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Date/Time: Fri, 19 Apr 2024 00:28:49 +0000



Post From: Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed!

[2018-10-17 18:14:39]
Sierra Chart Engineering - Posts: 104368
Hi, so it is the base $35 plus $15.75 for all futures? What is 1st connection, 2nd connection?
Yes. Connections are documented here:
Sierra Chart Exchange Data Feed: Connections

There are no plans to provide more levels for CL. The way the CME does this market by order data is terribly inefficient. There is no other way to explain it other than it is simply substandard and inefficient. For example, when an order is modified they should give the prior price and quantity so we do not have to store that. And they should just simply provide more levels of depth outright rather having to build it with market by order 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-10-17 18:16:04