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Date/Time: Sat, 02 Dec 2023 08:57:44 +0000

Post From: Futures Options Market Depth on CME delayed Denali data

[2022-11-02 21:43:53]
User846000 - Posts: 16

I've got a full depth study set up and working fine on the ES as underlying, but I cannot work out if I should be able to get the depth data from my feed - from my understanding of the information I think I should for Futures Options at least on CME symbols. I seem to be able to download tick level data fine using for example E1CX22 C3950.FUT_OPT.CME absolutely fine (it initially says intraday/historical data is not available but then a minute later presents the 1tick data chart), but I've tried the troubleshooting process, redownloading etc for depth data study but it doesnt come through. Please confirm if I should be able to get this data from my Denali feed.

Much appreciated!