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Date/Time: Mon, 25 Nov 2024 18:25:21 +0000

Post From: CME Equity Index Options Data

[2014-02-20 16:41:51] Link To Thread - Link To Post [Go To First Post]
gratalis - Posts: 6
I may soon be switching my Sierra Chart data feed from CTS to Sierra Chart's real-time and historical futures data feed. The only thing that has prevented me from doing this so far is that I now trade weekly futures options rather than the underlying futures contract. The data feed I get with the CTS platform allows me to plot the futures options strikes in Sierra Chart but, as far as I know, Sierra Chart's new data feed currently does not offer that data. My new broker will be TD Ameritrade (account with TD Ameritrade using thinkorswim's execution platform) and my understanding is that the API won't allow me to get any futures related data from them. So, my question is, do you plan on providing CME futures options data (specifically the equity indices) in the near future? When considering this feature, please see the attached image from CME's January 2014 futures equity volume report as an example of where CME's business is heading(more of their monthly reports are here: http://www.cmegroup.com/trading/equity-index/monthly-stock-index-review.html) Thank You Date Time Of Last Edit: 2014-02-20 18:44:36


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