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Date/Time: Wed, 17 Jan 2018 20:06:36 +0000



Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!

[2017-12-14 01:34:20]
Usermb - Posts: 73
Ok, then the data from CME is to put it mildly, at the very least odd. Which is just so hard to digest for me.


The volume we see recorded from the daily data for ESZ17 C2685.FUT_OPT.CME for 2017-12-13 is:
2017/12/13, 100, 240, 65, 85, 2788, 4038
Your volume is different than in the above screenshot. I also see 1571 as in the screenshot instead of 2788 (which I assume to be the volume, and 4038 the # of Trades including Bid/Ask updates).