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Updating symbols of US options is probably a full time job for people
who manage databases at night at companies like eSignal. US exchanges
use old and outdated coding system that was developed years back when
there were realatively few optionable stocks.
I'm not sure if you realize that there are no strict rules for
creating root symbols. Only month call/put identifiers follow strict
rules. The strike price identifiers and the root symbols are all
arbitrarily created by option exchanges. You have to get all this
data first from your data provider or straight from the exchange
(CBOE, ISEX, AMEX, etc.).
I don't see how you could efficiently use AmiBroker alone for options
trading. AB is an excellent chart analysis software but for options
you need multiple real time quote sheets where you could enter and
then save all the strike symbols in the order of your choice. You
need a separate quote sheet for every stock that you monitor and
there is a hundred or more symbols on each quote sheet.
I don't have eSignal but I assume it has automatic "option chain
import" feature, so does QCharts. I used QC a few years ago: option
chains were all messed up and there were lots of missing quotes.
Esignal's data quality should be ok but the feed is pricey.
Until AB improves its quote sheets and offers "option chain import"
feature I would recommend SierraChart software with MyTrack feed for
monitoring your option chains (you can create hundreds of quote
sheets and it won't cost a fortune). Or, if you don't mind paying a few times as much to get the same thing, you can use eSignal software. Then you can use AmiBroker for all the other tasks like, chart analysis, explorations and trading systems, the areas where AB excels.
Lesmond
--- In amibroker@xxxxxxxxxxxxxxx, "dkourganov" <kourganov@xxxx> wrote:
>
>
> Could someone share his experience how to handle following problem:
> I've got option and stock EOD database (mixed), but I can't link
them
> to each other. For example, I need to buy the option and my buying
> decision depends on stock's behavior. How can I do that for all the
> stocks? The problem is actually I don't know how option roots came
from
> stock's name - so I can't link them together in trading rules.
> Does anybody battle this problem?
>
> With kind regards, Dmitri
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