From the Change Log:
How does it work harder?
QUOTE:
GetOptionSymbol() works harder to find a valid contract in the Option Chain.
How does it work harder?
Rename
Wow, you delve into every detail of extension change logs (even the hidden).
It tests to see if the first choice for a strike has traded. If it hasn't, it's an invalid contract (at least at that time) and the logic skips to the next strike in the chain and repeats the test.
The problem with the IB Option Chain is that it just gives you all the expirations and all the strikes. All the combinations will not be valid.
The problem with the IB Option Chain is that it just gives you all the expirations and all the strikes. All the combinations will not be valid.
Excellent! You stated (and WL apparently solved) the problem I am currently trying to resolve in my strategy development of backtesting and auto trading options.
ADDITION:
The way this issue manifests for me, when I try to fetch bar history, I get a null return. This happens even if the strike has Open Interest but has not been traded that day (the Index day of the backtest). Does this upgrade address that issue?
ADDITION:
The way this issue manifests for me, when I try to fetch bar history, I get a null return. This happens even if the strike has Open Interest but has not been traded that day (the Index day of the backtest). Does this upgrade address that issue?
QUOTE:
Wow, you delve into every detail of extension change logs (even the hidden).
Haha, Eugene. Yes, I have been accused from time to time of being very detail oriented. But this stuff is close to what I'm working on currently, and details matter.
I suspect the WL team would put me to shame when it comes to that trait. I don't know how your team manages to keep so many spinning plate details in the air. (So there's no misunderstanding, that's my version of a high compliment)
QUOTE:It doesn't guarantee a non-null result, but it's a lot less likely now.
Does this upgrade address that issue?
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