Support Board

Date/Time: Mon, 16 Sep 2024 19:07:00 +0000

Post From: FUTURE OPTIONS CME

[2024-07-26 15:06:43] Link To Thread - Link To Post [Go To First Post]
User193408 - Posts: 41
hi guys, I recently started to have a look at the data provided for Future Options, on the NQ. Symbols such as "QN4N24 P19900.FUT_OPT.CME" for today's EOD PUT on 19900 strike. questions : - when i retreive data through a quoteboard i can see some volumes, but when i retrieve the same symbol throught a chart, i can't see any volume, is that normal ? - when i capture the quoteboard data every 5 minutes, i would see some volume disapearing on certain symboles, is that normal ? - there is no Bid volume or Ask volume at all, is that normal ? - i can see the NumTrade numbers increasing a lot on some options => are these due to the number of time the bid/ask quotes are being updated ? - time&Sale seems to show data about the depth of market on each symbols, but these seems to be very unstable, are the "bid size" and "ask size" data reliable ? - as Sierra does not provide any documentation on Options data provided, are these data reliable at all ? thanks a lot for your answers