DerivativeSecurityList Instrument Symbol

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Matt Y

DerivativeSecurityList Instrument Symbol

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Hi all,
This may be a pretty simple question, or I might have got the whole
idea wrong ...
I noticed that when I do DerivativeSecurityListRequest for a Symbol
(SecurityType <- OPT) I get
<Sym>+[A-Z][A-Z]
As far as I understand, the first letter gives the expiry Month, and
the second the StrikePrice.

However, on Marketcetera, the strike price code and the actual strike
price given in the message do not equal. I was just wondering if I am
doing something wrong...

Also, is it possible to set SecurityType to things other than options
at present?

Thanks for your help.

Matt
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toli

Re: DerivativeSecurityList Instrument Symbol

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Matt,

If you are connecting to the Marketcetera simulated data feed, then
the data you get back is essentially random/canned data, and there's
no correspondence between the strike price that you get back and the
+XY option code that you get back.

Sorry for the confusion. You should just work off the strike price and
expiry month that come in their own respective fields as part of the
market data you get back.

To answer your 2nd question, no, we only support options as the
SecurityType for DerivativeListRequest.

hope this helps

On Wed, Aug 27, 2008 at 9:41 AM, Matt Y <[hidden email]> wrote:

> Hi all,
> This may be a pretty simple question, or I might have got the whole
> idea wrong ...
> I noticed that when I do DerivativeSecurityListRequest for a Symbol
> (SecurityType <- OPT) I get
> <Sym>+[A-Z][A-Z]
> As far as I understand, the first letter gives the expiry Month, and
> the second the StrikePrice.
>
> However, on Marketcetera, the strike price code and the actual strike
> price given in the message do not equal. I was just wondering if I am
> doing something wrong...
>
> Also, is it possible to set SecurityType to things other than options
> at present?
>
> Thanks for your help.
>
> Matt
> _______________________________________________
> _______________________________________________
> Marketcetera Users mailing list
> Marketcetera Documentation: http://trac.marketcetera.org
> To unsubscribe, go to
> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
>



--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
_______________________________________________
_______________________________________________
Marketcetera Users mailing list
Marketcetera Documentation: http://trac.marketcetera.org
To unsubscribe, go to
http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].