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PC-SPAN
Updated: Views / Replies:83,075 / 604
Created: by ron99 Attachments:160

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PC-SPAN

  #521 (permalink)
Steubenville Ohio
 
Trading Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 264 since Sep 2012
Thanks: 30 given, 272 received

@uuu1965

Well, CME didn't change anything in the pa2 files ... my code had a typo for CL and there is a quick fix:
1) Go into the COption module and find the Public Property Get TypePf() As String routine.
2) Find the line Case "CL": TypePf = "P NYMLO FUT"
2) Change the NYMLO to read NYMCL

Sorry for the trouble, but thanks for finding the error.

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The following 2 users say Thank You to Dudetooth for this post:
 
  #522 (permalink)
Riga Latvia
 
 
Posts: 107 since Jan 2013
Thanks: 441 given, 72 received


Dudetooth View Post
@uuu1965

Well, CME didn't change anything in the pa2 files ... my code had a typo for CL and there is a quick fix:
1) Go into the COption module and find the Public Property Get TypePf() As String routine.
2) Find the line Case "CL": TypePf = "P NYMLO FUT"
2) Change the NYMLO to read NYMCL

Sorry for the trouble, but thanks for finding the error.

Thanks @Dudetooth. It works

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  #523 (permalink)
Bilbao Spain
 
 
Posts: 8 since Jan 2018
Thanks: 0 given, 0 received

Can't scan currency futures


Thanx for sharing your great job, @Dudetooth
I'm trying to scan currency futures with the great XLS-SPAN (05d) and I get run time error 11 Division by zero
Don't know what I'm doing wrong.
Thanx in advance.

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  #524 (permalink)
Steubenville Ohio
 
Trading Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 264 since Sep 2012
Thanks: 30 given, 272 received


Devil Dog View Post
I'm trying to scan currency futures with the great XLS-SPAN (05d) and I get run time error 11 Division by zero.

Can you give me some details so I can try to troubleshoot ... date of pa2 file, currency code and parameters you were using when trying to scan?

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  #525 (permalink)
Bilbao Spain
 
 
Posts: 8 since Jan 2018
Thanks: 0 given, 0 received

Any currency I try gives me the same result.
Example: Product CAU, Date 20180102, Min DTE 10, Max DTE 60, Min Value 20, Max Delta 20
I've been trying with XLS-SPAN (04d) too and don't receive any result using C6, 6C, CD, CAU
Don't Know what is the problem

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  #526 (permalink)
Steubenville Ohio
 
Trading Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 264 since Sep 2012
Thanks: 30 given, 272 received


Devil Dog View Post
Any currency I try gives me the same result.
Example: Product CAU, Date 20180102, Min DTE 10, Max DTE 60, Min Value 20, Max Delta 20
I've been trying with XLS-SPAN (04d) too and don't receive any result using C6, 6C, CD, CAU
Don't Know what is the problem

It looks like the new 3-letter currency options, like CAU, are the primary contracts at CME ... at least by volume/oi. Only versions 05c and 05d can handle the new currencies.

I'm not sure what is going on ... I just tried the scan with the parameters you mentioned on 05d and it worked for me.
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Without being able to reproduce the error, I'm rather limited in being able to troubleshoot. Are you familiar with VBA? I could try to walk you through some of the troubleshooting to see if we could find out what's going on.

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  #527 (permalink)
Bilbao Spain
 
 
Posts: 8 since Jan 2018
Thanks: 0 given, 0 received

You're very kind, @Dudetooth. I'm not very familiar with VBA, but If you don't mind, let's try!!

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  #528 (permalink)
Steubenville Ohio
 
Trading Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 264 since Sep 2012
Thanks: 30 given, 272 received


Devil Dog View Post
You're very kind, @Dudetooth. I'm not very familiar with VBA, but If you don't mind, let's try!!

OK ... set up your copy of 05d to look just like this:
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Click on Run. If your copy gets an error you should see a warning that looks like this:
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Click on Debug ... it should open the VBA editor and highlight the line of code that is having issues, and look something like this:
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Screen-grab the VBA editor window with that highlight line so I can see the module and line of code that is having issues.

Hopefully we will be able to find something with that info.

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  #529 (permalink)
Bilbao Spain
 
 
Posts: 8 since Jan 2018
Thanks: 0 given, 0 received

This is what I see. Thanx for your time @Dudetooth
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  #530 (permalink)
Steubenville Ohio
 
Trading Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 264 since Sep 2012
Thanks: 30 given, 272 received



Devil Dog View Post
This is what I see. Thanx for your time @Dudetooth
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@Devil Dog,

I can't see your attachment. It is saying Invalid Attachment when I try view it.

When you go to attach your pic there is a list of supported file types at the bottom of the Manage Attachments window
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