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Date/Time: Sun, 12 Jan 2025 09:55:37 +0000

Post From: problem with the SC interpretation / parsing of Options on Futures volume data

[2017-01-28 18:49:17] Link To Thread - Link To Post [Go To First Post]
User12089 - Posts: 361
there seems to be a problem with the SC interpretation / parsing of Options on Futures volume data - the data source / feed is Intraday Data from Interactive Brokers see attached - the concrete example there is for Weekly Option on ES e-mini Future traded on CME Globex - the same problem exists for Options on Futures traded on Eurex e.g. Options on EURO STOXX 50 SC visualizes CONSTANT background volume for periods when there is NO volume - the IB charts which are based on the same IB data do NOT show such background volume Also when the source is IQ Feed the SC does NOT visualize such CONSTANT background volume Date Time Of Last Edit: 2017-01-28 18:51:54
0x Thank you
1-28-2017 6-14-17 PM.pdf - Attached On 2017-01-28 18:45:18 UTC - Size: 9.9 KB - 298 views