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» Futures Options symbol construction
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| Author | Topic: Futures Options symbol construction (4 messages, Page 1 of 1) |
 BigRunningBack -Interested User- Posts: 2 Joined: Oct 12, 2019 
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Posted: Oct 12, 2019 12:26 PM
Msg. 1 of 4
Hello,
I must be creating the symbols for CME Euro FX options incorrectly, as I am not getting a single price quote for any option I try to capture. I am going for ATM and nearest OTM calls and puts. For example: @EUZ19P11100 - this is the CME EuroFx futures option December 2019 expiration put strike 1.1100 @EUZ19C11200 - this is the CME EuroFx futures option Decemnber 2019 expiration call strike 1.1200 etc etc Am I constructing these options symbols correctly? Does iqFeed provide quotes for options on futures? I believe the answer to both is Yes but I never ever receive a single price quote for ANY futures option. What am I missing? Any help would be greatly appreciated! Thanks! Richard |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019 
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Posted: Oct 14, 2019 09:41 AM
Msg. 2 of 4
Try:
@EUUZ19P11100 @EUUZ19C11200 Note the extra U after the base @EU, before the month code. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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BigRunningBack -Interested User- Posts: 2 Joined: Oct 12, 2019
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Posted: Oct 14, 2019 10:18 AM
Msg. 3 of 4
Thank you for your reply I will try that now!
Does that mean for other FX futures options the same rule applies? Like for JY and GBP? |
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DTN_Gary_Stephen -DTN Guru- Posts: 403 Joined: Jul 3, 2019
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Posted: Oct 14, 2019 11:26 AM
Msg. 4 of 4
Yes, that name convention appears to be correct. I'm finding option symbols for:
@JPUJ20P9300 JPY/USD PREMIUM SYLE 2PM FIX APRIL 2020 PUT 9300 @GBUJ20C12400 GBP/USD PREMIUM STYLE 2 PM FIX APRIL 2020 CALL 12400 By the way, I was able to locate these with the IQFeed.net symbol lookup tool at: http://iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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