API Support Forum
OEC API > FIX Support > Option symbol
Author Topic: Option symbol
(12 messages, Page 1 of 1)
Moderators: VPfau
LLolli4579
Posts: 11
Joined: Jun 28, 2016


Posted: Jul 18, 2016 @ 12:01 PM             Msg. 1 of 12
Hi,

what is the symbol option to be included in the fix tag
Regards
Lorenzo
Luca Lolli
CMicciche902
Posts: 217
Joined:


Posted: Jul 18, 2016 @ 12:13 PM             Msg. 2 of 12
Please review our FIX documentation:
New Single Order example: http://www.gainfutures.com/api/api/html/bfd39591-ba7a-460f-932b-3f16d2533772.htm


Examples
Market Order

request: 8=FIX.4.4|9=149|35=D|34=294|49=username|52=20140317-01:29:45|56=OEC_TEST|1=YRACCNT|11=635306165855435241|38=1|40=1|54=1|55=ES|60=20140317-01:29:45|200=201403|461=FXXXXS|10=238|

pending new: 8=FIX.4.4|9=223|35=8|34=295|49=OEC_TEST|52=20140317-01:29:44.444|56=username|1=YRACCNT|6=0.00|11=635306165855435241|14=0|17=OECFIX:635305924334768863:824|37=202904994|38=1|39=A|54=1|55=ES|60=20140317-01:29:44|150=A|151=0|200=201403|461=FXXXXS|10=133|

new: 8=FIX.4.4|9=201|35=8|34=296|49=OEC_TEST|52=20140317-01:29:44.756|56=username|1=YRACCNT|6=0.00|11=635306165855435241|14=0|17=5326778|37=202904994|38=1|39=0|54=1|55=ES|60=20140317-01:29:44|150=0|151=1|200=201403|461=FXXXXS|10=088|

trade: 8=FIX.4.4|9=239|35=8|34=297|49=OEC_TEST|52=20140317-01:29:45.021|56=username|1=YRACCNT|6=1841.00|11=635306165855435241|12=20|13=3|14=1|17=5326779|31=1841.00|32=1|37=202904994|38=1|39=2|54=1|55=ES|60=20140317-01:29:44|150=F|151=0|200=201403|461=FXXXXS|479=USD|10=133|

calculated: 8=FIX.4.4|9=204|35=8|34=298|49=OEC_TEST|52=20140317-01:29:45.021|56=username|1=YRACCNT|6=1841.00|11=635306165855435241|14=1|17=5326780|37=202904994|38=1|39=B|54=1|55=ES|60=20140317-01:29:45|150=B|151=0|200=201403|461=FXXXXS|10=011|

Spread Order

request: 8=FIX.4.4|9=158|35=D|34=348|49=username|52=20140317-01:55:27|56=OEC_TEST|1=YRACCNT|11=635306181271846728|38=10|40=2|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:27|461=FMXXXN|10=203|

pending new: 8=FIX.4.4|9=238|35=8|34=352|49=OEC_TEST|52=20140317-01:55:25.757|56=username|1=YRACCNT|6=0.00|11=635306181271846728|14=0|17=OECFIX:635305924334768863:826|37=202904995|38=10|39=A|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:25|150=A|151=0|442=3|461=FMXXXN|10=116|

new: 8=FIX.4.4|9=217|35=8|34=353|49=OEC_TEST|52=20140317-01:55:25.851|56=username|1=YRACCNT|6=0.00|11=635306181271846728|14=0|17=5326783|37=202904995|38=10|39=0|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:25|150=0|151=10|442=3|461=FMXXXN|10=103|
Chris M

Edited by CMicciche902 on Jul 18, 2016 12:14 PM
LLolli4579
Posts: 11
Joined: Jun 28, 2016


Posted: Jul 21, 2016 @ 11:07 AM             Msg. 3 of 12
Hi
The order was rejected with the following error message
10:21:17:892[IN ]>8=FIX.4.49=21235=934=1249=OEC_TEST52=20160721-15:21:1256=LLolli45791=API00289211=API002892_201607211021176_00237=20393552939=B41=API002892_201607210953076_00258=Order is finished60=20160721-10:21:17.681102=0434=210=205

It would be great if you can give me the correct string with the correct data for e- mini S&P option symbol current month since I am trying but I keep getting error messages.
Luca Lolli
CMicciche902
Posts: 217
Joined:


Posted: Jul 21, 2016 @ 04:42 PM             Msg. 4 of 12
The documentation states from http://www.gainfutures.com/api/api/html/bfd39591-ba7a-460f-932b-3f16d2533772.htm:

