I just requested the full option chain (all
expiries) for the SPX.? The system returned 7646 contracts with an
elapsed time of about one minute.? If you're getting timeouts or
disconnects, I suspect you are doing something wrong.
The option chains are "Contract" objects which contain
information about the item, probably the most important of which is the
contract ID.? You then use the contract ID to subscribe price
quotes, Greeks, etc.
[rwk]
At 06:19 PM 12/23/2015, you wrote:
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Please read my post in topic
"Building an options trading algo using TWS. Need? help".
It explains in detail what I am trying to achieve.
