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PostPosted: Wed Oct 16, 2013 11:49 am 
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Joined: Tue Oct 15, 2013 5:24 pm
Posts: 8
I'm trying to get quotes for DAX Options using IB provider.
For example, setting new option instrument:
Name = P 8750 NOV 2013
Maturity = 20131115
Factor = 5
AltSymbol = DAX
Strike = 8750
PutCall = PUT
Currency = EUR
Exchange = DTB

IB is expecting to the following format (talked with their tech support): DAX-OPT-20131115-8750-P-5-DTB--EUR (the instrument name is not used when using AltSymbol)
But when examining the IB log file the format sent is: DAX-OPT-201311-8750-P--DTB--EUR---0

The diff's are –
1. The expiry date format passing is only yyyyMM and not yyyyMMdd (if i change it in the IB provider properties to yyyyMMdd then it parsed as yyyyMM/dd and this is incorrect format also)
2. The multiplier field is missing, which in this symbol's case is 5

Is there any solution :?:


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PostPosted: Wed Oct 16, 2013 7:17 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

we will check this issue tomorrow.

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PostPosted: Thu Oct 17, 2013 12:21 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

IB plugin sends contract multiplier, but it is not enought to determine
the contract exactly, because the different maturity dates (Nov-01, Nov-08, Nov-15) have
the same multiplier (5). So, you need to set ContractExpiryFormat to yyyyMMdd in order
to receive market data. It works for me fine - please, see screenshot.


Attachments:
DAX Nov13.png
DAX Nov13.png [ 34.32 KiB | Viewed 6832 times ]

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PostPosted: Fri Oct 18, 2013 12:31 am 
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Joined: Tue Oct 15, 2013 5:24 pm
Posts: 8
Great! works for me as well :wink:
I think it would be best if you can somehow add this to your Know How product documentation since this is not straight forward to apply.


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PostPosted: Thu Mar 20, 2014 10:11 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
can you please help me with this one:
Attachment:
IBM.jpg
IBM.jpg [ 40.7 KiB | Viewed 6597 times ]

I use OQ tools to import this IBM option instrument, but this does not work


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PostPosted: Thu Mar 20, 2014 10:16 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
I am aslo not able to import NYMEX gold option chain to OQ, the symbol is OG in TWS. It can not be found using the search tool, not sure how to setup this.


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PostPosted: Thu Mar 20, 2014 11:01 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

As I mentioned in my previous post, sometime it is needed to set ContractExpiryFormat
property of IB plugin to yyyyMMdd value, because IB cannot recognize the contract
if it has more than one expiration within a month. Please, see attachment.

P.S. TWS does not recognize OG symbol.


Attachments:
IBM_Apr14_190_P.png
IBM_Apr14_190_P.png [ 23.15 KiB | Viewed 6590 times ]

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PostPosted: Thu Mar 20, 2014 12:34 pm 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
thank you very much. the Gold option I mentioned above is:
Attachment:
GC.jpg
GC.jpg [ 62.57 KiB | Viewed 6588 times ]
, not sure how to setup these FOPs such as this one:
Attachment:
ES.jpg
ES.jpg [ 48.69 KiB | Viewed 6588 times ]


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PostPosted: Thu Mar 20, 2014 1:19 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi, please see screenshots


Attachments:
GC_Mar14_properties.png
GC_Mar14_properties.png [ 12.45 KiB | Viewed 6588 times ]
GC_Mar14_import.png
GC_Mar14_import.png [ 76.94 KiB | Viewed 6588 times ]

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