Instrument -
Only minimum set of fields required to identify a contract: Symbol(55), CFICode(461), MaturityMonthYear(200), StrikePrice(202)

The options on S&P have base symbol OES - as provided on page http://futures.gaincapital.com/trading/specifications.cfm
Chris M
LLolli4579
Posts: 11
Joined: Jun 28, 2016


Posted: Jul 26, 2016 @ 08:21 AM             Msg. 5 of 12
Hi
I received this error message
02:37:08:362[OUT]>8=FIX.4.49=19535=D34=1849=LLolli457952=20160726-07:37:08.36256=OEC_TEST1=API00289211=API002892_201607260237082_00421=338=140=254=155=OES59=060=20160726-02:37:08.287200=201612202=2162461=OCXFXS10=105


02:37:12:045[IN ]>8=FIX.4.49=27835=834=2349=OEC_TEST52=20160726-07:37:0656=LLolli45791=API0028926=011=API002892_201607260237082_00414=017=OECFIX:636050747899728806:6637=NONE38=039=840=254=155=OES58=Unknown contract59=060=20160726-07:37:06.142103=1150=8151=0200=201612202=2162461=OCXFXS10=021

Please help
Luca Lolli
CMicciche902
Posts: 217
Joined:


Posted: Jul 27, 2016 @ 11:58 AM             Msg. 6 of 12
A Developer will review your inquiry and reply shortly.
Chris M
VPfau
Moderator
Posts: 100
Joined: Oct 26, 2011


Posted: Jul 27, 2016 @ 12:05 PM             Msg. 7 of 12
Luca Lolli,

you has specified strike price as 202=2162. This is an invalid price. Strike price interval for the contract is 5. So 2160 is valid, 2165 is valid too.
Vitaliy Pfau
LLolli4579
Posts: 11
Joined: Jun 28, 2016


Posted: Jul 27, 2016 @ 03:23 PM             Msg. 8 of 12
Can you please send me a sample of "buy call ES for current month and add a strike price that you select" so that I can work around it?
I am unable to come up with the correct sentence. I keep trying and I keep getting error messages. Can you please help. I am able to send an order to buy a future contract ES but not a ES call option

Thank you in advance for your time
Luca Lolli
VPfau
Moderator
Posts: 100
Joined: Oct 26, 2011


Posted: Jul 27, 2016 @ 03:31 PM             Msg. 9 of 12
via our test example https://bitbucket.org/GainFuturesDev/oecfixsample
o1 = new buy 1 OESU6 call 1795 MKT
Out> 8=FIX.4.4|9=164|35=D|34=2|49=vitaly|52=20160727-20:27:24|56=OEC_TEST|1=VITALY01|11=636052480440088337|38=1|40=1|54=1|55=OES|60=20160727-20:27:24.009|200=201609|202=1795|461=OCXFXS|10=159|
In> 8=FIX.4.4|9=287|35=8|34=2|49=OEC_TEST|52=20160727-20:27:24|56=vitaly|1=VITALY01|6=0.00|11=636052480440088337|14=0|17=OECFIX:203950942:124|37=203950942|38=1|39=8|40=1|41=636052480440088337|54=1|55=OES|58=Order breaks limits.|59=0|60=20160727-20:27:24.087|103=0|150=8|151=1|200=201609|202=1795|461=OCXFXS|10=154|
Vitaliy Pfau
LLolli4579
Posts: 11
Joined: Jun 28, 2016


Posted: Aug 09, 2016 @ 09:56 AM             Msg. 10 of 12
Hi
I am receiving an error message order breaks limit. What does it mean?
Luca Lolli
CMicciche902
Posts: 217
Joined:


Posted: Aug 09, 2016 @ 03:48 PM             Msg. 11 of 12
In order to review details of "Order Break Limits" error, you need to open OEC Trader Developer or API Sample program. This can be download in the My Account website at https://myaccount.gainfutures.com.

08:35:52.213 DEBUG [tid AsyncAppender] cid=(null) acc=(null) ord=(null) - From provider:
Error Text=Risk violation: 2892:API002892 No price


There is maintenance on the Developer server at the present moment. Please try your order again later.
Chris M
CMicciche902
Posts: 217
Joined:


Posted: Aug 10, 2016 @ 09:11 AM             Msg. 12 of 12
There is maintenance on the Developer server at the present moment. Please try your order again later.


Issue is resolved. You may resume trading in the Developer environment.
Chris M