 0.000 0.000 0 0 OPRA AAPL1221A120
1999-07-01 00:00:00-04:00 30.625 30.625 30.625 30.625 25 0 OPRA AAPL1221A120
1999-07-02 00:00:00-04:00 30.625 30.625 30.625 30.625 25 0 OPRA AAPL1221A120
1999-07-08 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-09 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-12 00:00:00-04:00 31.625 31.625 31.625 31.625 50 0 OPRA AAPL1221A120
1999-07-14 00:00:00-04:00 39.125 39.125 39.125 39.125 100 0 OPRA AAPL1221A120
1999-07-15 00:00:00-04:00 39.125 39.125 39.125 39.125 100 0 OPRA AAPL1221A120


I wasn't sure how to interpret these data points.

Data and Content Support » Spurious options data? Feb 27, 2021 09:20 AM (Total replies: 4)

Hi

I'm getting data on the symbol AAPL1221A120 some 13 years before the expiry date. Is this correct?

My interpretation of the symbol is it's:

base symbol=AAPL
expiry=2012-01-21,
right=call,
strike=120.0

More generally, what date does your options coverage (daily granularity) start from?

Thanks
Andrew


Time: Fri April 18, 2025 2:50 PM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003