Support Board
Date/Time: Tue, 06 May 2025 23:26:10 +0000
Post From: Charting options mark price in small timeframes
| [2024-11-20 03:00:49] |
| Sierra_Chart Engineering - Posts: 19461 |
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We need to know are you asking about futures options from the CME Group, or other options? Sierra Chart does provide futures options from the entire CME Group. For futures options we definitely recommend using the Denali Data Feed. Otherwise, use IQ Feed for other categories of options. In the case of options, you will want to use one of the Recording Modes to get what you want: Data Recording Modes You can then use this study: Bid & Ask Prices And use other arithmetic studies: Using the Basic Arithmetic Studies is there any constraint in SC I might not be aware of that would prevent me from _accurately_ displaying, say, a 5-second, 5-tick, or 50-volume chart of a single option, provided that chart update interval is set low, the chartbook does not have heavy items in addition to this chart, the machine has plenty of headroom in terms of cycles, memory, and I/O, and there is non-aggregated, non-filtered options data streaming in? No concerns with this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |