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CAC40 option chains reqSecDefOptParams

Francois G All Messages By This Member #46691 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", "MONEP", "FUT", 466563742)?? //466563742 = ConId of FUT 16 APR 2021 (FCEJ1) Nothing is returned. I tried everything, using "IND", underlying data, local name, etc... Anybody knows how to do it? Or is it that reqSecDefOptParams doesn't work with CAC40 Futures?
Crow All Messages By This Member #46693 开云体育 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 expirations and strikes so that I don't retrieve the same ones next time I make the call. toggle quoted message Show quoted text From: [email protected] <[email protected]> on behalf of Francois G via groups.io <namasteparis@...> Sent: Saturday, March 6, 2021 3:29 AM To: [email protected] <[email protected]> Subject: [TWS API] CAC40 option chains reqSecDefOptParams ? 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", "MONEP", "FUT", 466563742)?? //466563742 = ConId of FUT 16 APR 2021 (FCEJ1) Nothing is returned. I tried everything, using "IND", underlying data, local name, etc... Anybody knows how to do it? Or is it that reqSecDefOptParams doesn't work with CAC40 Futures?
Francois G All Messages By This Member #46697 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... ? ?
Matthias Frener #46698 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]>: toggle quoted message Show quoted text 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... ? ?
Francois G All Messages By This Member #46701 That's indeed a very good answer. I didn't know about Europe Index options, even though we only trade CAC40 FUTURE, DAX Future,... I thought CAC40 options were those of the futures, not of the index. Now, reqSecDefOptParams (Idreq, "CAC40", "", "IND", 946200)? works fine ! Beware NOT to mention MONEP for 3rd parameter, and leave it blank. This was my mistake also. And reqContractDetails returns CAC40 option chains, when passing CAC40 Index as parameter. Thanks a lot! Francois

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