Support Board
Date/Time: Thu, 28 Nov 2024 05:35:47 +0000
seeing 0 quantity in options .scid records
View Count: 256
| [2023-05-31 20:40:03] |
| voided - Posts: 45 |
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Hi, I recently noticed an apparent error in one of my programs that uses the .scid files when looking at the an options symbol. After investigating I noticed that there are "0" values in the TotalVolume field for many records. An example symbol is "LON23 C7500.FUT_OPT.NYMEX" for today, 2023-05-31. Is this what you see? I do not see this in records for underlying futures contracts. My expectation is that each record represents a trade with nonzero volume. Note that I have everything configured for tick-level storage and the futures contracts work fine. Date Time Of Last Edit: 2023-05-31 20:40:50
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| [2023-06-01 14:27:05] |
| Sierra_Chart Engineering - Posts: 17199 |
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What is the Bid volume and Ask volume fields for the record?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-01 20:26:38] |
| voided - Posts: 45 |
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Here are the most recent ten records in the file as of the time of posting: DateTime Open High Low Close NumTrades TotalVolume BidVolume AskVolume 3894812545401000 0.0 65.0 63.0 64.0 1 0 0 0 3894812545401001 0.0 65.0 63.0 64.0 1 0 0 0 3894812545574000 0.0 65.0 63.0 64.0 1 0 0 0 3894812545574001 0.0 65.0 63.0 64.0 1 0 0 0 3894812545627000 0.0 65.0 63.0 64.0 1 0 0 0 3894812545627001 0.0 65.0 63.0 64.0 1 0 0 0 3894812547356000 0.0 65.0 63.0 64.0 1 0 0 0 3894812547356001 0.0 65.0 63.0 64.0 1 0 0 0 3894812547939000 0.0 65.0 63.0 64.0 1 0 0 0 3894812549176000 0.0 65.0 63.0 64.0 1 0 0 0 The file also includes normal records that have a non-zero TotalVolume, matching either the BidVolume or AskVolume, as expected. But for some reason there are many records like the ones above, as well. |
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