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How do I use trading toolbox to get IB option chain?

Asked by Scott Tuttle on 5 Jul 2016
Latest activity Commented on by Scott Tuttle on 7 Sep 2017
Hi, I thought I might try getting the option chain for the RUT index (Russell 2000) via a partially completed ibContract as described in the documentation for the IB API interface here:
I coded the following:
optContract = ib.Handle.createContract;
optContract.symbol = 'RUT';
optContract.secType = 'OPT'; = 'CBOE';
optContract.currency = 'USD';
optionChain = contractdetails(ib, optContract);
disp('Option contract details');
The display of the optionChain shows:
Option contract details
marketName: 'RUT'
minTick: 0.0500
priceMagnifier: 1
validExchanges: 'SMART,CBOE,CBOE2'
underConId: 416888
longName: 'Russell 2000 Stock Index'
contractMonth: '201612'
industry: 'Indices'
category: 'Broad Range Equity Index'
subcategory: '*'
timeZoneId: 'CST'
tradingHours: '20160705:0830-1515;20160706:0830-1515'
liquidHours: '20160705:0830-1515;20160706:0830-1515'
summary: [1x1 Interface.AE6A66F3_8FA9_4076_9C1F_3728B10A4CC7]
secIdList: []
cusip: ''
ratings: ''
descAppend: ''
bondType: ''
couponType: ''
callable: 0
putable: 0
coupon: 0
convertible: 0
maturity: ''
issueDate: ''
nextOptionDate: ''
nextOptionType: ''
nextOptionPartial: 0
notes: ''
evRule: ''
evMultiplier: 0
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?


can you explain how to register the contractDetailsEnd event?
Would also like to see this question answered!

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