Re: CAC40 option chains reqSecDefOptParams
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CAC40 options are on the cash index, not the future.
< By the way, when using reqContractDetails with an underlying CAC40 Future, I realize that asking for 'FOP' returns nothing. Using 'OPT' works. Another inconsistency... :(
OPT actually is correct, since it the index option. FOP is the future option.
In europe this is a bit different. CAC, DAX & co are all EU-style equity index options and there are no future options.
On US you usually have both, like there are SPX index options and ES future options, where the first also is an OPT on an IND (simliar to CAC) and the second is a FOP on the ES future (there are no options on the CAC future).
Am So., 7. M?rz 2021 um 10:43?Uhr schrieb Francois G via <namasteparis= [email protected]>:
Thanks Crow, that's indeed my plan B. But for speed reason, and above all, to make this reqSecDefOptParams WORK, I would need an answer using reqSecDefOptParam.I need to know if reqSecDefOptParams can be used with CAC40 FOP, or is it a bug?
By the way, when using reqContractDetails with an underlying CAC40 Future, I realize that asking for 'FOP' returns nothing. Using 'OPT' works. Another inconsistency... :(
Maybe Josh could answer me, how to get an answer using reqSecDefOptParams with reqSecDefOptParams(Idreq, "CAC40", "MONEP", "FUT", 466563742)?? //466563742 = ConId of FUT 16 APR 2021 (FCEJ1) ?
Thanks in advance, or else I'll create a ticket tomorrow...
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