Support Board
Date/Time: Thu, 28 Nov 2024 05:31:16 +0000
Post From: seeing 0 quantity in options .scid records
| [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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