Author |
Topic: download a list of CME market options (4 messages, Page 1 of 1) |
||||
---|---|---|---|---|---|
Moderators: VPfau | |||||
FGiordano538 Posts: 24 Joined: May 09, 2022 |
Hello, I need to download a list of CME market options, including all of them. Is there a command? And if so, is there an example in vb.net?
Thank you |
||||
CMicciche902 Posts: 367 Joined: |
There are too many contracts for one single command. You may review symbol lookup: https://gainfutures.com/GFAPI/?topic=html/0522b8f0-2870-43a9-ad0a-76a4421cbac1.htm and https://gainfutures.com/specifications/
Chris M
|
||||
CMicciche902 Posts: 367 Joined: |
|||||
FGiordano538 Posts: 24 Joined: May 09, 2022 |
with the command "client.Contracts.Lookup.ByCriteria", I can download symbols with a common base, maximum 50.
With "Client.Contracts.Lookup.BySymbol (Tit_)" I download as many as I want, but I need to know the exact symbol. it seems to me that with the command "Client.Contracts.Load.Request (Request.Build)", I can download all the options of an underlying in groups of 1000. I tried but failed. Place the code. Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click TitoliRichiesti = gfClient.Contracts.Lookup.BySymbol("ESZ22") End Sub Sub gfClient_SymbolLookupReceived_(c As IGFClient, e As SymbolLookupEventArgs) If e.RequestID = TitoliRichiesti Then For Each contract As GF.Api.Contracts.IContract In e.Contracts ScaricaOp_Sottostante(contract) Next End If End Sub Private Sub ScaricaOp_Sottostante(contract As GF.Api.Contracts.IContract) If contract.HasOptions Then Dim _loadContractExpression As New ContractLoadExpressionBuilder _loadContractExpression.Push(New ParentContractIDCriterion(contract.ID)) _loadContractExpression.Build() Dim Request As New ContractLoadRequestBuilder() Request.WithSkipCount(0) Request.WithResultCount(1000) Request.WithExpression(_loadContractExpression.Build) Request.Build() _loadRequestID = gfClient.Contracts.Load.Request(Request.Build) End If End Sub it returns me this error "System.InvalidOperationException: 'Tree must have single root. Push more operators." |
||||