Support Board
Date/Time: Tue, 30 Dec 2025 04:06:35 +0000
Post From: CME Future Options Time and Sales entries
| [2025-12-29 13:42:29] |
| n_x_b - Posts: 4 |
|
Dear Sierra Chart, I noticed that the Time and Sales entries of the E-Mini future options look a bit odd or that there might be a very good reason for them to appear as they do but I cannot figure out what it means or how to resolve it. For example there are lot of "trade" entries that appear with zero volume. However if I look at the relevant depth subsequent to the "trade" entry it seems different to previous depth. So either it is a trade with non-zero volume or its just a time and sales record update which changes the depth in which case it is not a trade. And this is for "trades" at the same bid or ask, so its probably not due to above ask/below bid etc. Is there a data\chart setting I am missing? Kind Regards n_x_b |
 cme fut options tape.jpg / V - Attached On 2025-12-29 13:34:35 UTC - Size: 425.51 KB - 11 views |