Re: E-MINI reqTickByTick data parameters
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localSymbol should be ¡°ESZ3¡±. What you¡¯ve got, ¡°ESZ2¡±, is for December 2022. ? ?
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From: [email protected] <[email protected]> On Behalf Of fran
Sent: Monday, November 20, 2023 8:51 PM
To: [email protected]
Subject: [TWS API] E-MINI reqTickByTick data parameters? Hi everyone, I am having trouble getting the E-MINI ticker tick-by-tick data (specifically E-mini S&P 500; ESdec15'23(50) CME). I am trying to run this line of code: - m_pClient->reqTickByTickData(20004, ContractSamples::EMINI(), "BidAsk", 0, false);
Where the contract is described like this in another file:
Contract ContractSamples::EMINI(){
??? Contract contract;
?? ?contract.symbol = "ES";
?? ?contract.secType = "FUT";
?? ?contract.exchange = "CME";
?? ?contract.currency = "USD";
??? contract.localSymbol = "ESZ2";
?? ?contract.lastTradeDateOrContractMonth = "202315";
?? ?return contract;
}
I keep getting an error related to a non-existing ticker.
I would appreciate any help/insight to solve this.
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