Error requesting market data for options contract - When the local symbol field is empty, please fill the following fields (right, strike, expiry)

[rlmomin]

I have a market data subscription for equities and options. If I submit a reqMktData for an options contract, I keep getting an error message "Error validating request.-'b1' : cause - When the local symbol field is empty, please fill the following fields (right, strike, expiry) - code: 321 - reqId: 1".

Sending a market data request for stocks works fine but its only with options where I get an error: Below is my request:

let contract = new Option('NVDA', '20230713', 440, OptionType.Call);

Once I received the 'connected' event, I send the following: ib.reqMarketDataType(4); ib.reqMktData(1, contract, "", false, false, [])

Prior to sending the mktdata request, I console logged the contract detail to confirm I have the fields filled out Option { symbol: 'NVDA', expiry: '20230713', strike: 440, right: 'C', exchange: 'SMART', currency: 'USD', secType: 'OPT', multiplier: 100 }`

Any help or guidance would be appreciated.

[rylorin]

Hello, You should try to call reqContractDetails first, then call reqMktData with the resulting contract. Let us know if it works

update: It should work. You can use the tools provided with @stoqey/ib for testing:

$ node dist/tools/market-data-single.js -exchange=SMART -sectype=OPT -symbol=NVDA -strike=440 -right=C -expiry=20230714 -currency=USD
[
  [
    "BID",
    20
  ],
  [
    "ASK",
    20.4
  ],
  [
    "ASK_SIZE",
    2
  ],
  [
    "CLOSE",
    20
  ],
  [
    "VOLUME",
    0
  ],
  [
    "HALTED",
    0
  ],
  [
    "OPTION_UNDERLYING",
    -0.0018178963390447223
  ],
  [
    "OPTION_PV_DIVIDEND",
    19.83422084923495
  ],
  [
    "MODEL_OPTION_IV",
    0
  ],
  [
    "MODEL_OPTION_DELTA",
    0.47002934324188445
  ],
  [
    "MODEL_OPTION_PRICE",
    0.9990212950442374
  ],
  [
    "MODEL_OPTION_GAMMA",
    0
  ],
  [
    "MODEL_OPTION_VEGA",
    0.0004969152024156143
  ],
  [
    "MODEL_OPTION_THETA",
    0.00043033430717898113
  ]
]

I can see the following differences: use of lastTradeDateOrContractMonth not expiry multiplier is not provided