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Date/Time: Fri, 29 Mar 2024 12:50:42 +0000



Post From: Problem with CTS T4 Quotes

[2019-08-14 20:01:06]
rwilliams1 - Posts: 339
This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.

The only issue with that is in between trades, price could move significantly away from the last recorded midpoint price, especially during 24 hour markets and slow periods. And that info won't be shown historically on the chart.

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.

Would love to use CQG, but they don't have reduced margins for spreads. :-(