Historical option expirations - futures io
futures io

Historical option expirations

Discussion in Brokers

    1. trending_up 2,293 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 1 posts
    2. attach_file 0 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Search this Thread

Historical option expirations

(login for full post details)
  #1 (permalink)
Prague, Czech republic
Experience: Beginner
Platform: NinjaTrader/ZF
Trading: ES, TF
Posts: 87 since Jul 2010
Thanks: 155 given, 47 received

I am a new IQFeed API user and using the API is it possible to request a definition (underlying, expiry, strike) of option chains that are traded today. However, it is not possible to ask for option chains historically, i.e. I cannot ask for a list of options that we being traded a year ago for MSFT.

Is it possible to obtain data about expiries and strikes of futures/equity options that have already expired? Googling left me empty-handed. Thanks in advance.

Started this thread Reply With Quote
The following user says Thank You to Eubie for this post:

Can you help answer these questions
from other members on futures io?
2003 Nymex Symposium
Traders Hideout
Pulling Historical Account
Sierra Chart
Simple code to end my indicator
Running two strategies on one chart; Has anyone done it …
Mack + Order Flow
Emini and Emicro Index
Best Threads (Most Thanked)
in the last 7 days on futures io
Spoo-nalysis ES e-mini futures S&P 500
52 thanks
Are you sure that your broker cant spy your trades and w …
19 thanks
Want your NinjaTrader indicator created, free?
15 thanks
Would you share your Holy Grail?
15 thanks
Big Mike in Ecuador
14 thanks
(login for full post details)
  #2 (permalink)
Orange County, CA, USA
Experience: Intermediate
Platform: NinjaTrader, Fidelity ATP
Trading: ES/NQ/RTY, Equity ETFs, Options
Posts: 36 since Sep 2018
Thanks: 32 given, 34 received

I'm not familiar with IQFeed, but I know you can buy historical end of day option data online in csv/zip format. I'm subscribed to one such service. They have extensive historical data (including IV and Greeks per option) that they sell for pretty reasonable prices.

Not sure if it's appropriate to list a link in this forum so I will refrain from doing so. But if you're interested, you can DM me and I'll share with you the vendor I buy my EOD options data from.

Reply With Quote
The following user says Thank You to sg72 for this post:

futures io Trading Community Trading Reviews and Vendors Brokers > Historical option expirations

Last Updated on November 29, 2020

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts