Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 14:32:12 +0000



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

[2018-12-05 23:50:15]
Acro - Posts: 436
I have a live Rithmic feed and I am seeing full book on both CL and ES via Sierra.
However, there are some prices a long way from current bid ask where there are some gaps in depth - normally blocks of two or three contiguous prices.

I understand Rithmic provided Sierra with a new api recently but I'm not sure whether that is the one that is currently being used by Sierra.

This full book is having no detrimental impact on my internet feed