Hi , i am trying to build option using option chain. it work well for SPY, but not for ES symbol.
As a first step i am trying to get list of expiration, and for ES it is only Apr 20, Jan 20, Oct 19 and Sep 19.
How i can get more specific dates to build options like "ES 190920P00085000"?
I was trying use ESU9 instead of ES for September expiration, but expiration for ESU9 returns empty.
I am doing REDI call objOrder.GetExpirationDatesCount via C#. Please help me with getting expirations/ strike prices for options on futures. Thank you!