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»Forums Index »IQFeed Developer »IQFeed Developer Support »Futures Options symbol construction
Author Topic: Futures Options symbol construction (4 messages, Page 1 of 1)

BigRunningBack
-Interested User-
Posts: 2
Joined: Oct 12, 2019


Posted: Oct 12, 2019 12:26 PM          Msg. 1 of 4
Hello,

I must be creating the symbols for CME Euro FX options incorrectly, as I am not getting a single price quote for any option I try to capture. I am going for ATM and nearest OTM calls and puts.
For example:

@EUZ19P11100 - this is the CME EuroFx futures option December 2019 expiration put strike 1.1100
@EUZ19C11200 - this is the CME EuroFx futures option Decemnber 2019 expiration call strike 1.1200
etc etc

Am I constructing these options symbols correctly? Does iqFeed provide quotes for options on futures? I believe the answer to both is Yes but I never ever receive a single price quote for ANY futures option.

What am I missing? Any help would be greatly appreciated!

Thanks!
Richard

DTN_Gary_Stephen
-Interested User-
Posts: 96
Joined: Jul 3, 2019


Posted: Oct 14, 2019 09:41 AM          Msg. 2 of 4
Try:

@EUUZ19P11100
@EUUZ19C11200

Note the extra U after the base @EU, before the month code.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

BigRunningBack
-Interested User-
Posts: 2
Joined: Oct 12, 2019


Posted: Oct 14, 2019 10:18 AM          Msg. 3 of 4
Thank you for your reply I will try that now!
Does that mean for other FX futures options the same rule applies?
Like for JY and GBP?

DTN_Gary_Stephen
-Interested User-
Posts: 96
Joined: Jul 3, 2019


Posted: Oct 14, 2019 11:26 AM          Msg. 4 of 4
Yes, that name convention appears to be correct. I'm finding option symbols for:

@JPUJ20P9300 JPY/USD PREMIUM SYLE 2PM FIX APRIL 2020 PUT 9300
@GBUJ20C12400 GBP/USD PREMIUM STYLE 2 PM FIX APRIL 2020 CALL 12400

By the way, I was able to locate these with the IQFeed.net symbol lookup tool at:
http://iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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