Importing option chain snapshots
A clean import keeps history usable later. Check these fields before an option chain snapshot goes into any local archive or tool.
Required fields
Ticker, snapshot date, expiry date, strike, call open interest, put open interest, call volume, put volume, and a source URL. Missing any one of these makes the row impossible to place correctly in a later comparison.
Dates first
Confirm the snapshot date is not after the expiry date, and that all rows in one import use the same date format. A snapshot dated after its own expiry cannot be a pre-expiry open-interest observation and should be rejected, not silently accepted.
One multiplier per import
Adjusted contracts (post-split, post-dividend, or non-standard deliverables) often carry a different multiplier than 100 shares per contract. Keep adjusted contracts in a separate import or a separate multiplier field rather than mixing them with standard contracts.
Duplicate strikes
A single snapshot should report at most one open-interest figure per strike. Two rows for the same ticker, snapshot date, expiry, and strike indicate a duplicate export or a merge of two sources, and should be resolved before the import is trusted.
Rights before redistribution
Confirming a local right to analyze a vendor snapshot is not the same as a right to publish or redistribute it. Keep that distinction explicit in your own records, independent of what any single tool assumes by default.