Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 09 Jun 2024 10:58:09 +0000
Post From: Future Data via Interactive / SC / Denali / Rithmic
| [2020-11-06 16:23:30] |
| John - SC Support - Posts: 32149 |
|
We are going to start at the end and go backwards through your questions. First, if you are wanting to trade ES, CL, Gold and DAX, then you would need both the Denali Exchange Data Feed (for the CME Group) and the Sierra Chart Exchange Data Feed (for the EUREX). Please refer to the documentation starting here: Real-Time Exchange Data Feeds Available From Sierra Chart And specifically be aware of this section: Real-Time Exchange Data Feeds Available From Sierra Chart: Using Both Denali Exchange Data Feed and Sierra Chart Exchange Data Feed ------------------- The Market Depth for the CME Group is 1400 levels of data. Right now for the EUREX it is 20 levels, but we are working on a new implementation that will allow us to well beyond that. ------------------- As to the issue with the market depth from Interactive Brokers, we are unable to help with that issue. You would need to talk to Interactive Brokers about what you would need to set to get the data. ------------------ We are not sure if you wanting to also trade equities from Sierra Chart, just be aware that the Sierra Chart Exchange Data Feed does not include the Level 2 Market Depth for equities. You have the Top of Book, but that is all. ----------------- If you are going to be using AMP as your brokerage for trading futures, then we recommend using the Sierra Chart Order Routing Service with Data. We definitely do not recommend using Rithmic. Note that AMP does support trading EUREX through the Sierra Chart Order Routing Service as well. For more information, refer to the following: Sierra Chart / Trading Technologies Futures Order Routing Service For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |