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»Forums Index »Product Support »Data and Content Support »Historical Futures Options Last Size==0
Author Topic: Historical Futures Options Last Size==0 (2 messages, Page 1 of 1)

sd_cm
-Interested User-
Posts: 22
Joined: Aug 23, 2004


Posted: Aug 12, 2005 04:37 PM          Msg. 1 of 2
When requesting historical ticks for a futures option, such as @ESQ5C124000, the Last Size field is always 0 for what appears to be all futures options (at least CME and CBOT). This is not the case for options on stocks or indexes. The total volume field appears to have the correct volume, which is what makes me think this is a bug as opposed to a data availability issue.

Please advise if this will be fixed or if I should develop a work around. Thanks

DTN_MarketData
-DTN's Market Data Experts-
Posts: 690
Joined: Jul 15, 2004


Posted: Aug 17, 2005 03:16 PM          Msg. 2 of 2
We are working to see if we can get this added onto the system. It may take approximately two to four weeks to implement.
 

 

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