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')

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I found my first issue, not all exchanges support the deep market data, now I found the list of supported exchanges and I'm trying to get META Option Deep Market Data however it's still not giving anything but doesn't throw the earlier error.

The new error is saying that, requested data is not subscribed, however I did subscribe to AMEX Options L2 Data, and the exchange on the contract is AMEX. Any idea what might be wrong??

?

Maybe there is not deep market data when market is closed or I'm truly not?subscribed.

Just to make sure, can you verify on client platform (TWS) if you see L2 on the option you are testing?

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looks like im not subscribed but I did subscribe and when I clicked on take me to subscription page it selected the same option that I already selected earlier. Also one thing is that I don't have any money in the account just opened new, and this data is not free so maybe they dont let you access until you have some money in the account?

It's possible (I always had money in account, so not sure :| )

Anyways, once you have the data subscription working, then try again with your code.

On Wed, Jan 3, 2024 at 09:25 AM, <emskaplann@...> wrote:

looks like im not subscribed but I did subscribe and when I clicked on take me to subscription page it selected the same option that I already selected earlier. Also one thing is that I don't have any money in the account just opened new, and this data is not free so maybe they dont let you access until you have some money in the account?

You raised a valid concern about a reason it may not work. Real-Time is not free.
This is an issue to be seen with IBKR.
As far as I remember:
You not only need cash on your account, but you may need at least 25000 USD to allow real-time data to flow trough. (otherwise you may access 15 min delay quotes only)
In case you wonder this is fair because IB pay for it,? and other feeds, for only US exchanges for RT L2? charge at least 200$/month
while IBKR can give you a small interest on your cash deposit in the odd case you don't trade it.

开云体育

Thanks
Good to know.

I may have confuse that with the 25K USD NYSE/FINRA minimal Margin requirement for intraday trading, like in
Which is not related to data feed limitations, I concede.

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you got me scared man :D anyways Im glad there is no such limitation, I'll try funding 500$ and see what happens