Support Board
Date/Time: Sat, 14 Nov 2026 05:13:40 +0000
Post From: ES options open interest timing, and a private checklist
| [2026-11-13 22:57:49] |
| Mafike - Posts: 1 |
|
Hi, I have the Denali Data Feed with CME with Market Depth. I'm evaluating a private, display-only research study on ES futures options in Sierra Chart and have 2 questions before I build or install anything. 1. Open interest timing For individual ES option strikes, can Sierra Chart show the previous CME trade date's open interest by 09:25 ET through the Quote Board, Historical Daily charts, or the ACSIL symbol data? On any of those routes, can I tell which trade date each open-interest value belongs to? In particular, does TradingDayDate give the as-of date of the open-interest value, and can a valid zero be told apart from missing data? 2.Private observation checklist Under the current Data License, may I keep a private checklist on my computer that holds only a contract identifier, the observation time, and yes or no for whether the open interest shown in Sierra Chart matches the figure in a public CME bulletin I view separately? The checklist would hold no open-interest quantities from Sierra Chart, no option quotes, no futures prices and no exported market-data files. No outside program would read Sierra Chart's data files. If CME or another licensing authority needs to answer either question, please tell me who to contact. Thank you. |