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