OPTIONORDER.GetExchangeCount() returns no exchanges

DDALY

Hi, ORDER.GetExchangeCount() returns a full count of destinations for me but OPTIONORDER.GetExchangeCount() does not. NOTE: I can see the destinations for options orders in the UI. The actual return value of these functions is Empty for ORDER and False for OPTIONORDER. Permissions issue? Thanks

brian.mullane

Hi @DDALY ,

Have you checked out the sample code in this sheet? Here, you're setting the order object with the symbol, type, date, etc for the option order, then retrieving the values.

Here, I return a value of 201 (on my test ID).

-Brian

Sub LoadDestList()

    Dim I As Integer
    Dim NamedRng As String
    Dim cnt As Variant
    Dim Dest As Variant
    Dim DestTemp As Variant
    Dim RetVal As Variant
    Dim RetVal2 As Variant
    Dim RNGSort As String
    Dim obj As Object
    Dim FindDest As String
    Dim COL As Long
    Dim RNGCut As String
    Dim MSG As String
    Dim exch As Variant
    Dim objRegExp As New RegExp
    Dim strPattern As String: strPattern = "[ ][A-Z]"
    Dim regEx As New RegExp
    Dim Myrange As Range
    Dim inputMatches As Object
    Dim Count As Integer: Count = 0

    Dim hOrder As New OPTIONORDER


    hOrder.symbol = UCase(Worksheets("REDIOptionOrderEntry").Cells(2, "C").Value)
    hOrder.Type = Worksheets("REDIOptionOrderEntry").Cells(3, "C").Value
    hOrder.Date = Worksheets("REDIOptionOrderEntry").Cells(4, "C").Value
    hOrder.Strike = Worksheets("REDIOptionOrderEntry").Cells(5, "C").Value
    RetVal = hOrder.GetExchangeCount(cnt)

    Worksheets("REDISettings").Range("D3:D1000").Clear
    Worksheets("REDISettings").Range("D3:D1000").Interior.Color = RGB(242, 242, 242)

    For I = 0 To cnt - 1
      exch = hOrder.GetExchangeAt(I)

      'Debug.Print exch & " " & I

      With regEx
        .Global = True
        .MultiLine = True
        .IgnoreCase = False
        .Pattern = strPattern
      End With

      If regEx.Test(exch) Then
        Set inputMatches = regEx.Execute(exch)

        'Debug.Print exch & " " & inputMatches.Count
        If inputMatches.Count = 1 Then
          Worksheets("REDISettings").Cells(Count + 3, "D").Interior.Color = RGB(255, 255, 255)
          Worksheets("REDISettings").Cells(Count + 3, "D").Borders.Color = RGB(234, 234, 234)
          Worksheets("REDISettings").Cells(Count + 3, "D").Value = exch
          Count = Count + 1
        End If
      End If

    Next I

    Worksheets("REDISettings").Range("D3:D" & Count + 2).Sort Key1:=Worksheets("REDISettings").Range("D3:D" & Count + 2), Order1:=xlAscending, Header:=xlGuess, _
        OrderCustom:=1, MatchCase:=False, Orientation:=xlTopToBottom, DataOption1:=xlSortNormal

    NamedRng = "=REDISettings!R3C4:R" & Count + 2 & "C4"
    Names.Add Name:="Destinations", RefersToR1C1:=NamedRng
End Sub

DDALY

Hi @brian.mullane, Ok so the order object needed more details. That's working for me now. Thanks a lot!

DDALY

Hi @brian.mullane, I'm having a problem with data for one of our production users. The destination he uses on the UI is "IBCO DMA" as per screenshot.

However if I try to get destinations in code (below) using the same order details, I only get "IBO2 DMA". Any ideas?

Sub GetOptionDest()

    Dim hOrder As New OPTIONORDER
    Dim RetVal, I, cnt, exch
    
    hOrder.Symbol = "VICI"
    hOrder.Type = "Put"
    hOrder.Date = "Jan '23"
    hOrder.Strike = 30
    
    RetVal = hOrder.GetExchangeCount(cnt)
    For I = 0 To cnt - 1
        exch = hOrder.GetExchangeAt(I)
        Cells(I + 2, 5).Value = exch
    Next I
    
End Sub

zoya faberov

Hello @DDALY ,

I would try to populate as in example

 hOrder.Symbol = "SPX"
 hOrder.Type = "Call"
 hOrder.Date = "Dec '21"
 hOrder.Strike = "3800"
hOrder.OptionSymbol = "SPX"

let us know if this makes a difference?

DDALY

Hi @zoya faberov, No unfortunately that didn't help. Also I get the same problem listing the destination for equity orders. If I set up the basic order details in the ORDER object and retrieve the exchanges I can't see "IBCO DMA" which is what the user selects for equity orders via the UI. Please let me know if you have any other ideas, otherwise I might just set up the desired destinations in the application config. Thanks!

[Also I saw you comment - NOTED - in future I'll create a new question]

zoya faberov

Hi @DDALY ,

I think I understand what is going on. At first I thought the user was not able to populate the destinations correctly, so I have approached from that assumption.

Please refer to REDI Destination Name Mappings doc.

See below:

rediMap.gif

"IBCO DMA" is "IBO2 DMA", per programmatic interface.

DDALY

Hi @zoya faberov, Yes this makes sense now. I confirmed that an order entered with "IBO2 DMA" via the API shows up on the UI as "IBCO DMA" so we're all set. Thanks so much!