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);