Login Page - Create Account

Support Board


Date/Time: Mon, 30 Jun 2025 17:32:05 +0000



CFE (VIX) Feed, Possible Price & Depth increment mismatch

View Count: 681

[2021-06-08 16:27:06]
SC Support - Posts: 1971
Should I check the symbol details of the CFE feed, because seemingly there is something wrong with the pricing and the depth (price increment is 0.01, but the depth information goes through in 0.05 steps).
Can you check this please?
Thank you
[2021-06-08 16:43:04]
ticinotrader - Posts: 415
Yes, seemingly they do not match.
image20210608_184105.png / V - Attached On 2021-06-08 16:42:55 UTC - Size: 384.24 KB - 228 views
[2021-06-09 20:19:45]
Sierra_Chart Engineering - Posts: 20023
We looked into this, and Sierra Chart is providing the data identically as it comes from the exchange feed.

It is correct and the same as our other data feed we have from Barchart. The bid and ask prices are in .05 increments but sometimes trades can be in .01 increments.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account