If they smoke too much & blacken the chimney, you've got 'em turned up too high.
That's not the oil, it's you.
Clean the chimney, trim the wick, adjust the wick just high enough in the burner to light, put the chimney back on, and then adjust the flame higher till it starts to blacken the glass again. Back it off to where it doesn't & that's your max high setting.
Lamp oil is lamp oil. In my house we use the walmart 1 galon jugs. If your lamp is smoking you have your wick set to high. Follow the instructions from the earlier poster.
BUT all lamp oil smokes some. If it is choking you you are doing it wrong though. My grandparents tought me how to set it when I was a kid but I had to relearn it later in life when I got some lamps of my own.
Lot of good ideas in the above post, but "lamp oil is not lamp oil"! Do not use junk oil, such as a dyed parafin oil. Use #1 kerosene (clear) from the station or farm store in flat wick lamps. Low oder mineral spirits is recommended in center draft wicks such as aladdin lamps. Oil lamps were to burn "coal oil". The kerosene industry was able to duplicate the coal oil from oil extraction and thus is what we have today. Good information at this web address. http://www.endtimesreport.com/lighting.html
One thing I may add is for an emergency lamp, use a can of crisco. Just add wick by submerging the wick in the center and shove to bottom. Wahla, an emergency lamp. Besides, crisco is made by the soap people, not for eating anyway?
Proctor and Gamble demonized the animal oil industry to promote their product. Like politicians do. Between the vegetable oil & crisco industry, America has the most unhealthest people in the world. Heart disease, diabetes, & cancer has run rabid due to the stuff we put in our mouth and call food.