BigRunningBack
-Interested User-
Posts: 2
Joined: Oct 12, 2019
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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
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DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019
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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
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BigRunningBack
-Interested User-
Posts: 2
Joined: Oct 12, 2019
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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?
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DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019
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Posted: Oct 14, 2019 11:26 AM
Msg. 4 of 4
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