Micro Emini MES Option Contract Symbol

Posted By: avy

Micro Emini MES Option Contract Symbol - 10/11/23 09:26

Hi,
Please could someone help /share with micro E mini MES's interactive brokers options symbol to download options chain & trade in zorro ? Thanks
Posted By: BrainSailor

Re: Micro Emini MES Option Contract Symbol - 10/11/23 10:11

Its "XSP"

You can check the side:

https://www.cboe.com/tradable_products/sp_500/mini_spx_options/specifications/
Posted By: avy

Re: Micro Emini MES Option Contract Symbol - 10/11/23 10:38

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
Posted By: BrainSailor

Re: Micro Emini MES Option Contract Symbol - 10/11/23 10:58

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!
Posted By: avy

Re: Micro Emini MES Option Contract Symbol - 10/12/23 19:01

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
Posted By: avy

Re: Micro Emini MES Option Contract Symbol - 10/12/23 19:07


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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