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Date/Time: Sat, 10 Oct 2026 02:18:08 +0000



Historical NQ Futures Options Data Availability — 2020 / 2022

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[2026-08-25 19:49:31]
User732653 - Posts: 2
Hello,

I am using Sierra Chart Service Package 3 and am reviewing historical Intraday data for CME E-mini Nasdaq-100 futures options within Sierra Chart.
Historical NQ futures-option data appears to be available for some expiries. For example:

`NQZ17 C6300.FUT_OPT.CME`

returns historical Intraday data, and I can also access historical NQ futures-option data for more recent expiries.

However, for the September 2020 and September 2022 quarterly NQ expiries, the strikes I have tested around the underlying price do not return historical Intraday records.

Two specific examples are:

`NQU20 C10800.FUT_OPT.CME`

`NQU22 C12100.FUT_OPT.CME`

I have also checked other call and put strikes around the underlying price for both expiries, with the same result.

Could you please clarify:

1. Is historical Intraday futures-option data available in Sierra Chart for **NQU20** and **NQU22**?

2. If it is available, what is the correct historical Sierra Chart symbol format, option root, and strike convention for those expiries?

3. Were the NQ futures-option symbol format or available strike increments different in 2020 or 2022?

4. Is there any known historical availability gap or retention boundary for NQ futures-options data?

5. Is there a Sierra-supported way to view or enumerate the historical option strikes available for an expired NQ futures contract?

For comparison, historical NQ futures data for those periods is available normally, and historical NQ futures-option data is available for some other expiries.

I am specifically asking about historical Intraday futures-options data available within Sierra Chart.

Thank you.
[2026-08-27 14:08:44]
Sierra_Chart Engineering - Posts: 25123
1. Yes the data should be there but only if there was actual trading activity in a particular option symbol you want to get data for.

2. It is the exchange symbol format, and for options the leftmost portion of the symbol, can have a different symbol than the underlying. We do not know what is correct or what you should be using.

3. No. However, really this is a question for the exchange. We do not really know the answer to this.

4. No.

5. No.
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: 2026-08-27 14:19:14

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