API Support Forum
OEC API > API Support > Currency Options
Author Topic: Currency Options
(9 messages, Page 1 of 1)
Moderators: VPfau
RSutton857
Posts: 9
Joined: Jul 12, 2011


Posted: Oct 28, 2011 @ 02:52 PM             Msg. 1 of 9
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
RuslanK
Posts: 69
Joined: Jun 02, 2010


Posted: Oct 31, 2011 @ 07:27 AM             Msg. 2 of 9
Options and spreads have been enabled for your account.
Now hasOptions should be true.

Ruslan Kartokhin
Software Developer
RSutton857
Posts: 9
Joined: Jul 12, 2011


Posted: Nov 01, 2011 @ 01:59 PM             Msg. 3 of 9
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
RuslanK
Posts: 69
Joined: Jun 02, 2010


Posted: Nov 01, 2011 @ 02:11 PM             Msg. 4 of 9
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
RSutton857
Posts: 9
Joined: Jul 12, 2011


Posted: Nov 01, 2011 @ 02:17 PM             Msg. 5 of 9
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
RSutton857
Posts: 9
Joined: Jul 12, 2011


Posted: Nov 01, 2011 @ 02:18 PM             Msg. 6 of 9
Yes, there are bids and asks in most of the options chains for OEURZ1

Remington Sutton
RuslanK
Posts: 69
Joined: Jun 02, 2010


Posted: Nov 01, 2011 @ 02:25 PM             Msg. 7 of 9
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
RSutton857
Posts: 9
Joined: Jul 12, 2011


Posted: Nov 01, 2011 @ 02:27 PM             Msg. 8 of 9
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
RuslanK
Posts: 69
Joined: Jun 02, 2010


Posted: Nov 01, 2011 @ 02:41 PM             Msg. 9 of 9
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