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Date/Time: Fri, 19 Apr 2024 18:03:48 +0000



Post From: Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data)

[2014-01-09 05:48:37]
ejtrader - Posts: 688
SC Team - Question about CME's aggressor's field you have been using to determine exact trade type( which very nice BTW ). Assuming only with the recent data - you have started recording this. For the historical bid/ask trade data - Which method you have used? Did you extract historical data directly from CME as well or used some other source? For ES - mainly interested to know - what was the oldest date - that you have started using this "aggressor" field.

Thanks
Date Time Of Last Edit: 2014-01-09 05:49:56