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Topic: Option symbol (12 messages, Page 1 of 1) |
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LLolli4579 Posts: 11 Joined: Jun 28, 2016 |
Hi,
what is the symbol option to be included in the fix tag Regards Lorenzo Luca Lolli
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CMicciche902 Posts: 367 Joined: |
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 |
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LLolli4579 Posts: 11 Joined: Jun 28, 2016 |
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
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CMicciche902 Posts: 367 Joined: |
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
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LLolli4579 Posts: 11 Joined: Jun 28, 2016 |
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
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CMicciche902 Posts: 367 Joined: |
A Developer will review your inquiry and reply shortly.
Chris M
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VPfau Moderator Posts: 164 Joined: |
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
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LLolli4579 Posts: 11 Joined: Jun 28, 2016 |
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
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VPfau Moderator Posts: 164 Joined: |
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
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LLolli4579 Posts: 11 Joined: Jun 28, 2016 |
Hi
I am receiving an error message order breaks limit. What does it mean? Luca Lolli
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CMicciche902 Posts: 367 Joined: |
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: There is maintenance on the Developer server at the present moment. Please try your order again later. Chris M
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CMicciche902 Posts: 367 Joined: |
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
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