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Post From: DTC SC Client: Search for Options Definitions by Underlying?

[2018-03-22 03:39:58] Link To Thread - Link To Post [Go To First Post]
AndrewAMD1 - Posts: 31
Hello, I have an Amp account with CQG, and it has options support. Using the SC platform itself, I am able to list out options for a given futures contract and produce a chart for a given options symbol. The problem: I am trying to make a DTC client algorithm that trades options. I need to be able to get a list of all options available for a given underlying asset. I ran into a snag: If I send a SYMBOLS_FOR_UNDERLYING_REQUEST message with a futures contract symbol as the underlying, I get a REJECT response saying that the message is unsupported. Question #1: How can my DTC client to Sierra Chart get a list of options symbols for a given underlying futures contract, if I am using CQG? Question #2: Does the SC DTC server provide info on expiry, strike, put/call info for options definitions, or are those fields unset? If not, can they be supported by SC? Question #3: It looks like an American/European enum would be a useful field for options, but I don't see it in the security definition message. Can it be added? and then supported by SC? Question #4: Come to think of it, I can't get a list of futures contracts for an underlying either. How can I get this info via DTC as an SC client? Question #5: Is any of the above functionality actually supported if I switch Sierra Chart to a different service, such as IB or the SC real or historical data feeds? Date Time Of Last Edit: 2018-03-22 23:28:19