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I am trying to quote some options using reqMktData using the delayed data type. I keep receiving:

Error 200, reqId 108: No security definition has been found for the request, contract: Contract(secType='OPT', symbol='qqq', lastTradeDateOrContractMonth='20220916', strike=292.5, right='C', exchange='SMART', currency='USD')

My code:

    ib.reqMarketDataType(3)
    op_contract = Contract()
    op_contract.symbol = asset_ticker
    op_contract.secType = 'OPT'
    op_contract.exchange = option_exchange
    op_contract.currency = currency
    op_contract.right = 'C'
    op_contract.lastTradeDateOrContractMonth = date
    op_contract.strike = strike
    ib.qualifyContracts(op_contract) #it does find a conID, unique per strike.
    mkt_data_op = ib.reqMktData(op_contract)

Am I mising anything? Contract seems ok as I can query historical information...

To make it clearer: I have no data subscription - that is why I am using delayed data (works fine with stocks), trying the cake before buying it ;)

José Antonio Navarro Navarro
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1 Answers1

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Try changing the exchange to 'BOX'

naveed
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