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Date/Time: Sat, 27 Apr 2024 00:44:13 +0000



Post From: Problem with CTS T4 Quotes

[2019-08-14 06:40:57]
Sierra Chart Engineering - Posts: 104368
I spoke with CTS and they said they were implementing historical midpoint data in the future. Do you ever plan on offering historical midpoint/bid/ask data with the SC Data feed? This is critical for charting accurate spreads for spread traders like myself.
This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.

You also have the choice to use CQG instead of TT as well.

Does this mean on CQG data in SC the next and back months contract prices and bid/ask data are wrong?
The CQG data feed does provide the implied market depth data merged in with the best bid and ask prices. We did verify that. The CTS data feed does not do that. It has to be handled on the client side.
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:
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Date Time Of Last Edit: 2019-08-14 06:41:54