¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io
  1. Twsapi
  2. Messages
Single Messages Topics Expanded Polls

How to access L2 Options Data with ib_insync? Or with other tools? Logs included

 

I'm trying to access the market-depth data for options, I subscribed to NYSE Arca Options Data however I'm not able to access the data, i tried for SPX, below are the relevant info:

option:

Option(conId=586551475, symbol='SPX', lastTradeDateOrContractMonth='20240118', strike=200.0, right='C', multiplier='100', exchange='CBOE', currency='USD', localSymbol='SPX ? 240119C00200000', tradingClass='SPX')


ticker:
Ticker(contract=Option(conId=586551475, symbol='SPX', lastTradeDateOrContractMonth='20240118', strike=200.0, right='C', multiplier='100', exchange='CBOE', currency='USD', localSymbol='SPX ? 240119C00200000', tradingClass='SPX'))

error:
Error 10092, reqId 7: Deep market data is not supported for this combination of security type/exchange, contract: Option(conId=586551475, symbol='SPX', lastTradeDateOrContractMonth='20240118', strike=200.0, right='C', multiplier='100', exchange='CBOE', currency='USD', localSymbol='SPX ? 240119C00200000', tradingClass='SPX')

[] []

[] []
Join [email protected] to automatically receive all group messages.