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Date/Time: Sun, 05 May 2024 14:59:14 +0000

Post From: Sierra real time data...

[2019-06-23 18:25:32] Link To Thread - Link To Post [Go To First Post]
User629089 - Posts: 93
Hi, I'm using SC's and the Jigsaw platform currently while using Rithmic data for each. I would like better data that would allow me to see the breakdown of cumulative delta into different size lots. Rithmic's data apparently is not that good. Through Convergent Trading I've found out that Sierra Real Time data and DTN IQ are the feeds for this. I'm very interested in the Sierra Real Time. Because Sierra data doesn't work with Jigsaw, I'd have to use Rithmic for Jigsaw. I'm already paying an exchange fee through Rithmic and it appears I have to pay an add'l exchange fee for the Sierra data. Is this correct? The full CME Group exchange fee has an option of with or without Market Depth. To get the delta breakdown data I'd like, I obviously need Market Depth, correct? The CME w/ Market Depth nonpro trading account for $5.25 doesn't include CBOT, NYMEX and COMEX data at all, correct? So following the 2 week trial my total looks to be the $25 for 20 real time symbols for the data feed and the $15.75 for the CME w/ Market Depth exchange fee(assuming the $5.25 option is out)assuming I have to pay the second exchange fee. Am I missing anything here? I realize some of these are probably silly questions but I'd like to know for sure in advance as to the specifics. Thanks...