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Option code lookup at time of signal

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    Option code lookup at time of signal

    The signal in a strategy is based on the underlying. What I want to do is have the lookup of the correct call option contract name be identified at the time the signal is generated and the order placed on that symbol.

    Let's use SPY as an example. I want to trade the signal on the nearest term, deep in-the-money option when it does.

    Is this possible in NT?

    #2
    Hello tedpenner,

    Thank you for your post.

    Options trading is not supported in NinjaTrader. There would not be a feed to pull the options information from either in NinjaTrader.

    Please let me know if you have any questions.

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