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Date/Time: Thu, 18 Jul 2024 19:31:55 +0000



Futures Options Market Depth on CME delayed Denali data

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[2022-11-02 21:43:53]
User846000 - Posts: 22
Hi,

I've got a full depth study set up and working fine on the ES as underlying, but I cannot work out if I should be able to get the depth data from my feed - from my understanding of the information I think I should for Futures Options at least on CME symbols. I seem to be able to download tick level data fine using for example E1CX22 C3950.FUT_OPT.CME absolutely fine (it initially says intraday/historical data is not available but then a minute later presents the 1tick data chart), but I've tried the troubleshooting process, redownloading etc for depth data study but it doesnt come through. Please confirm if I should be able to get this data from my Denali feed.

Much appreciated!
[2022-11-03 10:57:17]
Sierra_Chart Engineering - Posts: 15510
There is no historical market depth data available for futures options.

You will get market depth data but only the real-time/delayed market depth data.
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
[2022-11-03 17:45:39]
User846000 - Posts: 22
Does the historic data we do have then include Open Interest and Volume?

Thanks
[2022-11-04 14:08:52]
Sierra_Chart Engineering - Posts: 15510
The historical data Futures options does not provide open interest. Volume is provided.
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

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