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Topic: Currency Options (9 messages, Page 1 of 1) |
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RSutton857 Posts: 9 Joined: Jul 12, 2011 |
I'm trying to request currency futures options but every currency future's hasOptions property is false. What is the best method for getting a list of these options contracts. Thanks.
Remington Sutton |
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RuslanK Posts: 69 Joined: Jun 02, 2010 |
Options and spreads have been enabled for your account.
Now hasOptions should be true. Ruslan Kartokhin Software Developer |
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RSutton857 Posts: 9 Joined: Jul 12, 2011 |
Thanks Ruslan. I can now see options prices. I'm curious why the pricechanged event is being fired with out a bid or ask price in the CurrentPrice. How do I see the real bid/ask?? I have subscribed to them with the subscribe() method. Am I required to use subscribeDOM for options data?
Remington Sutton |
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RuslanK Posts: 69 Joined: Jun 02, 2010 |
Could you please specify what contract you subscribed?
Also you could try to check this contract in OEC Trader - do you see bid/ask there? Subscribe method is good enough to subscribe your application to any changes in price - including bis/ask prices/volumes. Ruslan Kartokhin Software Developer |
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RSutton857 Posts: 9 Joined: Jul 12, 2011 |
Here is what happens when I print out some of the contract's info:
OEURZ1 C123: b: 0 a: 0 d: 0 Also bringing up the question, where is delta? Is this related to the same missing b/a info? Remington Sutton |
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RSutton857 Posts: 9 Joined: Jul 12, 2011 |
Yes, there are bids and asks in most of the options chains for OEURZ1
Remington Sutton |
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RuslanK Posts: 69 Joined: Jun 02, 2010 |
If you look closer at Options Chain you will notice that there are no bid/ask prices for OEURZ1 C123.
So, it is just non-liquid contract. Please try to subscribe to something more tradeable and I'm sure you will receive bid/ask prices (OEURZ1 C135.5 for instance). Ruslan Kartokhin Software Developer |
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RSutton857 Posts: 9 Joined: Jul 12, 2011 |
That's fair. But out of curiosity, why is it firing the onpricechanged event if the DOM hasn't changed?
Also, what about the delta info? Remington Sutton |
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RuslanK Posts: 69 Joined: Jun 02, 2010 |
DOM and quotes updates come in different channels, so it's normal when price updates differently than DOM.
Please see Victor's answer in this thread for better understanding of handling price/DOM events: http://www.openecry.com/cfbb/index.cfm?page=topic&topicID=601 About Delta: currently we do not provide greeks for futures options. Ruslan Kartokhin Software Developer |
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