NexusFi: Find Your Edge


Home Menu

 





Historical option expirations


Discussion in Brokers

Updated
    1. trending_up 2,770 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Historical option expirations

  #1 (permalink)
 Eubie 
Prague, Czech republic
 
Experience: Beginner
Platform: NinjaTrader/ZF
Trading: ES, TF
Posts: 131 since Jul 2010
Thanks Given: 267
Thanks Received: 74

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 NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Request for MACD with option to use different MAs for fa …
NinjaTrader
ZombieSqueeze
Platforms and Indicators
NexusFi Journal Challenge - April 2024
Feedback and Announcements
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
58 thanks
Battlestations: Show us your trading desks!
56 thanks
NexusFi site changelog and issues/problem reporting
48 thanks
What percentage per day is possible? [Poll]
31 thanks
GFIs1 1 DAX trade per day journal
29 thanks

  #2 (permalink)
 sg72 
Orange County, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader, Fidelity ATP
Trading: ES/NQ/RTY, Equity ETFs, Options
Posts: 59 since Sep 2018
Thanks Given: 44
Thanks Received: 48

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:





Last Updated on November 29, 2020


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts