It's possible to add an Option instrument type in the Instrument Editor, but then it isn't possible to find that instrument and add it to an instrument list.
In fact, NinjaTrader catches an exception on trying to search for Option types in the list:
2008-06-22 15:28:05:765 ********* exception trapped *********
2008-06-22 15:28:05:765 Value cannot be null.
Parameter name: value
2008-06-22 15:28:05:765 at System.Enum.Parse(Type enumType, String value, Boolean ignoreCase)
at NinjaTrader.Gui.InstrumentLookup.btnSearch_Click(O bject sender, EventArgs e)
at System.Windows.Forms.Control.OnClick(EventArgs e)
at System.Windows.Forms.Button.OnClick(EventArgs e)
at System.Windows.Forms.Button.OnMouseUp(MouseEventAr gs mevent)
at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.ButtonBase.WndProc(Message& m)
at System.Windows.Forms.Button.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.O nMessage(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
Any newly added instrument of Option type can't be found after creating it.
I'm using the OpenTick data provider so I've mapped (for example) "CFCGA" to the OpenTick "+CFCGA" (CFC JUL 2008 5 Call).
I hope someone can look into this and let me know what's wrong.
Thanks,
-- Peter
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