Error: No security definition has been found for

S

sungtaeyoo

I tried to get snapshot of SPX Call option. So I created Contract like below(I'm
using Krs.Ats.IBNet for c#) and then called
RequestMarketData() but I got "Error: No security definition has been found for the request".

Does anybody know what's wrong with the Contract?

mainCallCont = new Contract(101, "SPX", SecurityType.Option, "20101124", 1200.0,
RightType.Call,"", "Smart", "USD", "", "", SecurityIdType.None, "");

client.RequestMarketData(SnapshotRequestBase+1, mainCallCont, null, true,
false);
 
Quote from sungtaeyoo:

I tried to get snapshot of SPX Call option. So I created Contract like below(I'm
using Krs.Ats.IBNet for c#) and then called
RequestMarketData() but I got "Error: No security definition has been found for the request".

Does anybody know what's wrong with the Contract?

mainCallCont = new Contract(101, "SPX", SecurityType.Option, "20101124", 1200.0,
RightType.Call,"", "Smart", "USD", "", "", SecurityIdType.None, "");

client.RequestMarketData(SnapshotRequestBase+1, mainCallCont, null, true,
false);
More...

Why didnt you say what API and broker this is for?

change Smart to CBOE
 
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