JCL,

there are several classes of FX options having the same expiry date, some are illiquid or not desirable for trading for some other reason.
However,contractUpdate() gets everything and selecting a contract via standard contract functions sometimes gets such an "undesirable" contract.

I am exploring 2 approaches: 1)"pruning" the received contract chain, getting rid of unnecessary lines or
- preferably- 2)creating own 'mini-chain' from the very beginning.

So, questions:
for 1) - how to access the first field - which in [Trade] mode contains "class" (a string, rather than time).
- will it be possible to set Expiry of selected structs to zero, or Contracts is a "read-only" list?
- can you implement a way to trim such live contract chain based on class and strikes?

for 2)
- can you enable loading/using a user-supplied chain dataset in [Trade] mode, like it is done in [Test] mode?
- how to properly fill in the Contract struct to pass to the contractPrice() to request a price update for an arbitrary, user-defined contract?

Thank you.

Last edited by Zheka; 09/04/18 21:41.