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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:14:12 +0000
FUTURE OPTIONS CME
View Count: 170
| [2024-07-26 15:06:43] |
| User193408 - Posts: 41 |
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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 |
| [2024-07-29 13:40:21] |
| Sierra_Chart Engineering - Posts: 16292 |
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We will only answer one of these questions. The rest of them are not within the scope of our support and you should understand the behavior of options. For further questions ask the exchange. This is not our data but from the exchange. - 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 ?
What you see in a chart, are the trades. If you want to see the bid and ask updates also, specify a recording mode:Data Recording Modes Specifically this one: Data Recording Modes: -ALL This is all. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-07-29 13:40:54
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| [2024-07-30 17:19:05] |
| User193408 - Posts: 41 |
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interesting, i will study that. - thank you
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