Support Board
Date/Time: Tue, 15 Apr 2025 14:27:26 +0000
Options Time and Sales
View Count: 96
| [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!! |
| [2025-04-01 21:27:36] |
| Sierra_Chart Engineering - Posts: 19226 |
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Sierra Chart only provides data for CME Group futures options. This is only for the CME Group: 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,
Yes but only for CME Group: 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).
No: 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. The Quote Board in Sierra Chart does have these:expiration date, strike price, volume, We do not know about the other things you are referring to. You do have to manually set up the option symbols on a quote board, to access the data for them. There is no option chain available. 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: 2025-04-01 21:28:30
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