Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 19 Apr 2024 23:50:06 +0000
Equity index FOPs - multiple expirations - view/find
View Count: 1254
| [2020-01-10 23:53:36] |
| Chad - Posts: 231 |
|
I'm viewing the list of option contracts returned in Sierra for E-mini S&P/ES and Nasdaq-100/NQ, and I don't see an indication as to which expirations of the option series themselves is being displayed...it seems that the only expirations shown are pertaining to the underlying futures contract. Attached are screenshots from Thinkorswim, just for example. Am I missing something here? |
 SC-NQ-FOPS-list.png / V - Attached On 2020-01-10 23:52:50 UTC - Size: 43.22 KB - 316 views ES-FOPs-expirations.jpg / V - Attached On 2020-01-10 23:52:59 UTC - Size: 251.35 KB - 335 views NQ-FOPs-expirations.jpg / V - Attached On 2020-01-10 23:53:09 UTC - Size: 232 KB - 334 views |
| [2020-01-13 21:15:22] |
| |
|
We do not think the CME provides any detail, as to the exact expiration of the futures 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 |
| [2020-01-13 21:23:27] |
| |
|
This is the security definition from the CME for this contract: 35=d5799=00000000980=A779=202001051701470001401180=3191300=54462=5207=XCME1151=QZ6937=NQ55=NQH0 C890048=16789622=8167=OOF461=OCAFPS201=1200=20200315=USD202=890000.000000000947=USD9850=5.0000000001142=F562=11140=15001146=0.0000000009787=0.0100000006350=4996=IPNT1147=20.0000000001150=29350.000000000731=000000105796=202001101148=5.0000000001149=9999900.0000000009779=N864=2865=51145=20190315213000000000865=71145=202003201330000000001141=11022=GBX264=3870=1871=24872=000000000000010000100000000000111234=0711=1309=10204305=8311=NQH01647=05791=635792=316 It does not contain any expiration date that we can see. Reference: https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Security+Definition 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: 2020-01-13 21:23:51
|
| [2020-01-13 21:50:33] |
| Chad - Posts: 231 |
|
Thanks; I don't see an entry in their Message Layout list indicating a Tag for expiration. I'll try emailing them about it...if they respond and resolve the question, I'll post the pertinent info here.
|
| [2020-01-15 20:18:02] |
| Chad - Posts: 231 |
|
Here is the response I received from CME's Global Command Center (contact number/email removed): "Look for the iterations of tags 865 and 1145. When tag 865 has the value 5 the value in the following tag 1145 is the activation date and time. When tag 865 has the value 7 the value in the following tag 1145 is the last trade date and time. After the last trade date and time the instrument will no longer be available on Globex. All times are UTC. Our MDP3 market data system usually sends dates and times in UNIX epoch format with nanosecond precision, which you would need to convert, but what I see in the exhibit you sent is YYYYMMDDHHMMSSMMMmmm which is microsecond precision which probably means that it was converted prior to sending to you. If you have any further questions, please call the GCC...[removed]" |
| [2020-01-21 22:03:09] |
| Chad - Posts: 231 |
|
Hi SCE, is the info from CME-GCC's reply enough for you to implement an improvement to the options list in SC so the user can filter by, or at least see, the different expirations?
Date Time Of Last Edit: 2020-01-21 22:03:28
|
| [2020-01-22 03:13:38] |
| Sierra_Chart Engineering - Posts: 14016 |
|
Yes. Now that we look at it again we see we misinterpreted the meaning of one of the fields previously.
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 |
| [2020-01-22 15:28:57] |
| Chad - Posts: 231 |
|
Understandable, wasn't obvious from their documentation. Any estimate on when your request parameters can be updated to accommodate this, given current WIP?
|
| [2020-01-23 09:35:44] |
| Sierra_Chart Engineering - Posts: 14016 |
|
We will gradually work on this over the next 2 weeks.
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 |
| [2020-02-25 17:09:49] |
| |
|
Letting you know, we finally got this working. The way the CME did the expiration field in the security definition data, was interactive brokers quality. They used two different types of values, one of which was not at all consistent with their documentation and completely nonsensical. We had to interpret the value one way and if that was not correct we would do it another way.
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 |
| [2020-02-25 18:00:02] |
| Chad - Posts: 231 |
|
Thank you very much. I'll state in a relative 'half-complement' to IB that their API at least provides an 'expiration' parameter for relevant functions, whereas with CME, after reviewing their documentation, I agree with you, that's a confusing way to do it.
|
| [2021-10-27 20:19:31] |
| Chad - Posts: 231 |
|
Hi SCE, could you add a simple button to the 'Get Options' pop-up menu/box, which allows the user to highlight all option contracts listed, and copy the text to clipboard for pasting elsewhere (e.g. external spreadsheet)? I'd assume the fields could be copied with tab or comma delimiters? This would be helpful, since I can't get the list via ACSIL. |
| [2021-11-14 00:31:38] |
| Chad - Posts: 231 |
|
bump
|
To post a message in this thread, you need to log in with your Sierra Chart account: