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Viewing User Profile for: gzerenner
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Joined: Jul 13, 2004 09:04 AM
Last Post: Jul 15, 2004 01:31 PM
Last Visit: Jul 15, 2004 01:31 PM
Website: http://www.poweropt.com/
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gzerenner has contributed to 4 posts out of 21185 total posts (0.02%) in 7,225 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Possible Bad Data? Jul 15, 2004 01:31 PM (Total replies: 5)

Looks like some of them might have been fixed recently.

Here are the ones I am seeing out of one of my DTN boxes as of today, a much shorter list than before...

WHR IJ Expiration day > 23 -- Date = 9/25/2004
WHR UJ Expiration day > 23 -- Date = 9/25/2004
WHR IK Expiration day > 23 -- Date = 9/25/2004
WHR UK Expiration day > 23 -- Date = 9/25/2004
WHR LJ Expiration day > 23 -- Date = 12/25/2004
WHR XJ Expiration day > 23 -- Date = 12/25/2004
DIA LW Expiration day > 23 -- Date = 12/25/2004
DIA XW Expiration day > 23 -- Date = 12/25/2004
CQS BW Expiration day > 23 -- Date = 2/25/2005
CQS NW Expiration day > 23 -- Date = 2/25/2005
UNC BB Expiration day > 23 -- Date = 2/25/2005
UNC NB Expiration day > 23 -- Date = 2/25/2005
UNC HB Expiration day > 23 -- Date = 8/25/2004
UNC TB Expiration day > 23 -- Date = 8/25/2004
UNC KB Expiration day > 23 -- Date = 11/25/2004
UNC WB Expiration day > 23 -- Date = 11/25/2004
NBL AL Expiration day > 23 -- Date = 1/25/2005
NBL ML Expiration day > 23 -- Date = 1/25/2005
NBL BL Expiration day > 23 -- Date = 2/25/2005
NBL NL Expiration day > 23 -- Date = 2/25/2005
NBL KL Expiration day > 23 -- Date = 11/25/2004
NBL WL Expiration day > 23 -- Date = 11/25/2004
AQO AW Expiration day > 23 -- Date = 1/25/2005
AQO MW Expiration day > 23 -- Date = 1/25/2005
AQO HD Expiration day > 23 -- Date = 8/25/2004
AQO TD Expiration day > 23 -- Date = 8/25/2004
AQO HW Expiration day > 23 -- Date = 8/25/2004
AQO TW Expiration day > 23 -- Date = 8/25/2004
AQO JW Expiration day > 23 -- Date = 10/25/2004
AQO VW Expiration day > 23 -- Date = 10/25/2004
WAU AC Expiration day > 23 -- Date = 1/25/2005
WAU MC Expiration day > 23 -- Date = 1/25/2005
WAU AD Expiration day > 23 -- Date = 1/25/2005
WAU MD Expiration day > 23 -- Date = 1/25/2005
OXT AC Expiration day > 23 -- Date = 1/25/2005
OXT MC Expiration day > 23 -- Date = 1/25/2005
OXT AD Expiration day > 23 -- Date = 1/25/2005
OXT MD Expiration day > 23 -- Date = 1/25/2005
QUR GV Expiration day > 23 -- Date = 7/25/2005
QUR SV Expiration day > 23 -- Date = 7/25/2005
QUR GW Expiration day > 23 -- Date = 7/25/2005
QUR SW Expiration day > 23 -- Date = 7/25/2005
QUR GX Expiration day > 23 -- Date = 7/25/2005
QUR SX Expiration day > 23 -- Date = 7/25/2005
DJV LW Expiration day > 23 -- Date = 12/25/2004
DJV XW Expiration day > 23 -- Date = 12/25/2004
GDT HF Expiration day > 23 -- Date = 8/25/2004
GDT TF Expiration day > 23 -- Date = 8/25/2004
ACL BR Expiration day > 23 -- Date = 2/25/2005
ACL NR Expiration day > 23 -- Date = 2/25/2005
ACL HR Expiration day > 23 -- Date = 8/25/2004
ACL TR Expiration day > 23 -- Date = 8/25/2004
ACL KR Expiration day > 23 -- Date = 11/25/2004
ACL WR Expiration day > 23 -- Date = 11/25/2004
ITQ GV Expiration day > 23 -- Date = 7/25/2005
ITQ SV Expiration day > 23 -- Date = 7/25/2005
FQG GU Expiration day > 23 -- Date = 7/25/2005
FQG SU Expiration day > 23 -- Date = 7/25/2005
FQG GV Expiration day > 23 -- Date = 7/25/2005
FQG SV Expiration day > 23 -- Date = 7/25/2005
FQG GW Expiration day > 23 -- Date = 7/25/2005
FQG SW Expiration day > 23 -- Date = 7/25/2005

