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CAC40 options are on the cash index, not the future. https://live.euronext.com/en/product/stock-options/PXA-DPAR/contract-specification < By the way, when using reqContractDetails with an underlying

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

Why all this effort? I just use reqMarketData to stream the quotes of all legs with exchange = SMART. Am I missing here something?

I was working on it recently, so let me try to put a 1st draft of the answer: [Q] How do I retrieve the bid/ask for an option leg? [A] I found 3 ways so far. Only one works for me, but I'll mention

Try using reqContractDetails(<ticketid>, contract) and leave the strike and expiration fields of the contract blank. That's what I do to retrieve US equity options. It's very slow, but I cache the

Thanks, how do I retrieve the bid/ask for an option leg? ________________________________ Sent: Saturday, March 6, 2021 1:46 AM To: [email protected] <[email protected]> Subject: Re: [TWS API] How to

Hi, I try to obtain all expirations and strikes of the CAC40 future options (French Index, MONEP exchange). I use reqSecDefOptParams with these normal parameters: reqSecDefOptParams(Idreq, "CAC40",

I think you have to retrieve bid/ask for both legs separately and then calculate the combos bid/ask yourself. This is at least what I do.

Assuming that I have a ComboContract consisting of 2 or more option legs, how would I receive the current bid/ask for that combo?

Hey Bruce Answering your questions, I believe MD subs will be Market Data subscriptions. Using conID instead of other symbols will be faster and more reliable - conID is the identifier that IB will

Hi Peter, Thanks for the feedback. What is MD subs? I am using conID and it works well. What is the reasons for *always using conID instead of ISIN or Symbol for example? - Bruce

Can't help you with Python, but you might want to consult a "second opinion" in the form of a different API (Java, C, Csharp) to see wether it is TWS/network/IB related or some issue with the Python

I believe I may be having a similar issue.? Just started this morning though first time I've ever seen it.? Also connecting via TWS Python API but I am running everything locally on my computer.

Thanks.? Must be some edge case I haven't accounted for I'll do some digging.

Hey Bruce, You're always going to want to use Contract Id for MD subs..? If you need to start with ISIN, then use that via ReqContractDetails to get the contract id first.? Note it's possible the

Works for me when requesting 5min bars in 24hr chunks.

Since the tally of folks that have the same issue seems to be approximately zero, IB having an issue feels unlikely, though not impossible. So let me briefly raise three things that I'd look at if I'd

All, I am unable to access historical market data for CARR.? I do not get an error message back from IB, simply no data is returned. Is there an issue with the data for that ticker?? I am able to

Hi, Trying to subscribe to market data using following format (from samples) and including these fields but get error. Which fields are needed for stock and forex when using ISIN? Logically, currency

Thanks--we've checked our network pretty thoroughly, although we'll continue to check anything else we can think of, like making sure there's no excess traffic we've forgotten to take into account. To