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Use ExchangeSymbol instead of C2Symbol See: https://api-docs.collective2.com/apis/general/swagger/strategies/c2_api_strategies/setdesiredpositions_post
LEAN uses C2Symbol. C2Symbol (legacy) works fine, but Collective2 recommends ExchangeSymbol.
Futures:
'C2Symbol': {'FullSymbol': '@ESH5', 'SymbolType': 'future', 'Underlying': '@ES', 'Description': 'E-Mini S&P 500'}
vs
'ExchangeSymbol': {'Symbol': 'ES', 'Currency': 'USD', 'SecurityExchange': 'XCME', 'SecurityType': 'FUT', 'MaturityMonthYear': '202503', 'PriceMultiplier': 1}}
Options:
"C2Symbol": { "FullSymbol": "SPXW2527A6090", "SymbolType": "option", "Underlying": "SPXW", "Expiry": "Jan25", "PutOrCall": "call", "StrikePrice": 6090 },
"ExchangeSymbol": { "Symbol": "SPXW", "Currency": "USD", "SecurityExchange": "DEFAULT", "SecurityType": "OPT", "MaturityMonthYear": "20250127", "PutOrCall": 1, "StrikePrice": 6090, "PriceMultiplier": 1 }
master
The text was updated successfully, but these errors were encountered:
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Expected Behavior
Use ExchangeSymbol instead of C2Symbol
See: https://api-docs.collective2.com/apis/general/swagger/strategies/c2_api_strategies/setdesiredpositions_post
Actual Behavior
LEAN uses C2Symbol. C2Symbol (legacy) works fine, but Collective2 recommends ExchangeSymbol.
Example:
Futures:
vs
Options:
vs
Checklist
master
branchThe text was updated successfully, but these errors were encountered: