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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Historical Option prices
Author Topic: Historical Option prices (7 messages, Page 1 of 1)

TLikins
-Interested User-
Posts: 32
Joined: Jul 11, 2005

Howdy


Posted: Nov 9, 2005 11:52 AM          Msg. 1 of 7
I was wondering if DTN supports any historical data concerning option prices?

Thanks for your help!

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Nov 16, 2005 01:13 PM          Msg. 2 of 7
Yes, we do. Thanks!

Natalie

Natalie Hannan DTN Market Access, LLC.

TLikins
-Interested User-
Posts: 32
Joined: Jul 11, 2005

Howdy


Posted: Nov 18, 2005 12:33 PM          Msg. 3 of 7
I hope that my question was clear. I know you have option symbol names for companies but what I want is the actual price change in realtime if possible. Here's an example: say I want to watch a symbol say 'SFCC' one of the option prices was for a Dec 35 call 'JQLEG'. Is the change in BID and ASK available in realtime?

Thanks for your help!

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 18, 2005 12:40 PM          Msg. 4 of 7
let me explain what we have, because I am still a little confused as to what you are looking for.

We have quotes on the options contacts, as well as historical data on the options contracts. The symbol for the option symbol you mentioned (I think you transposed the symbol a bit), would be 'JQE LG'. You can get the current price information, including bid, ask and quote size, as well as last trade information. You can also access historical intraday data showing the history of trades on this contract.

Is this what you were looking for?

Jay Froscheiser
DTN - Trading Markets

TLikins
-Interested User-
Posts: 32
Joined: Jul 11, 2005

Howdy


Posted: Nov 18, 2005 03:02 PM          Msg. 5 of 7
This is very interesting, why is the space require in the symbol name? I don't see this in my
trading software. Is this unique to DTN? I checked this in Yahoo and the symbol is 'JQELG.X'
I put the symbol the way you specified into the sample workbook and it returned the value I
wanted. So now I know how to lookup options, are there any other quirks I should know about? One other thing, I looked up this symbol in the DTN download data and it comes out as 'JQE_LE'
but when I put this in the spreadsheet all I get is '0.000' in all fields! Why in there such an inconsistancy in the required format? Is there an ERRATA of use in symbol infomation that explains all these nuances?

Thanks for your help!

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 18, 2005 03:30 PM          Msg. 6 of 7
This really isn't a quirk. The option symbology is the same used on the CBOE website (with a space) and is documented in the symbol guide on the iqfeed website. The symbol lookup will return the symbols with an underscore, but you need to remove that when requesting the symbols.

Jay Froscheiser
DTN - Trading Markets

TLikins
-Interested User-
Posts: 32
Joined: Jul 11, 2005

Howdy


Posted: Nov 18, 2005 03:35 PM          Msg. 7 of 7
OK, I see! Thanks for sharing!

Thanks for your help!
 

 

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