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Date/Time: Mon, 12 May 2025 13:53:10 +0000



Options on futures - some price formats are off

View Count: 1076

[2017-11-05 23:52:26]
Usermb - Posts: 126
The price formatting for LE and HE options seems to be off, for instance:
LEZ17 P1200.FUT_OPT.CME is displayed as 625.000, should be displayed like 0.63, based on my data 0.63 was the last price before the close last week.
Similar formatting issue with HE.

ZN[1-5] is off, OZN and WY[1-5] are fine:
ZN2X17 C1255.FUT_OPT.CBOT displayed as 0.094
WY2X17 C1255.FUT_OPT.CBOT correctly displayed as 0'01.50

ES options also have issues:
ESZ17 P2550.FUT_OPT.CME is displayed as 1800.000, should be 18.00

I'll keep posting here whatever else I find, when I'll find it
[2017-11-06 00:01:01]
Usermb - Posts: 126
FYI, using 1635 and did a full reset on Symbols. Think the issue is the multiplier, should probably be set to 0.01
[2017-11-06 00:52:32]
Usermb - Posts: 126
Data for "ZW2X17 P0405.FUT_OPT.CBOT" is missing, and so is the symbol itself in the "Find Symbol" dialog.
The OI for this weekly at this strike is 50 according to CME / Quikstrike.

There are no weeklies available under "Find Symbol", but there are 4 strikes with OI > 0, all puts: 405, 410, 420 and 425.
[2017-11-06 01:09:20]
Usermb - Posts: 126
Some issue with trades with zero volume per trade in "LOZ17 P5500.FUT_OPT.NYMEX" in the past 5 minutes. Delete and download data doesn't help.
[2017-11-06 01:28:31]
Sierra Chart Engineering - Posts: 104368
OK we have enough information on these issues. Please do not post anything further. We will work through them. Also the price formatting and multiplier settings are supposed to be automatically set but there is some problem with that. We will get this resolved.

In regards to post #4, these are bid and ask only updates. To remove them from the chart, disable Chart >> Chart Settings >>Advanced Settings 3 >>Load Bid/Ask Only Intraday Records.
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: 2017-11-06 01:28:59
[2017-11-08 15:50:39]
Sierra Chart Engineering - Posts: 104368
The issue with the display format is resolved. This will be out in the next release later today.

Still looking into:
ZW2X17 P0405.FUT_OPT.CBOT
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

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