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Date/Time: Sat, 27 Apr 2024 22:12:53 +0000



Futures Options Now Available with Sierra Chart Exchange Data Feed!

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[2017-08-16 16:47:16]
Sierra Chart Engineering - Posts: 104368
We are going to release CME futures options with the Sierra Chart Exchange Data Feed, this week.

The cost of this will be an additional 12 USD per month.
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
[2017-08-18 13:24:12]
Sierra Chart Engineering - Posts: 104368
There will be two or three day delay with this. It is not likely we are going to get this out, this Friday.

The complication is just due to the large number of symbols that have to be handled from the CME. This is about 200,000 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
Date Time Of Last Edit: 2017-08-18 13:24:54
[2017-08-18 16:50:50]
ephi144 - Posts: 54
so you are saying i can trade options using Sierra chart?

in addition, which feeds are supported? e.g. CQG?
[2017-08-18 17:09:44]
Sierra Chart Engineering - Posts: 104368
Trading options has always been supported. What we are describing is providing real-time options data through the Sierra Chart Exchange Data Feed.

CQG is supported and options trading is supported.

Refer to:
https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#OptionsSymbolFormat
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
[2017-08-29 15:10:21]
Sierra Chart Engineering - Posts: 104368
The main issue we are working on now related to futures options is managing the very large number of symbols.

The additional symbols and bandwidth is causing some packet loss issues with our main CME and other exchange feeds.

This has been an issue the last couple of days.

When there is packet loss, we are ensuring at the end of the and periodically throughout the day the historical data is complete.

We will have this issue resolved by the end of the day.
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
[2017-09-25 04:50:48]
User918738 - Posts: 31
Is real time option price data available and if so, where do I find the $12 charge to enable the data?
[2017-09-25 05:11:06]
Sierra Chart Engineering - Posts: 104368
Yes, this is just about ready. We finished the details of this over this past weekend.

So you are interested in real-time CME futures options data? It is more than just 12 USD a month. You also have to pay for the real-time data connection and the CME exchange fee.
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: 2017-09-25 05:11:37
[2017-09-25 16:11:27]
User918738 - Posts: 31
Will you make an announcement when it is officially available?
[2017-09-26 14:39:49]
Sierra Chart Engineering - Posts: 104368
Yes. We expect this week.
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
[2017-10-01 22:11:27]
Sierra Chart Engineering - Posts: 104368
We have completed most of the work for releasing Futures options.

We just need to add the necessary symbol settings.

The symbol settings for the ES futures options are now available.

Users will need to update to version 1617.

Any user of the Sierra Chart Exchange Data Feed can now access futures options through File >> Find Symbol >>Futures Options-CME/CBOT/COMEX/NYMEX.

Select the symbol, currently only ES, and press Get Options.

More than 10,000 options will be listed. We are going to improve upon the way in which options will be listed so there is not a temporary freezing while processing through that many options.

Thinking about this some more, what we could do is perhaps list only options which have some trading activity because most of these options are just not active.

Update: For the time being, there is no additional cost for the real-time options until we get of the remaining details finalized.
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: 2017-10-02 00:01:40
[2017-10-07 03:23:06]
Sierra Chart Engineering - Posts: 104368
The development of futures options for the Sierra Chart Exchange Data Feed is now complete.

This was a technical challenge with having to make various optimizations to handle over 242,000 symbols. These optimizations were done within Sierra Chart, which processes the feed, and also within our real-time server program.

The symbols can be searched through: File >> Find Symbol >>Futures Options-CME/CBOT/COMEX/NYMEX.

Select one of the underlying symbols in the list and press the Get Options button.

Only those symbols that have a nonzero open interest are returned for performance and practical reasons. And the open interest is within the description of the symbol in the returned list. You can see the open interest after "OI=".

Make sure you are on the current version of Sierra Chart for proper support for futures options.
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: 2017-10-31 05:10:03
[2017-10-11 17:16:00]
User918738 - Posts: 31
Great addition to sierra charts.
[2017-10-18 04:13:03]
Sierra Chart Engineering - Posts: 104368
What we are also going to be adding in the coming days is recording of the bid and ask prices. So when there is no trading activity but there is changes with bid and ask prices, you will be able to chart those as well as an option.
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
[2017-10-21 10:35:16]
Sierra Chart Engineering - Posts: 104368
This is intended to be released this Sunday evening:
What we are also going to be adding in the coming days is recording of the bid and ask prices. So when there is no trading activity but there is changes with bid and ask prices, you will be able to chart those as well as an option.

The option to either chart these or not will be in the next release. By default they will be charted, including in existing versions.
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: 2017-10-21 10:35:25
[2017-11-06 21:39:36]
User767932 - Posts: 5
"The symbols can be searched through: File >> Find Symbol >>Futures Options-CME/CBOT/COMEX/NYMEX.

Select one of the underlying symbols in the list and press the Get Options button."

When I do this, I don't get options...it does nothing. I'm using Sierra Chart with AMP Futures. AMP tells me that my account is optimized for options, and it has to be an issue with Sierra. I entered a trouble ticket and got no response. How can I get options???? Please help!!
[2017-11-07 03:51:47]
Sierra Chart Engineering - Posts: 104368
That particular category in Find Symbol is only for when using the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

There is another way to get options with CQG.

Refer to:
https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#OptionsSymbolFormat
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
[2017-11-07 04:00:19]
Sierra Chart Engineering - Posts: 104368
Also, we have moved the options service over to a separate server so as to not put any extra load on the server handling outright futures and stocks.

This requires that you are running the current Sierra Chart version to access that server.

Follow the instructions here to update:
Software Download: Fast Update
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: 2017-11-07 04:01:00
[2017-11-07 04:06:58]
User918738 - Posts: 31
Many thanks!!!
[2017-11-09 22:59:43]
samual sprat - Posts: 343
Hi. I have a paper trading data feed from Rithmic atm. Would this service be comparable to that? Is it realtime?
[2017-11-10 21:06:53]
Sierra Chart Engineering - Posts: 104368
We really need to understand what it is you require. Here is complete documentation for the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed
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
[2017-11-11 21:13:07]
Sierra Chart Engineering - Posts: 104368
Here is the documentation for Futures Options through the SC Exchange Data Feed:
Sierra Chart Exchange Data Feed: Futures Options
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
[2017-12-04 13:15:38]
wwwingman - Posts: 185
Hi. How many futures options symbols can be watched simultaneously ?
[2017-12-04 18:04:30]
Sierra Chart Engineering - Posts: 104368
It depends upon the number of symbols you have subscribed to for the data feed. Refer to:
Sierra Chart Exchange Data Feed: Data Feed Pricing

It is that same number of symbols. These symbols being monitored in real time do not count against other security types like futures, spreads, indexes and stocks.

There is also going to be a 10 USD/month required for futures options but this is not yet in place.
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: 2017-12-04 18:05:39
[2017-12-04 18:21:30]
wwwingman - Posts: 185
It depends upon the number of symbols you have subscribed to for the data feed. Refer to:

Does this mean every strike per market is considered to be a symbol ?
(This means watching the available set of strikes of just one market can lead to hundreds of symbols...).

-- W

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