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Apr 08, 2019 10:13 AM

Jan 28, 2020 09:45 AM

Jan 28, 2020 09:45 AM

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MVenè has contributed to 4 posts out of 5593 total posts (0.07%) in 1844 days (0.00 posts per day).

20 most recent posts:

Market Data » Get Last Tick Jan 28, 2020 @ 09:45 AM (Total replies: 1)

I Need to receive the last available Bid/Ask prices of a security, futures option in my case.
In order to achieve this goal I request Tick data:

MyID = Client.Subscriptions.Ticks.Subscribe(MyContract.ID, Client.Subscriptions.Ticks.Duration.Create(1)).ID;

I assume that Client.Subscriptions.Ticks.Duration.Create(1) means the last available tick.
This kinda works because I get some prices, but this price is not the last Bid/Ask quote.

Probably I'm doing something wrong. Any Suggestion?

API Support » Futures Option Custom Compound Contract Jan 16, 2020 @ 11:39 AM (Total replies: 1)

My question is quite simple. How do I buid a custom compound contract to be able to trade, let's say, a strangle on ES?

API Support » OEC Api vs GF Api Dec 18, 2019 @ 04:37 AM (Total replies: 1)

Hello,

I'm am building an application and I started with the GF Api. I then realized that here in the forum it's a lot less discussed then the OEC Api. This is why I switched to the OEC.
What's the difference between the two?
I'm still in a phase where I can go from one to the other without too much effort, so I want to make sure to make the right choice before it gets almost irreversible.

API Support » Request Full Option Chains Dec 17, 2019 @ 09:12 AM (Total replies: 1)

Hello, I need to request the list of available options (maturity, strikes) for a given underlying symbol, let's say ES.

After creating the client, connecting to OEC server, etc, this is what I've done:

First I look up for all available contracts with "ES" in the symbol name


OECLookUp = new SymbolLookupCriteria()
{
OptionsRequired = true,
SearchText = "ES",
Mode = OEC.Data.SymbolLookupMode.AnyInclusion
};
OECClient.SymbolLookup(OECLookUp);


then when receiving the lookup I check whether the received contracts have options, for those who do, I send a new lookup looking for options. For those who don't I assume they are options coming from the second lookup, and print strike and style.
For simplicity, here, I only consider the first received underlying contracts, this results in at most two lookup requests


private void OECClient_OnSymbolLookupReceived(SymbolLookupCriteria symbolLookup, ContractList contracts)
{
if (contracts.First().HasOptions)
{
//Is Futures, ask for options
OECClient.SymbolLookup(new SymbolLookupCriteria
{
SearchText = "*",
ParentContract = contracts.First(),
DesiredResultCount = 999999
});
}
else
{
//Is Options, print underlying, strike, style
foreach (var C in contracts)
Console.WriteLine("{0} {1} {2}", C.ParentContract.Symbol, C.Strike, C.Put ? "Put" : "Call");
}

}


This looks like should working properly, based on other threads here in the forum. But it doesn't. My output is:
ESZ9 3220 Call
ESZ9 3345 Call
ESZ9 2955 Call

Of course there should be many more options available, not only three. But I keep getting only three.
If I request a look up on the second available underlying, instead of the first as in the example, I get 23 options returned. This looks very random.