开云体育

ctrl + shift + ? for shortcuts
© 2025 开云体育
  1. Twsapi
  2. Topics

reqContractDetails() does not get a callback if secType = "OPT"

 

I had some old code I haven't run for a few years, which used to successfully retrieve an option chain.? I've been trying to update it but for the life of me I can't get hold of an option chain through reqContractDetails() with code which used to work.
?
I've updated to IB Gateway 10.33 and also a python client implementing API 10.30.01.
?
I can call reqContractDetails
?
contract = Contract()
contract.symbol = "AAPL"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "SMART"
reqContractDetails(1, contract)
?
This works perfectly and I retrieve the details just fine.
?
If however I then do:
optContract = Contract()
optContract.symbol = "AAPL"
optContract.currency = "USD"
optContract.exchange = "SMART"
optContract.secType = "OPT"
optContract.multiplier = ""
optContract.conId = 0
reqContractDetails(2, optContract)
?
Then the contractDetails() callback never gets called, or at least within my 60 second timeout.? I have tried with "" for exchange and multiplier - no dice.
?
I can see how if I'm not properly defining a request for the option then it won't find it - but then I'd expect a "security not found" type message - whereas this is more like as soon as the contract type is set to OPT the callback never takes place.
?
Any ideas?? Is it possible that I'm doing this on a Sunday and it will work during regular trading hours?
?
Thanks in advance,
S.?
 

开云体育

Your request for the AAPL options actually returns 2482 contract details. The whole lot is returned within a second or two. You should be able to easily verify this from the API log.

?

See attached screenshot.

?

I can’t speculate as to why your code doesn’t receive them, but the fault is certainly not in the IBKR API code.

?

Richard

ContractInspector 2025-01-12 220309.png

 

Thanks Richard, appreciate you looking.
From your screenshot, it doesn't look like this is running via the gateway, or is it?
?
The API messages for the first of my calls are:
?
Whereas for the second call they are (and then it hangs):
?
?
?
So it's definitely not getting a call back rather than something in my code.
?
Actually, I've just tried another ticker given the v. large option chain on AAPL you report.? If the ticker is a smaller chain, say LPRO, then it does work as expected.? Surely this is a bug though?? Just hanging without a call back for 60s if the chain is too big?? Should I be reporting it or is it considered normal operation?
?
?
 

OK, I think the issue is trying this outside of trading hours like on a Sunday - this weekday morning it seems to work as expected.? Weird as I'd have thought looking up option contracts should not need live market data but it appears that's not the case.? It just so happened I tried the smaller chain first this AM which is why it worked rather than the chain size.
 

Worked for me just now, so your problem is not related to trading hours. I received 2,404 contracts within 10 to 12 seconds.

Maybe you need to check your setup or get a "second opinion" by using a different client. Richard's screen shot was from his very handy "Contract Inspector" tool that you can . Maybe start with that.

闯ü谤驳别苍

?

On Mon, Jan 13, 2025 at 12:18 AM, Stephan Gueorguiev wrote:

OK, I think the issue is trying this outside of trading hours like on a Sunday - this weekday morning it seems to work as expected.? Weird as I'd have thought looking up option contracts should not need live market data but it appears that's not the case.? It just so happened I tried the smaller chain first this AM which is why it worked rather than the chain size.
 

Working fine here on TWS 10.30, including on non-RTH.?

Try not doing this — I definitely?don't:

optContract.multiplier = ""
optContract.conId = 0


image.png
[...]

On Mon, Jan 13, 2025 at 8:19?AM 闯ü谤驳别苍 Reinold via <TwsApiOnGroupsIo=[email protected]> wrote:

Worked for me just now, so your problem is not related to trading hours. I received 2,404 contracts within 10 to 12 seconds.

Maybe you need to check your setup or get a "second opinion" by using a different client. Richard's screen shot was from his very handy "Contract Inspector" tool that you can . Maybe start with that.

闯ü谤驳别苍

?

On Mon, Jan 13, 2025 at 12:18 AM, Stephan Gueorguiev wrote:
OK, I think the issue is trying this outside of trading hours like on a Sunday - this weekday morning it seems to work as expected.? Weird as I'd have thought looking up option contracts should not need live market data but it appears that's not the case.? It just so happened I tried the smaller chain first this AM which is why it worked rather than the chain size.



--
Daniel
 

Yep, you need to specify the option multiplier ("100").
?
You don't need to set conId = 0 unless you're reusing the same contract for the option as for the underlying; otherwise, I've noticed TWS will simply retrieve the contract associated to the conId if not 0.

1 - 7 of 7