Hi,

I was wondering how IQ Feed gets its list of option symbols? I noticed that if I look in the symbol list published daily (Nov. 12th for this example) I do not see all possible option symbols listed for all stocks. An example is the A (Agilent) Dec 2007 30.0 Call and Put. Though, I see this symbol as "A LF" in Tradestation. Also, are LEAPS symbols not provided?

Thanks,
Joseph

When I request all puts/calls for the symbol A including leaps, this is what is returned.

Calls:
A AF,A AG,A AH,A AI,A AU,A AV,A AW,A AY,A AZ,A BE,A BF,A BG,A BH,A BI,A BJ,A BU,A BV,A BW,A BY,A BZ,A EF,A EG,A EH,A EI,A EJ,A EU,A EV,A EW,A EY,A EZ,A KE,A KF,A KG,A KH,A KI,A KU,A KV,A KY,A KZ,A LF,A LG,A LH,A LU,A LV,A LZ,LWA AC,LWA AD,LWA AE,LWA AF,LWA AG,LWA AH,LWA AI,LWA AJ,OAE AE,OAE AF,OAE AG,OAE AH,OAE AI,OAE AJ,OAE AK,OAE AU,OAE AV,OAE AW,OAE AX,OAE AY,OAE AZ,YA AD,YA AF,YA AH,YA AJ,YA AL,ZZA AD,ZZA AE,ZZA AF,ZZA AG,ZZA AH,ZZA AI

Puts:
A MF,A MG,A MH,A MI,A MU,A MV,A MW,A MY,A MZ,A NE,A NF,A NG,A NH,A NI,A NJ,A NU,A NV,A NW,A NY,A NZ,A QF,A QG,A QH,A QI,A QJ,A QU,A QV,A QW,A QY,A QZ,A WE,A WF,A WG,A WH,A WI,A WU,A WV,A WY,A WZ,A XF,A XG,A XH,A XU,A XV,A XZ,LWA MC,LWA MD,LWA ME,LWA MF,LWA MG,LWA MH,LWA MI,LWA MJ,OAE ME,OAE MF,OAE MG,OAE MH,OAE MI,OAE MJ,OAE MK,OAE MU,OAE MV,OAE MW,OAE MX,OAE MY,OAE MZ,YA MD,YA MF,YA MH,YA MJ,YA ML,ZZA MD,ZZA ME,ZZA MF,ZZA MG,ZZA MH,ZZA MI,

I have bolded the dec 07 Put/call at strike price 30.0. You can also see that several Leaps are also included.
Edited by DTN_Steve_S on Nov 13, 2007 at 08:47 AM

Yeah I see them in today's list, but they were not in yesterday's list. I must have caught a symbol that was just added yesterday by the exchanges.

Thanks,
Joseph