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ph avatar image
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Cannot verify and cannot get historical data for Mini S&P Week 3 Option Chain

No verfiedList returned when calling VerifyRICs on the Instruments returned from calling ExapdnChain 0#ES3WN6+ from 2016-04-01 to 2016-08-03. Is this the right RIC for Mini S&P Week 3 Options? I got this from calling ExpandChain 0#ESW+ . I want to get the historical data for the Mini S&P Week 3 Option Chain, however, there does not seem to be any data and I am wondering if it's related to the fact that the RICs cannot be verified.

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moragodkrit.chumsri_1 avatar image
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@ph

I have tried the chain RICs with TRTH API and found the same result.

I have talked with data support and it looks like the correct one should be <0#1ESW+> for weekly option and <0#1ES3WQ6+> for week 3 according to page <CME/ES> from speed guide.

See attached file output.txt for the result from my test app.

Can you try and let we know if it is chain RIC you are looking for or not?


output.txt (29.6 KiB)
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