I coded the following:
optContract = ib.Handle.createContract;
optContract.symbol = 'RUT';
optContract.secType = 'OPT';
optContract.exchange = 'CBOE';
optContract.currency = 'USD';
optionChain = contractdetails(ib, optContract);
disp('Option contract details');
The display of the optionChain shows:
Option contract details
longName: 'Russell 2000 Stock Index'
category: 'Broad Range Equity Index'
summary: [1x1 Interface.AE6A66F3_8FA9_4076_9C1F_3728B10A4CC7]
Seems that the request recognized the RUT, and I do see a contract month for 201612, but nothing else that shows the various option contract details for the various strikes and expirations.
I was hoping that I would get back an array of option contract details so that I could then iterate over them and use the name of each contract (e.g., 'RUT 160819C01180000') on a getdata request to obtain the bid and ask price for each option. Any ideas on how I can do this?
If the Matlab trading toolbox contractdetails function does not support this, what other method could anyone suggest to get the option chain?