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Direct MessagesDate/Time: Sun, 05 May 2024 11:58:10 +0000
Post From: Problem loading certain ES weekly options, using IB
| [2019-05-16 19:02:19] |
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We apologize for the delay getting back to you. Also we do not accept private messages from anyone. Is there a way to analyze the risk of an options book? Calculate greeks, plot volatility curves/surfaces? Something like IB's Risk Navigator, or TOS Analyze tab? I couldn't find it, and that's the barely minimum to properly trade options. OK, we understand your point, we were just simply referring to that this new order routing solution does support reliable CME futures options market data and order routing.We think we know a solution to the problem and that is we will always use the symbol components data which comes in with order updates from TWS to assemble the symbol rather than using the contract data if it already exists, in the case of futures options. What we think has happened here, is that you were looking at options symbols in Sierra Chart and contract data was looked up for those and the given contract ID was then mapped to the given details. But because IB may have been doing a nearest match, the returned contract ID for the symbol you were using may not have been for that particular symbol and then when that contract ID came in on an order update, the symbol was wrong. That is our best analysis. Once again there is no bug here on our side. We already looked at this quite closely. There simply is no potential for any error in this area on our side. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-16 19:04:10
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