Data and Content Support » Possible Bad Data? Jul 15, 2004 12:07 PM (Total replies: 5)

Hi Jay:

The lines showing...


ZNE AA Expiration day > 23 -- Date = 1/25/2005


This means that DTN is sending an expiration date of 1/25/2005 and we know that is wrong because an expiration date for an option is never past the 23rd day of the month.


For the lines showing...


ZNE AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZNE MA


This means that the CALL (ZNEAA) has an expiration date of 1/25/2005 according to the DTN data feed. And that could be wrong since the PUT that matches up with it (ZNEMA) has a different expiration date of 1/22/2005.


Thanks for you help on this.


Greg Zerenner
Poweropt.com

Data and Content Support » Possible Bad Data? Jul 13, 2004 10:08 AM (Total replies: 5)

ZNE AA Expiration day > 23 -- Date = 1/25/2005
ZNE AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZNE MA
FIC AD Expiration day > 23 -- Date = 1/25/2005
FIC MD Expiration day > 23 -- Date = 1/25/2005
FIC AX Expiration day > 23 -- Date = 1/25/2005
FIC MX Expiration day > 23 -- Date = 1/25/2005
FIC GD Expiration day > 23 -- Date = 7/25/2005
FIC GX Expiration day > 23 -- Date = 7/25/2005
FIC HD Expiration day > 23 -- Date = 8/25/2004
FIC TD Expiration day > 23 -- Date = 8/25/2004
FIC JD Expiration day > 23 -- Date = 10/25/2004
FIC VD Expiration day > 23 -- Date = 10/25/2004
FIC JX Expiration day > 23 -- Date = 10/25/2004
FIC VX Expiration day > 23 -- Date = 10/25/2004
YYS AD Expiration day > 23 -- Date = 1/25/2005
YYS MD Expiration day > 23 -- Date = 1/25/2005
YYS AE Expiration day > 23 -- Date = 1/25/2005
YYS ME Expiration day > 23 -- Date = 1/25/2005
OIJ AD Expiration day > 23 -- Date = 1/25/2005
OIJ MD Expiration day > 23 -- Date = 1/25/2005
XIV AE Expiration day > 23 -- Date = 1/25/2005
XIV AE expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV ME
XIV AF Expiration day > 23 -- Date = 1/25/2005
XIV AF expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MF
XIV AG Expiration day > 23 -- Date = 1/25/2005
XIV AG expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MG
XIV AJ Expiration day > 23 -- Date = 1/25/2005
XIV AJ expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV MJ
XIV AL Expiration day > 23 -- Date = 1/25/2005
XIV AL expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for XIV ML
QUR GV Expiration day > 23 -- Date = 7/25/2005
QUR SV Expiration day > 23 -- Date = 7/25/2005
QUR GW Expiration day > 23 -- Date = 7/25/2005
QUR SW Expiration day > 23 -- Date = 7/25/2005
QUR GX Expiration day > 23 -- Date = 7/25/2005
QUR SX Expiration day > 23 -- Date = 7/25/2005
QUR HX Expiration day > 23 -- Date = 8/25/2004
QUR TX Expiration day > 23 -- Date = 8/25/2004
XVA AO Expiration day > 23 -- Date = 1/25/2005
XVA MO Expiration day > 23 -- Date = 1/25/2005
XVA AT Expiration day > 23 -- Date = 1/25/2005
XVA MT Expiration day > 23 -- Date = 1/25/2005
XVA AY Expiration day > 23 -- Date = 1/25/2005
