Support Board
Date/Time: Tue, 30 Dec 2025 02:04:37 +0000
[User Discussion] - CME Future Options Time and Sales entries
View Count: 57
| [2025-12-29 13:42:29] |
| n_x_b - Posts: 4 |
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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 |
| [2025-12-29 14:58:21] |
| Sierra_Chart Engineering - Posts: 22061 |
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We are not sure about this. If the volume is zero, it means there was no volume number with the trade provided by the exchange. Why that is the case we do not know.
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 Date Time Of Last Edit: 2025-12-29 14:58:40
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| [2025-12-29 15:27:35] |
| n_x_b - Posts: 4 |
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Anyone experienced this or have a clue as to what is going on here? Is it something weird that CME does for FUT OPT data? Thanks in advance. |
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