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.
Comment