Using the Correct Silver Options Portfolio Symbol in VeighNa
Summary
This forum exchange addresses an identifier error when setting up silver options in VeighNa. A user reports that using “ag” as the option portfolio name causes a KeyError during backtesting or simulated trading, despite having downloaded option data and specifying the silver futures contract as the underlying.
A respondent suggests “ag_o” as the portfolio symbol, and the user confirms that this resolves the issue. The exchange distinguishes the options portfolio identifier from the underlying futures symbol, which is given separately. It is a narrowly scoped troubleshooting example rather than a general guide to VeighNa symbol conventions; it does not explain how to verify identifiers for other instruments or configurations.
Key ideas
- The reported setup uses a separate portfolio identifier and underlying futures symbol.
- Using “ag” as the portfolio identifier triggered a KeyError in the described setup.
- The suggested portfolio identifier “ag_o” resolved the user’s issue.
- The exchange does not establish naming conventions for other instruments or VeighNa configurations.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.