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Working with Options in NinjaScript

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    Working with Options in NinjaScript

    I'm running NinjaTrader version 8.0.22.2 64-bit configured to prefer Interactive Brokers for historical and real-time market data for options. Using NT with options is new to me, and I have a couple of questions related to working with them that I hope you will answer.

    Here's some background information to motivate my questions.

    My Interactive Brokers account currently holds a position in Micro E-Mini S&P 500 Futures Options. When I use a NinjaScript Add-On procedure to loop over the positions in my account, I see that the name of the master instrument of the instrument related to the option position is "MES_MESF" (that is, pos.Instrument.MasterInstrument.Name = "MES_MESF"), and that the full name of the instrument related to the option position is "MES_MESF 201218 P 3660" (that is, pos.Instrument.FullName = "MES_MESF 201218 P 3660").

    And here are my questions.

    Q1. Both the name and the full name mentioned above contain the part "_MESF;" what does this mean?

    Q2. The instrument database on my system contains an entry for MES (configured as a futures type), but its doesn't contain an entry for MES_MESF. Where do property values for MES_MESF come from when I use NinjaScript to read them, such as pos.Instrument.MasterInstrument.PointValue or pos.Instrument.MasterInstrument.TickSize?

    Thanks very much in advance for any insight you might provide.


    #2
    Hello NtFan,

    Thank you for your post.

    This would go beyond the means of support that we would be able to provide since Options are not supported for NinjaScript use as stated in the help guide linked below. The thread is open to any community members to share their insight.



    Please let us know if we may assist further.
    Brandon H.NinjaTrader Customer Service

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