Support Board
Date/Time: Sat, 11 Jan 2025 23:02:30 +0000
Post From: SC historical data
| [2016-12-28 22:51:44] |
| User12089 - Posts: 361 |
|
good start, however job NOT done yet. Post #5 contains references to 4 weekly and 1 monthly Option types on ES. You seem to have implemented ONLY the quarterly option type which is aligned with the duration of the futures contract. Probably the same omission is in effect to all other futures contracts. Before implementing (or completing) this task, I would recommend getting up to speed and carefully researching all available Option Types for each futures contracts and then providing the Symbology for each of them. (btw while doing this don't bother publishing every possible strike price - it is totally uncessary - simply publish the principles of the symbology for each week of each month of each year etc) Post #5 contained a link to CME summarizing all available Option Types (Durations) for ES - read it carefully, then contact your Data Vendor and publish the FULL symbology Same for every other contract at least on Globex and Eurex to start with When you complete the above you will make the SC Data Service truly and amazingly useful - I am almost about to switch to it completely but the gap with options data is currently preventing me from doing that. I guess that's the case with other current and future clients |