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Micro Emini MES Option Contract Symbol #487837
10/11/23 09:26
10/11/23 09:26
Joined: Sep 2021
Posts: 12
A
avy Offline OP
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avy  Offline OP
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A

Joined: Sep 2021
Posts: 12
Hi,
Please could someone help /share with micro E mini MES's interactive brokers options symbol to download options chain & trade in zorro ? Thanks

Re: Micro Emini MES Option Contract Symbol [Re: avy] #487838
10/11/23 10:11
10/11/23 10:11
Joined: Mar 2022
Posts: 21
Frankfurt am Main
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BrainSailor Offline
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BrainSailor  Offline
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Posts: 21
Frankfurt am Main

Re: Micro Emini MES Option Contract Symbol [Re: BrainSailor] #487839
10/11/23 10:38
10/11/23 10:38
Joined: Sep 2021
Posts: 12
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avy Offline OP
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avy  Offline OP
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Thanks for your reply, I am after options on future micro emini - CME exchange. I am trying to resolve the following error, think i might have got the symbol in Zorro wrong !


!Error validating request.-'bW' : cause - When the local symbol field is empty, please fill the following fields (right, strike, expiry) MES-FOP-MESZ3-0.00--MES/--USD
!Error validating request.-'bW' : cause - When the local symbol field is empty, please fill the following fields (right, strike, expiry) MES-FOP-MESZ3-0.00--MES/--USD


More detail on this product is available here :https://www.cmegroup.com/markets/equities/sp/micro-e-mini-sandp-500.volume.options.html

Last edited by avy; 10/11/23 10:40.
Re: Micro Emini MES Option Contract Symbol [Re: avy] #487840
10/11/23 10:58
10/11/23 10:58
Joined: Mar 2022
Posts: 21
Frankfurt am Main
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BrainSailor  Offline
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Frankfurt am Main
This is doing the trick:

contractUpdate("MES-FOP----CME",0,CALL|PUT|FUTURE);

I get now:

[77: Wed 23-10-11 11:00] 4358.24/4358.24\4358.24/4358.24 -0.0
!Get Future Option Chain MES-FOP--0.00--/--USD
Chain of 7324 MES-FOP----CME contracts

Hope that helps!

Re: Micro Emini MES Option Contract Symbol [Re: BrainSailor] #487845
10/12/23 19:01
10/12/23 19:01
Joined: Sep 2021
Posts: 12
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avy Offline OP
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avy  Offline OP
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Joined: Sep 2021
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Thank you so much , it is very strange it still doesn't work .. might be to do with my data permission. I will contact IB to clarify this. I appreciate your help !


!Get Future Option Chain MES-FOP--0.00--/--USD
!No security definition has been found for the request MES-FOP--0.00--/--USD
Contract Number: 0
Error 047: No bars generated
Logout.. ok

Re: Micro Emini MES Option Contract Symbol [Re: avy] #487846
10/12/23 19:07
10/12/23 19:07
Joined: Sep 2021
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avy Offline OP
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avy  Offline OP
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Joined: Sep 2021
Posts: 12

Sorry , found an issue -- all sorted - thanks so much again for your help !

set(NFA);
assetList("AssetsIB");
assetAdd("MES","MES-FOP----CME");


assetAdd was causing an issue -- when i changed it to assetAdd("MES-FOP----CME"); It worked!

Cheers


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