Posted By: Zheka
Options trading questions - 09/04/18 18:04
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.
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.