I am getting this error in the Log Viewer when running my strategy in the SM. It runs fine in a SW and the settings are the same
Is this notation for a C512.5 call?
QUOTE:
"3/8/2024 12:04:25:254" "InteractiveBrokers" "200: No security definition has been found for SPY 240318C00512500"
"3/8/2024 12:05:02:199" "InteractiveBrokers" "200: No security definition has been found for SPY 240311C00512500"
"3/8/2024 12:06:12:438" "InteractiveBrokers" "200: No security definition has been found for SPY 240318C00512500"
"3/8/2024 12:07:02:085" "InteractiveBrokers" "200: No security definition has been found for SPY 240311C00512500"
"3/8/2024 12:07:29:733" "InteractiveBrokers" "200: No security definition has been found for SPY 240318C00512500"
Is this notation for a C512.5 call?
Rename
Normal operation.
It's just showing you the invalid contracts as it has to work through all the available strikes in the option chain to find the best one you requested.
I think I'm going to remove that now. Sometimes its just better not to show background information.
innertrader, you have Tradier. It would be MUCH faster to find valid contracts using Tradier's option chain because their chain gives all the valid contracts by date and strike. Then you can easily convert the symbol to another format.
It's just showing you the invalid contracts as it has to work through all the available strikes in the option chain to find the best one you requested.
I think I'm going to remove that now. Sometimes its just better not to show background information.
innertrader, you have Tradier. It would be MUCH faster to find valid contracts using Tradier's option chain because their chain gives all the valid contracts by date and strike. Then you can easily convert the symbol to another format.
CODE:
// get the contract from Tradier string optSym = TradierHistorical.Instance.GetOptionsSymbol(bars, OptionType.Call, price, bars.EndDate, minDaysToExpiry, weeklies, allowExpired, closestStrike); // convert it to IB (format 1) string ibSym = OptionsHelper.ConvertSymbol(optSym, 1);
@Cone
Did you terminate this informational message from appearing in Log Viewer in IB B46? I want to know if the slew of messages like this I am getting before data being shut down by IB are originating from WL system or the code in my own strategy.
Did you terminate this informational message from appearing in Log Viewer in IB B46? I want to know if the slew of messages like this I am getting before data being shut down by IB are originating from WL system or the code in my own strategy.
No. These "200" errors occur whenever a request is made using a contract that can't be identified at IB. It's useful to know at times, and at other times you can just ignore it.
Do you think these are related (causal to or indicative of) the presumed pacing violations at IB?
If those are a result of a historical data request, then it's possible that IB includes them in their throttling. Who would know? IB's guidance is at the bottom of this page (and even the new IB Campus sends you here).
https://interactivebrokers.github.io/tws-api/historical_limitations.html
Anyway, our logic won't make historical requests until a valid contract is identified, which we do (now) by first checking if you have local data for the contract, and if not, we send a request to "FindHeadTimeStamp" which indicates if the contract has traded historically. That's only done once per contract per session. After that we remember the result.
https://interactivebrokers.github.io/tws-api/historical_limitations.html
Anyway, our logic won't make historical requests until a valid contract is identified, which we do (now) by first checking if you have local data for the contract, and if not, we send a request to "FindHeadTimeStamp" which indicates if the contract has traded historically. That's only done once per contract per session. After that we remember the result.
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