Re: reqSecDefOptParams() hangs for some futures symbols but not others.
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For both calls:
?(sec-def-opt-params-req (gen-rid) 'ES "GLOBEX" 'FUT 371749798))
?(sec-def-opt-params-req (gen-rid) 'ES "GLOBEX" 'FUT 383974339))
Seeing normal msg response in the sense of a series of 75 msg, followed by a 76.? The Sec Def Opt Param and Sec Def Opt Param End msgs.? No obvious difference in the data returned with regard to formatting.
Note I am not utilizing the Python lib, but invoking the API via a different library.? So from the API req/rsp msg layer seems ok on the surface as of time of writing.
When calling reqSecDefOptParams() on ES futures, it's possible to see it inexplicably hang.
Given the call:
- reqSecDefOptParamsAsync(**{'underlyingSymbol': 'ES', 'futFopExchange': 'GLOBEX', 'underlyingSecType': 'FUT', 'underlyingConId': 371749798})
Where the conId is for ESU0, the call will hang, however given the call:
- reqSecDefOptParamsAsync(**{'underlyingSymbol': 'ES', 'futFopExchange': 'GLOBEX', 'underlyingSecType': 'FUT', 'underlyingConId': 383974339})
Where the conId is for ESZ0, the call returns data as expected.
I'm using ib_insync, but this doesn't appear to be a bug with that library
Additionally when calling it for ESZ0, only some expiries are not being returned. I can see dates in the TWS option chain that do not show up in the API response.
Has anyone played with this before?
I know about the reqContractDetails() approach, but that is good for 1 option chain call seemingly per minute. For ES it returns 11000 rows
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