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» Issue using CEO command to download options tickers
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| Author | Topic: Issue using CEO command to download options tickers (5 messages, Page 1 of 1) |
 Mark Reiten -Interested User- Posts: 2 Joined: Jun 6, 2022 |
Posted: Jun 6, 2022 10:44 PM
Msg. 1 of 5
I am using the CEO command as documented in the attached image to retrieve equity options using TickStr as a variable and I seek 2 near months with 10 in the money and 10 out of the money options contracts for both puts and calls. This command string complies with your documentation for protocol 6.1 but the command does not generate any returned data. What am I doing wrong?
sCommand = "CEO," & TickStr & ",pc," & " ," & "2," & "2," & "10," & "10," & "MWR," & "1" & vbCrLf Mark Reiten File Attached: CEO command usage.png (downloaded 431 times) |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019 
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Posted: Jun 7, 2022 01:58 PM
Msg. 2 of 5
Mark,
That command works successfully for me: CEO,AAPL,pc,,2,2,10,10,MWR,1 Without knowing more, I can think of two possible problems: 1. Are you sending the SET PROTOCOL command after you connect? This command will fail in the default protocol of 4.9. 2. Are you using the command with index/equity symbols? CEO will return NO_DATA if the symbol is not of that type, such as a future. Hope this helps! Let me know if I can help further! Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Mark Reiten -Interested User- Posts: 2 Joined: Jun 6, 2022 |
Posted: Jun 11, 2022 05:37 PM
Msg. 3 of 5
Gary,
It checked the protocol and I am using 6.1 which I had used successfully for a long time. It still does not work. I went back to the VB source code for OptionChainSocket and ran utility to see if it worked correctly. When I set the ticker to apple and the criteria settings to both put/call checked, near months = 2, in/out of money checked and 10in and 10 out of the money contracts the OptionChainSocket utility is sending this string: CEO,aapl,pc,,2,2,10,10,,F The response from the system is E !SYNTAX_ERROR! !ENDMSG! Is my account set up correctly? The behavior of the system seems to have changed... Regards, Mark Mark Reiten |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 
IQML - IQFeed-MATLAB connector |
Posted: Jun 12, 2022 02:43 AM
Msg. 4 of 5
Mark - you have 2 bugs in your code:
1. The symbol name needs to be in UPPERCASE, i.e. "AAPL" not "aapl" 2. The IncludeNonStandardOptions parameter needs to be 0 or 1 (not "F") See http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm Note that the parameters order in the CEO command changed in protocol 6.1, so if you need to support earlier protocol versions you need to change the parameters order accordingly. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019
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Posted: Jun 15, 2022 10:06 AM
Msg. 5 of 5
Mark,
Poster altmany is correct on both counts. API commands are case-sensitive, and IncludeStandardOptions needs to be 1 to include them, or 0 to exclude. (This can also be omitted if you want 0, because that is the default.) This command should return your desired results: CEO,AAPL,pc,,2,2,10,10,,1 Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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