Error: No security definition has been found for

Discussion in 'Automated Trading' started by sungtaeyoo, Nov 24, 2010.

  1. 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,
  2. rosy2


    Why didnt you say what API and broker this is for?

    change Smart to CBOE
  3. Sorry. I'm using IB API with Krs.Ats.IBNet which is c# wrapper.
  4. Bob111


    try TWSAPI yahoo board..