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Date/Time: Fri, 29 Mar 2024 11:49:37 +0000



CBOE put call volume data (not put call ratio!)

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[2019-12-12 17:59:16]
bootsy - Posts: 63
Hi there,
Am loving SC after my long absence so well done for constructing such a great platform:)

From searching previous support requests I understand it is not possible to get a put call ratio set up. Fair enough.

I also understand that I need the SC data feed and not the Denali data feed to get options data.

Can you tell me whether it is possible (with the correct data feed) to aggregate the put/call data in the manner that is presented here? https://markets.cboe.com/us/options/market_statistics/current/?mkt=cone

All it does is post the overall volume of puts and calls placed on both individual equities and equity indexes. Just the volume, that's it, not even calculating the put call ratio (which is easy to do with a calculator).
It then adds them to the previous total every 30 minutes but even that would not be necessary if it's a hassle.

Is it possible for SC to tap into this data from the CBOE and present it somehow? All it would need is a column like the Numbers Bars calculated values or something like that?

Regards,

Bootsy
[2019-12-13 19:56:15]
Sierra Chart Engineering - Posts: 104368
I also understand that I need the SC data feed and not the Denali data feed to get options data.
It is the other way around. For CME Group futures options you need the Denali Exchange Data Feed.

What you are looking for with the options calculations is really something that is not possible because that data is not accessible.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-12-13 19:56:49

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