Variables for futures and options
Type and expiration date (YYYYMM format) of the selected contract, or 0 when no valid contract was selected.
Current ask, bid, underlying, and strike price, and trade volume or open
interest of the selected contract. 0 when no valid contract was selected,
or when the parameter is not available. In historical
data, ContractAsk or ContractBid can be 0 with
illiquid or worthless contracts; such contracts should not be traded. For retrieving the ask and bid prices
and the volume in live trading, contractPrice must be called before.
The currently selected contract.
The option or future chain for the current bar, asset specific, downloaded by contractUpdate. A list of CONTRACT structs of the size NumContracts.
The number of contracts in the chain, 0...10000.
The row number of the selected contract in the historical .t8
dataset in Test and Train mode, and in the options chain
in Trade mode. Can be used to retrieve further data belonging
to the contract from additional datasets in the backtest.
int, read/only, asset specific.
Number of underlying units per option / future contract, for calculating the trade volume, selecting a contract, and filtering the options chain (default 0 = download all options). Asset specific; set it after selecting the asset and before buying contracts.
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