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Date/Time: Tue, 30 Apr 2024 14:43:40 +0000



TradingDOM Futures Options Scale wrong above $5

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[2019-03-18 15:09:46]
User796776 - Posts: 95
Using SC Futures SC Order Routing

The Trading DOM when viewing an ES Futures option is using .05 above $5 which I think needs to be .25.

I am looking at EW4H19 C2860.EW4.FUT_OPT.CME.

Is there a way for me to correct the scale above the $5 price?

CME spec https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contractSpecs_options.html?optionProductId=5222#optionProductId=5222
[2019-03-18 19:53:38]
Sierra Chart Engineering - Posts: 104368
You can adjust the Tick Size and Value Format as you require:
Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

Make sure you uncheck the option to Auto Set from 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
[2019-03-18 21:31:51]
User796776 - Posts: 95
I do not see how I can fix this on my end since I can't set different tick values based on price.

The spec states:

Regular Tick: 0.25 index points ($12.50) for premium > 5.00 index points ($250.00)
Refuced Tick: 0.05 index points ($2.50) for premium at or below 5.00 index points ($250.00)
CAB: 0.05 index points ($2.50)

But SC is using .05 above $5.00 filling the DOM with invalid prices.
[2019-03-18 22:12:48]
User796776 - Posts: 95
Adding a screenshot that hopefully will help.
image2019-03-18_18-01-49.png / V - Attached On 2019-03-18 22:11:13 UTC - Size: 64.28 KB - 332 views
[2019-03-19 17:51:56]
Sierra Chart Engineering - Posts: 104368
There is support only for a single tick size for a symbol within a chart or Trading DOM.

But we do need to look at the tick size, value format and price multiplier being provided for the CME options from our server. It looks as though there is a problem with that when we checked.
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: 2019-03-19 17:53:49
[2019-09-13 19:01:26]
User796776 - Posts: 95
Has there been any progress on the DOM for ES options?

Attached is a screen shot of the SC DOM next to a TOS DOM to demonstrate the issue.
Attachment Deleted.
image2019-09-13_14-49-51.png / V - Attached On 2019-09-13 19:01:11 UTC - Size: 178.29 KB - 255 views
[2019-09-16 11:02:14]
Sierra Chart Engineering - Posts: 104368
We do not understand post #6. But you can change the Tick Size as needed:
Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

Please understand, the Sierra Chart just does not support any variable tick size within a chart.

We simply cannot provide any further help here.
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: 2019-09-16 11:03:12

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