Support Board
Date/Time: Sat, 01 Mar 2025 04:23:46 +0000
ACSIL option query
View Count: 579
| [2021-08-30 19:12:15] |
| Chad - Posts: 234 |
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Hi SCE, I'm looking for an ACSIL function to request the list of available option symbols for an underlying futures contract, i.e. like seen when going to File>>Find Symbol>>(select symbol)>>Get Options. I'm not seeing one...is this available? Also, are FOPs for exchanges HKFE (e.g. Hang Seng Index), JPX/OSE (e.g. TOPIX index), and EUREX (e.g. DAX Index) available? |
| [2021-08-31 20:11:20] |
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None of this is supported.
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| [2021-09-02 15:45:05] |
| Chad - Posts: 234 |
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Okay, then I suppose the workaround on my side is to generate a list of symbols which an ACSIL script can iterate through for data requests - briefing through the list created within SC after selecting 'Get Options', I see from some example codes for ES, NQ and RTY Sep '21 expiries as examples: ES: E1AU21 C4115.FUT_OPT.CME (09-07 OpEx, Sep '21 fut contract) NQ: Q5AQ21 C1495.FUT_OPT.CME (08-30 OpEx, Sep '21 fut) RTY: R3EV21 C2440.FUT_OPT.CME (10-15 OpEx, Sep '21 fut) In the first 6 characters for each of them, I follow what the 2nd, and 4th-6th characters denote...what do the 1st and 3rd ones denote? Looking further into the list of ES FOPs, I see ones like 'EW1U21 P2750.FUT_OPT.CME', and now the 2nd character (W) is not clear to me. Date Time Of Last Edit: 2021-09-02 15:49:40
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| [2021-09-13 21:51:48] |
| Chad - Posts: 234 |
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I checked CME Group's website and, with their 'Quik Strike' tool, found that they create the symbol convention making these 'E1A', 'Q5A' etc. strings. My apology, I should've checked that first.
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