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futures options and option chains

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[2017-01-04 16:52:04] #1 [Go To First Post]
SSGill - Posts: 35
Hello; Is there a way access future option data from a broker's data feed? For example, Rithmic. I also have an ameritrade live account. If not, then if I have a option symbol, lets say for example "/ESH7 /EW1F7 2266 Jan 17" can I access that data into a chart? I am asking this, because from looking at previous support requests, Sierra Charts does not support options trading, but maybe in IB? If it was possible to bring option data by symbol that might be helpful.

[2017-01-04 18:33:48] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You can use futures options through Rithmic, CQG and Interactive Brokers. In each case the option symbol needs to be manually specified. Among these three which service did you want to do this with? Sierra Chart does support options trading with all three of these services. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-01-05 05:28:08] #3 [Go To First Post]
User103861 - Posts: 42
I had the exact same question. Is it limited to only Futures Options, or all Options (options on Stocks, ETFs, etc.)? My broker is Interactive Brokers. Thanks

[2017-01-05 05:41:20] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
All options are supported. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-01-05 15:19:42] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Here you can find the Interactive Brokers options symbol formats: Interactive Brokers Symbols 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-01-05 15:53:01] #6 [Go To First Post]
User103861 - Posts: 42
Thanks. I have success with one option symbol (for SPY) but am having difficulty with another (for SPX). I took the contract information directly from IBs "Contract Description" and formatted it in the way mentioned in the link you provided. The SPY contract (SPY-OPT-20170317-226-C-SMART-100-USD) works fine but the SPX (SPX-OPT-20170317-2260-C-SMART-100-USD) does not. It does not say "Symbol Unknown" but simply opens a blank chart or says "Downloading Historical Data" and then "Download Failed". I've checked over the symbols many times to make sure they are correct, is there something I am missing or doing wrong?

[2017-01-05 16:56:59] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Would be best to contact Interactive Brokers about this but we might be able to give you some indication of what the problem might be when you provide the Message Log. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-01-05 16:57:33

[2017-01-05 18:15:48] #8 [Go To First Post]
User103861 - Posts: 42
I figured it out and thought I would post in case someone else has the same issue in the future. Apparently to pull options contract data from IB, the options symbol requires the "Last Trading Date", not the expiration date. So for SPY, the Last Trading Date is the same as the Expiration Date, however for SPX it is not. You may want to confirm this from IB and update your symbol guide. Thanks for your help

[2017-01-05 18:27:29] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will do the necessary documentation updates now. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-01-09 03:50:59] #10 [Go To First Post]
SSGill - Posts: 35
Hello; I am trying to send future option orders to Rithmic. AGN is the broker. In addition, I would like to open a chart and see a particular option historical information charted. Here is what I can make out for symbols as an example.. E2CF7 C2270-CME When I enter this into the symbol for a chart, it appears to load something, but I get a blank chart. I do not get an error message such as symbol does not exist... just a blank chart. Then as well, how would I open and close option positions?

