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» there is no response for CFO request. Please, help.
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| Author | Topic: there is no response for CFO request. Please, help. (3 messages, Page 1 of 1) |
 kytmanov -Interested User- Posts: 13 Joined: Jun 16, 2015 |
Posted: Jun 17, 2015 11:52 AM
Msg. 1 of 3
Hello,
I'm trying to send CFO request as it was recommended in previous discussion here: http://forums.dtn.com/index.cfm?page=topic&topicID=4022 But no luck. I send exactly this command: CFO,@ESU15,pc,FGHJKMNQUVXZ,56789,0,r17 and expect to get all options for future @ESU15. IQConnect sends me back NO_DATA error: r17,E,!NO_DATA!,, What's wrong? Thank you in advance, Anton. PS Here is a few lines from IQConnect log file: FROM CLIENT LookupRequest 15384 2015-06-17 19:48:13 CFO,@ESU15,pc,FGHJKMNQUVXZ,56789,0,r17 TO CLIENT LookupError 15384 2015-06-17 19:48:13 r17,E,!NO_DATA!,, r17,!ENDMSG!, TO CLIENT LookupData 15384 2015-06-17 19:48:13 r17,E,!NO_DATA!,, r17,!ENDMSG!, |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Jun 17, 2015 12:48 PM
Msg. 2 of 3
For the lookup, just use the root symbol, @ES.
CFO,@ES,pc,FGHJKMNQUVXZ,56789,0,r17 If you just want Sept. 2015 options you can use limit your return like in the call below. CFO,@ES,pc,U,5,0,r17 Tim |
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kytmanov -Interested User- Posts: 13 Joined: Jun 16, 2015 |
Posted: Jun 18, 2015 01:25 AM
Msg. 3 of 3
Quote: For the lookup, just use the root symbol, @ES.  Wow! I think you should clearly explain this in your documentation OptionChainsviaTCPIP.html at least. Maybe a few examples specifically for futures.It is stated there that I have to specify Symbol. But ideally your server should understand exact request and return options only for requested future as it is stated in your documentation. Do you plan to improve it to this level? OK, what if I need July 15 options on @ESU15 futures exactly? How many chances there are several July 15 option series for different futures? I.e. July 15 series for @ESU15 and July 15 series for @ESZ15 for example? What is my algorithm of reasoning to link @ESN15C200000 to @ESU15 futures? I do not see a clear way to link them... So it is hard to understand what future should I use for delta-hedge. Anton. Edited by kytmanov on Jun 18, 2015 at 01:26 AM |
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