The premise of this strategy is to buy one OTM Call on Monday at open that expires on Friday.
The issue I'm running into is that I cannot retrieve the Options data within my scheduled event. I have read all the documentation I could find on futures options however they all handle things in OnData. As far as I'm aware scheduling buys are best done in a scheduled event and not in OnData, so I'm trying to adhere to best practices.
I tried to use (apologies for formatting)
as a template, however this uses the CreateFuture and CreateOption methods, which don't apply to the continuous futures contract.
In short I am lost as to how to retrieve the Futures Options Data within a Scheduled Event. Any help would be greatly appreciated
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