[2017-01-09 04:52:28] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Provide a copy of the Message Log by following these instructions: https://www.sierrachart.com/index.php?l=doc/PostingInformation.php#MessageLog Once there is a chart, this symbol can be traded just like any other symbol. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-01-09 14:57:54] #12 [Go To First Post]
SSGill - Posts: 35
Reading Internal Order ID file. \| 2017-01-06 15:46:35 Reading Trade Orders file. \| 2017-01-06 15:46:35 Reading Trade Positions file. \| 2017-01-06 15:46:35 Software version: 1504 \| 2017-01-06 15:46:35 Uses New Spreadsheets \| 2017-01-06 15:46:35 Usage end date: 2017-02-03 \| 2017-01-06 15:46:35 Enabled for: Advanced Features. \| 2017-01-06 15:46:35 Enabled for: Sierra Chart Historical Data Service. \| 2017-01-06 15:46:35 Allow Support for Sierra Chart Data Feeds is enabled. \| 2017-01-06 15:46:35 Current selected Data/Trading service: Rithmic Trading \| 2017-01-06 15:46:35 Chart Update Interval: 500 \| 2017-01-06 15:46:35 Time Zone: +00:00:00 (UTC+00) \| 2017-01-06 15:46:35 2017-01-06 10:46:39 Local computer time \| 2017-01-06 15:46:35 2017-01-06 15:46:39 Local computer time in UTC \| 2017-01-06 15:46:35 2017-01-06 15:46:39 Local computer time in SC Time Zone \| 2017-01-06 15:46:35 2017-01-06 15:46:35 Server time in UTC \| 2017-01-06 15:46:35 Local computer UTC time and Server UTC time difference: 3 seconds. \| 2017-01-06 15:46:35 Program path: C:\SierraChart\ \| 2017-01-06 15:46:35 Data Files path: C:\SierraChart\Data\ \| 2017-01-06 15:46:35 OS Version Number: 6.1 \| 2017-01-06 15:46:35 Locale Setting: C \| 2017-01-06 15:46:35 E2CF7 C2270-CME 1 Day #4 \| Reloading chart. \| 2017-01-08 22:40:51 E2CF7 C2270-CME 1 Day #4 \| Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\E2CF7 C2270-CME.scid \| 2017-01-08 22:40:51 Rithmic Trading \| Starting real-time market data updates for: E2CF7 C2270-CME. ID: 4 \| 2017-01-08 22:40:52 Rithmic Trading \| Requesting security definition data for: E2CF7 C2270-CME. ID: 4 \| 2017-01-08 22:40:52 Rithmic Trading \| Using primary service for historical data for E2CF7 C2270-CME \| 2017-01-08 22:40:52 Intraday data recording state for symbol E2CF7 C2270-CME is set to download 'Pending'. \| 2017-01-08 22:40:52 Market data subscription status is not known while delaying historical data download for symbol: E2CF7 C2270-CME \| 2017-01-08 22:40:52 Delaying start of download for E2CF7 C2270-CME \| 2017-01-08 22:40:52 Delaying start of download for E2CF7 C2270-CME \| 2017-01-08 22:40:53 HD Request # 23 \| Downloading Intraday chart data for E2CF7 C2270-CME to the file E2CF7 C2270-CME.scid. Service: rim \| 2017-01-08 22:40:57 Compressing file: C:\SierraChart\Data\E2CF7 C2270-CME.scid. This may take a while. \| 2017-01-08 22:40:57 HD Request # 23 \| Download start date-time: 2016-07-06 23:40:56.000 \| 2017-01-08 22:40:57 HD Request # 23 \| Sending historical data request. Start date-time: 2016-07-06 23:40:56. Record interval: 1. Symbol: E2CF7 C2270-CME \| 2017-01-08 22:40:57 Rithmic Trading \| Message from server: Setting record interval to 1 Minute for spreads and options. \| 2017-01-08 22:40:57 Rithmic Trading \| Message from server: Requesting historical Minute data. \| 2017-01-08 22:40:57 HD Request # 23 \| Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for E2CF7 C2270-CME \| 2017-01-08 22:40:57 HD Request # 23 \| Intraday download COMPLETE for E2CF7 C2270-CME. Completion time: 0s. Unique request ID: 22 \| 2017-01-08 22:40:57 Removed historical data download ID 22 \| 2017-01-08 22:40:57 Real-time Intraday chart data file updates started for E2CF7 C2270-CME \| 2017-01-08 22:40:57 Opened cached Intraday file: C:\SierraChart\Data\E2CF7 C2270-CME.scid \| 2017-01-08 22:40:57 Intraday chart data file opened for E2CF7 C2270-CME \| 2017-01-08 22:40:57 ESH7-CME Daily #2 \| Reloading Historical Daily chart due to current quote data for new date