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Date/Time: Sat, 18 May 2024 23:12:36 +0000

Post From: Options on DOM tick increment wrong

[2016-10-25 13:15:55] Link To Thread - Link To Post [Go To First Post]
Japhro - Posts: 120
I am running CQG feed and testing options on the Sierra DOM, but the tick increment that displays on the DOM is incorrect. ES options are priced at .05 tick increments only for those options priced under 5.00, everything else is priced in .25 increments. Since yours are priced in .05 increments all the way up, there are 4 dead tick zones between each tradeable price. This is the case with all strikes for ES. So for example an option strike that should be 10.00, 10.25, 10.50, 10.75,11.00 etc is priced as 9.95, 10.00, 10.05, 10.10 etc which are not tradeable prices other than the 10.00 value. 5 cent tick increments are tradeable at 5.00 and below, so 4.95, 4.90 etc are valid tradeable prices.


Sierra options on DOM.PNG / V - Attached On 2016-10-25 13:15:11 UTC - Size: 44.86 KB - 317 views Attachment Deleted. CQG options dom.PNG / V - Attached On 2016-10-25 13:15:45 UTC - Size: 32.73 KB - 270 views