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Viewing User Profile for: BigRunningBack
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Joined: Oct 12, 2019 12:12 PM
Last Post: Oct 14, 2019 10:18 AM
Last Visit: Oct 14, 2019 07:07 PM
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BigRunningBack has contributed to 2 posts out of 19450 total posts (0.01%) in 175 days (0.01 posts per day).

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IQFeed Developer Support » Futures Options symbol construction Oct 14, 2019 10:18 AM (Total replies: 3)

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?

IQFeed Developer Support » Futures Options symbol construction Oct 12, 2019 12:26 PM (Total replies: 3)


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!


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