received. \| 2017-01-09 00:04:03 ESH7-CME Daily #2 \| Reloading chart. \| 2017-01-09 00:04:04 HD Request # 24 \| Downloading Historical Daily chart data for ESH7-CME. Starting date: 2017-01-05. Service: rim \| 2017-01-09 00:04:04 Historical data download counter reset. \| 2017-01-09 00:04:04 HD Request # 24 \| Requesting historical Daily data for ESH17 starting at 2017-01-04 \| 2017-01-09 00:04:04 HTTP connection to ds01.ddfplus.com:80 (0) \| Resolved address ds01.ddfplus.com to IP 8.18.161.123. \| 2017-01-09 00:04:05 HTTP connection to ds01.ddfplus.com:80 (2131) \| Connected. \| 2017-01-09 00:04:05 HD Request # 24 \| Receiving historical Daily data for ESH7-CME starting at 2017-01-05 \| 2017-01-09 00:04:05 HD Request # 24 \| Writing historical Daily data to the file ESH7-CME.dly \| 2017-01-09 00:04:05 HD Request # 24 \| Received 4 records from 2017-01-05 00:00:00 to 2017-01-09 00:00:00 (5.0 days) and wrote 3 records for ESH7-CME \| 2017-01-09 00:04:05 HD Request # 24 \| Daily download COMPLETE for ESH7-CME. Completion time: 1s. Unique request ID: 23 \| 2017-01-09 00:04:05 Removed historical data download ID 23 \| 2017-01-09 00:04:05 ESH7-CME Daily #2 \| Reloading chart. \| 2017-01-09 00:04:05 HTTP connection to ds01.ddfplus.com:80 (2131) \| Closed. No error. \| 2017-01-09 00:05:10 HTTP connection to ds01.ddfplus.com:80 (2131) \| Shutdown and closed. \| 2017-01-09 00:05:10 E2CF7 C2270-CME 1 Day #3 \| Reloading chart. \| 2017-01-09 09:22:15 E2CF7 C2270-CME Daily #3 \| Reloading chart. \| 2017-01-09 09:22:26 E2CF7 C2270-CME Daily #3 \| Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\E2CF7 C2270-CME.dly \| 2017-01-09 09:22:26 HD Request # 25 \| Downloading Historical Daily chart data for E2CF7 C2270-CME. Starting date: 1967-01-10. Service: rim \| 2017-01-09 09:22:27 HD Request # 25 \| Requesting historical Daily data for E2CF7 C2270-CME starting at 1967-01-09 \| 2017-01-09 09:22:27 HTTP connection to ds01.ddfplus.com:80 (0) \| Resolved address ds01.ddfplus.com to IP 8.18.161.123. \| 2017-01-09 09:22:27 HTTP connection to ds01.ddfplus.com:80 (2418) \| Connected. \| 2017-01-09 09:22:27 HD Request # 25 \| Error downloading historical Daily data for E2CF7 C2270-CME. Error executing query: Invalid symbol \| 2017-01-09 09:22:27 HD Request # 25 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for E2CF7 C2270-CME \| 2017-01-09 09:22:27 HD Request # 25 \| Daily download COMPLETE for E2CF7 C2270-CME. Completion time: 0s. Unique request ID: 24 \| 2017-01-09 09:22:27 Removed historical data download ID 24 \| 2017-01-09 09:22:27 E2CF7 C2270-CME Daily #3 \| Reloading chart. \| 2017-01-09 09:22:27 E2CF7 C2270-CME Daily #3 \| Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\E2CF7 C2270-CME.dly \| 2017-01-09 09:22:27 E2CF7 C2270-CME 1 Day #3 \| Reloading chart. \| 2017-01-09 09:22:56 E2CF7 C2270-CME 240 Min #3 \| Reloading chart. \| 2017-01-09 09:23:12 HTTP connection to ds01.ddfplus.com:80 (2418) \| Closed. No error. \| 2017-01-09 09:23:32 HTTP connection to ds01.ddfplus.com:80 (2418) \| Shutdown and closed. \| 2017-01-09 09:23:32 ====================================================== Please note, I tried again Monday AM, and did get one bar of data into my chart for symbol E2CF7 C2270-CME also, I was able to send an order. So, my questions are; 1) Can I get historical data on a chart for a futures options symbol? 2) Is it possible to display an options chain? Date Time Of Last Edit: 2017-01-09 19:15:12

[2017-01-09 19:17:25] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
From what we can tell from the Message Log, the Rithmic system does not provide historical Intraday data for futures options. For the symbols to use to get historical daily data for options, refer to: http://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php&SymbolsPage=Futures 2. No. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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