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Old Nov 24th, 2010, 08:23 PM   #1
sungtaeyoo
 
 
Join Date: Aug 2010
Posts: 55
I tried to get snapshot of SPX Call option. So I created Contract like below(I'm
using Krs.Ats.IBNet for c#) and then called
RequestMarketData() but I got "Error: No security definition has been found for the request".

Does anybody know what's wrong with the Contract?

mainCallCont = new Contract(101, "SPX", SecurityType.Option, "20101124", 1200.0,
RightType.Call,"", "Smart", "USD", "", "", SecurityIdType.None, "");

client.RequestMarketData(SnapshotRequestBase+1, mainCallCont, null, true,
false);
    Quote
Old Nov 24th, 2010, 09:07 PM   #2
rosy2
 
 
Join Date: Aug 2006
Posts: 1,399
Quote:
Quote from sungtaeyoo:

I tried to get snapshot of SPX Call option. So I created Contract like below(I'm
using Krs.Ats.IBNet for c#) and then called
RequestMarketData() but I got "Error: No security definition has been found for the request".

Does anybody know what's wrong with the Contract?

mainCallCont = new Contract(101, "SPX", SecurityType.Option, "20101124", 1200.0,
RightType.Call,"", "Smart", "USD", "", "", SecurityIdType.None, "");

client.RequestMarketData(SnapshotRequestBase+1, mainCallCont, null, true,
false);
Why didnt you say what API and broker this is for?

change Smart to CBOE
    Quote
Old Nov 24th, 2010, 10:38 PM   #3
sungtaeyoo
 
 
Join Date: Aug 2010
Posts: 55
Sorry. I'm using IB API with Krs.Ats.IBNet which is c# wrapper.
    Quote
Old Nov 25th, 2010, 12:58 AM   #4
Bob111
 
 
Join Date: May 2002
Posts: 7,249
try TWSAPI yahoo board..
    Quote
 
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