Support Board
Date/Time: Fri, 18 Apr 2025 07:08:57 +0000
Post From: Options Time and Sales
| [2025-03-31 20:15:37] |
| User761182 - Posts: 4 |
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I'm looking to build a custom study that aggregates T&S on the following index options chains: SPX, ES (options on futures), SPY, NDX, NQ (options on futures), QQQ. Before doing so, I want to confirm that the T&S that SC provides for options contracts includes whether the trade was executed at the bid or offer, as provided by OPRA, CBOE and CME? I'd also like to confirm that SC provides this data for all strikes across all options chains (i.e. - that it doesn't leave out any trades, such as way out of the money trades). Lastly, that SC does not combine or average out multiple trades to reduce load? I'm assuming that SC does provide the expiration date, strike price, volume, price paid (or premium) and delta of each trade, but let me know if that's incorrect. Thanks so much!! |