XVA MY Expiration day > 23 -- Date = 1/25/2005
ZGS AA Expiration day > 23 -- Date = 1/25/2005
ZGS AA expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZGS MA
ZGS AE expiration date of 1/22/2005 doesn't match the expiration date of 1/25/2005 for ZGS ME
ZGS ME Expiration day > 23 -- Date = 1/25/2005
ZGS AU Expiration day > 23 -- Date = 1/25/2005
ZGS AU expiration date of 1/25/2005 doesn't match the expiration date of 1/22/2005 for ZGS MU
AGN HN Expiration day > 23 -- Date = 8/25/2004
AGN TN Expiration day > 23 -- Date = 8/25/2004
AGN HO Expiration day > 23 -- Date = 8/25/2004
AGN TO Expiration day > 23 -- Date = 8/25/2004
AGN JN Expiration day > 23 -- Date = 10/25/2004
AGN VN Expiration day > 23 -- Date = 10/25/2004
OVM AA Expiration day > 23 -- Date = 1/25/2005
OVM MA Expiration day > 23 -- Date = 1/25/2005
ITQ GV Expiration day > 23 -- Date = 7/25/2005
ITQ SV Expiration day > 23 -- Date = 7/25/2005
WPI AX Expiration day > 23 -- Date = 1/25/2005
WPI MX Expiration day > 23 -- Date = 1/25/2005
WPI AZ Expiration day > 23 -- Date = 1/25/2005
WPI MZ Expiration day > 23 -- Date = 1/25/2005
QSL HC Expiration day > 23 -- Date = 8/25/2004
QSL TC Expiration day > 23 -- Date = 8/25/2004
QSL HD Expiration day > 23 -- Date = 8/25/2004
QSL TD Expiration day > 23 -- Date = 8/25/2004
QSL HW Expiration day > 23 -- Date = 8/25/2004
QSL TW Expiration day > 23 -- Date = 8/25/2004
QSL IC Expiration day > 23 -- Date = 9/25/2004
QSL UC Expiration day > 23 -- Date = 9/25/2004
QSL IW Expiration day > 23 -- Date = 9/25/2004
QSL UW Expiration day > 23 -- Date = 9/25/2004
QSL LC Expiration day > 23 -- Date = 12/25/2004
QSL XC Expiration day > 23 -- Date = 12/25/2004
QSL LD Expiration day > 23 -- Date = 12/25/2004
QSL XD Expiration day > 23 -- Date = 12/25/2004
QSL LW Expiration day > 23 -- Date = 12/25/2004
QSL XW Expiration day > 23 -- Date = 12/25/2004
FQG GU Expiration day > 23 -- Date = 7/25/2005
FQG SU Expiration day > 23 -- Date = 7/25/2005
FQG GV Expiration day > 23 -- Date = 7/25/2005
FQG SV Expiration day > 23 -- Date = 7/25/2005
FQG GW Expiration day > 23 -- Date = 7/25/2005
FQG SW Expiration day > 23 -- Date = 7/25/2005

Data and Content Support » Contract Size for Real Time Stock Options? Jul 13, 2004 09:22 AM (Total replies: 2)

There are about 145 different options roots that DTN is sending through the satelite feed that are odd sized contracts. Of course, the trouble that you will have is that these funny contracts aren't always just 110 shares of the underlying or something that can simply be handled with a contract size. Some odd sized options are odd contract size and then some cash and then possibly some number of shares from a 2nd and/or 3rd company.

The way your data feed is, it most likely won't be easy to show all that odd contracts represent, but at least having a flag to let users know that the root is a funny one would help.


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