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Date/Time: Sat, 20 Apr 2024 01:16:26 +0000



Option Price Ladder on ES errors and Currency value per tick issue

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[2020-01-11 22:35:35]
joemarc - Posts: 11
1. Regarding options on the ES, occasionally after data feed is updating I have noticed that the option price ladder prices are showing up as 100 time there actual value. I have to close SC and re-open chart and it which corrects the problem most of the time. Any idea what is happening here?

2. Also on ES options the P/L and NPL shows double the actual values, I adjusted the value in the chart setting advanced screen from 5 to 2.50 and the correct P/L and NPL values shows up for a moment then it reverts back? can you advise how to correct this.

FYI here is the ES option contract specifications regarding tick values.

Regular Tick: 0.25= $12.50 for premium > 5.00
Reduced Tick: 0.05= $2.50 for premium ≤ 5.00
CAB: 0.05= $2.50
[2020-01-13 17:26:01]
Sierra Chart Engineering - Posts: 104368
1. In this case select Chart >> Reload and Recalculate. Also make sure this option is enabled:
Chart Settings: Auto Set from Data Feed (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

2. What setting are you referring to?

The Currency Value per Tick setting should be correct by default for futures options with the Sierra Chart data feeds. If not let us know the option contract and we will check on it.
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 17:26:36

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