Posted: Sep 18, 2012 @ 02:25 PM             Msg. 1 of 3

We are sometimes getting extra strikes back that appear to be 100x too high.

For example, in OEC Trader Demo's option chain for the OAUDV2 (October 2012) 6AZ2 options, range all, it lists strikes from 82 to 120.

Using the same account with OECCOM API we get the IContractPtr for 6AZ2, and then after verifying it HasOptions we get it's IContractListPtr to it's Options. Iterating this list by index, we get 198 strikes with symbols from 12000 to 8200 like "OAUDV2 P12000" that don't work, and from 120 to 82 like "OAUDV2 P120" that do work.

Why do we get the extra 100x too large strikes? What is OEC Trader Demo doing to filter them out?

Posted: Sep 18, 2012 @ 03:43 PM             Msg. 2 of 3

OEC Trader shows in Options Chains a kind of "symmetric" options contract: Call contract should have a Put contract with the same strike price and vice versa.

---

Victor Vins
Lead Software Developer

Posted: Sep 18, 2012 @ 06:59 PM             Msg. 3 of 3

I hadn't noticed that the 100x ones were all puts in this case. We will see what we can do with that. Thank you.