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Topic: Options Data (4 messages, Page 1 of 1) |
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PArnoldson Posts: 154 Joined: Oct 03, 2007 
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I would like to know how to get an Options current value.
for example I would like to list the options for say March Corn I can get the list of strike prices by RequestContracts() for the options symbol (OZC) this will then give me all the contracts for the options. their symbols being "OZCG2 C2", "OZCG2 P2", "OZCG2 C4.35", ... etc. (there are a lot of these). I would like to list all of these (strikes) with their values (last price?). How would i get the values of these strikes? short of subscribing to the quotes for each one (which is not going to happen there are too many). CurrentPrice on these contracts are null. I hope you understand what I am asking. A bus station is where a bus stops. A train station is where a train stops. On my desk I have a work station..... |
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VictorV Posts: 746 Joined: May 08, 2007 
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Because of subscription limit, you can subscribe a part of options only. If you need to show it on the screen, I would recommend to subscribe only contracts that are visible on the screen and unsubscribe them as soon as they go out of the screen.
Victor Vins Lead Software Developer |
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PArnoldson Posts: 154 Joined: Oct 03, 2007
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This doesn't seem like a good solution. I don't want to (nor does it seem practical to) manage that many subscriptions. I feel that I don't need to subscribe to any of them. All I want is what the current price (value) is at the time I ask for the contractChanged message. For any and all other futures symbols the CurrentPrice object has the information that I would like, and I don't need to subscribe to it. I know the value could change and does change, but I am not concerned with that right now. If I need to know the value and have it update, I then (later) will subscribe to that option separately.
A bus station is where a bus stops. A train station is where a train stops. On my desk I have a work station..... |
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VictorV Posts: 746 Joined: May 08, 2007
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Unfortunately, OECAPI doesn't fill out CurrentPrice without subscribing to quotes.
OECAPI subscribes automatically to quotes for contracts that have a position. Victor Vins Lead Software Developer |
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