Date/Time: Sun, 22 Jul 2018 22:19:03 +0000
Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!
|Usermb - Posts: 105|
Another thing that has not been mentioned is that over the last couple weeks there has been some excessive load at times on the processing thread for some of the CME option channels leading to data loss and performance issues with the data feed. This issue has now been resolved.
I just compared the Globex Session (6pm - 5pm) volume of traded "ESZ17 C2685.FUT_OPT.CME" options from your feed using intraday data with the volume from CME / Quickstrike.
SC Data appears to have much lower volume for Tu: 2557 vs 4831
Similar story for Mo: 251 vs 807