Posted: Feb 11, 2015 @ 07:40 PM             Msg. 1 of 3

I use this code to get options contracts for a given futures symbol:

OECAPICOM::IContractPtr futCon = OECAPI()->Contracts->Item("ZCH5");
OECAPICOM::IContractListPtr options = futCon->Options;
The list of options returned include options contracts on these options bases:
- OZC OZC1 OZC2 OZC3 OZC4 OZC5

I note I previously requested the contracts on these options bases as well as base symbol OZCD, the contract base for short-dated corn options, using:

OECAPICOM::IBaseContractPtr bc = OECAPI()->BaseContracts->Item("OZCD");
OECAPI()->RequestContracts(bc); //the base contract for OZCD is found
Could the Short-Dated Options for ZC (with symbol base OZCD) also be included in the Options list of the regular futures contract?

This request holds for all Grains contracts with Short-Dated Options:
- Short Dated New Crop Corn Options - ZC (OZCD)
- Short Dated New Crop Soybean Options - ZS (OZSD)
- Short Dated New Crop Wheat Options - ZW (OZWD)

I note that it is a bit difficult to find any contracts and good data for these Short Dated New Crop Options:
- The short dated options symbols and strikes are not available in Options Chains
- Symbol lookup does not suggest Short-Dated Options given the text "OZC" or "ZC", but only when the user enters the full base "OZCD".
- Given that its hard to find these short-dated options, their volume is likely suffering a bit.

Thanks,

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CHW
Edited by CWeber984 on Feb 11, 2015 at 19:41:22

Posted: Feb 12, 2015 @ 02:34 PM             Msg. 2 of 3

Chris,

OZCD are options for December contracts (ZCZ5, ZCZ6, ZCZ7)
OZSD are options for November contracts (ZSX6, ZSX5)
OZWD are options for July contracts (ZWN5, ZWN6)

Thanks

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Vitaliy Pfau

Posted: Feb 12, 2015 @ 07:30 PM             Msg. 3 of 3

That's exactly the info I needed.

Email was also sent to me that included additional helpful info:
1) The short dated options are available on option chains, but again, you need to have the correct underlying futures contact selected to see them.
2) OZCD, OZSD, and OZWD appear in the symbol look up, you just need to enter the full base symbol. (Agreed. No longer an issue, as the options chain is available - chw)
3) No, these options are not that liquid and are used mainly by hedgers. (We'll see how these options look as we get closer to their expiry. - chw)

All questions in this thread are resolved. I appreciate your support. Thanks!
Edited by CWeber984 on Feb 12, 2015 at 19:32:21