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Date/Time: Tue, 28 May 2024 03:20:51 +0000



Post From: Now Released: Upcoming CME Direct Routing

[2021-06-18 05:42:44]
Sierra Chart Engineering - Posts: 104368
We decided not to do this because really it is just a waste of time and serves little purpose:
We will also see if we can release the direct order routing connected to the CME test environment. We will try to get that out in about two weeks. It is a little involved because we also have to set up the corresponding market data support.

The best test environment is our own trade simulation system documented here:
Simulated Futures Trading Service


After continued discussion with clearing firms/brokers, we have done or working on the following:

-Implemented check to prevent trading after the last trading date of a futures contract. We also need to implement a global and a product level setting to specify the number of days prior to this date, to prevent trading.

- Order rate limiting. This prevents too many orders, modifications or cancellations from being sent over a particular period of time.

- Calculation of the full margin even when daytrading margin is in effect. And calculation of the margin required for the position only and not including orders.

- Net liquidating value to margin ratio calculation in the Trade Accounts Monitor.

- Ability to set the operator ID, and Sender Location ID, for risk managers independent from the settings on the trading account.



Getting closer. And we perfectly understand why this takes time to get to a point, where this can actually be used for real live trading.
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:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-06-18 05:46:01