It would be great, but I've found that importing the individual options strikes into Sierra Charts problematic (i.e. I use the midpoint of the bid-ask to get more composite data of individual option strikes), but Sierra Charts will only import the trades which are usually not frequent enough to create a short term chart...They've suggested a workaround, but I've yet to find a good way to trade options thru them (ideally semi-automated) to get around the rules about posting simultaneous bids/offers in option's strikes.