Support Board

Date/Time: Wed, 01 May 2024 22:37:40 +0000

Post From: Exchange data fee symbol limits on futures options and spreads

[2019-02-08 22:59:04] Link To Thread - Link To Post [Go To First Post]
User493712 - Posts: 11
Hi SC Support, I read through the Exchange Data Feed documentation and did not find symbol limits rules on futures options and spreads. Can you please give more details? 1. For futures options, is the whole chain of all strikes on one expiration date, for example ES1A, counted as one symbol? Or each strike is counted as one symbol, as shown in the FS list? Are Calls and Puts counted as different symbols? 2. Is one spread, for example, a calendar spread ESH19-ESH20 counted as an additional symbol on top of individual ESH19 and ESH20? Thank you. Date Time Of Last Edit: 2019-02-08 23:02:35