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Add symbols not working correctly for options.

Posted By jk847 5 Years Ago
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Posted Friday August 10 2012
I have tried to get daily options data from both Interactive Brokers and Yahoo.
The error is this:
GLD 092012 C @ $155.00 1 Hour Error retrieving bars: IB error/warning! id=0 200: no security definition has been found for the request.

The actual expiration date which I entered in the wizard was 092212. The option name that works on
IB is GLD120922C00155000. What is shown on the screen has the expiration date changed to 20 from 22. The Wizard must be changing the correct date to the wrong date.
The expiration dates must now be related to the third Saturday of the month rather than the third Thursday.
Posted Tuesday September 11 2012
The symbol display name doesn't include the day of the month for the expiration. So GLD 092012 means 09/2012, not 09/20/2012.

The most likely causes for the error you got from the IB plugin are that the contract size or exchange for the symbol is not configured to what IB expects.

Thanks,
Daniel


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