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Direct MessagesDate/Time: Thu, 18 Apr 2024 11:57:20 +0000
Exchange data fee symbol limits on futures options and spreads
View Count: 958
| [2019-02-08 22:59:04] |
| User493712 - Posts: 11 |
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Hi SC Support, I read through the Exchange Data Feed documentation and did not find symbol limits rules on futures options and spreads. Can you please give more details? 1. For futures options, is the whole chain of all strikes on one expiration date, for example ES1A, counted as one symbol? Or each strike is counted as one symbol, as shown in the FS list? Are Calls and Puts counted as different symbols? 2. Is one spread, for example, a calendar spread ESH19-ESH20 counted as an additional symbol on top of individual ESH19 and ESH20? Thank you. Date Time Of Last Edit: 2019-02-08 23:02:35
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| [2019-02-08 23:00:59] |
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Each individual contract is counted as one symbol. You can certainly get listings of all of these options or spreads without quotes but once you put them on a quote board or open charts for them, each one is counted as one 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 Date Time Of Last Edit: 2019-02-08 23:02:02
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| [2019-02-08 23:06:28] |
| User493712 - Posts: 11 |
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once you put them on a quote board or open charts for them, each one is counted as one symbol
So if I put 5 strikes of Calls and Puts of ES1A on the quote board, it will be counted as 10 symbols? Is it the same if I access options prices via DTC protocol? Thanks |
| [2019-02-08 23:36:56] |
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Yes.
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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