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Date/Time: Tue, 16 Jan 2018 11:53:48 +0000



Post From: Notice: CTS Trading Service Symbols

[2014-03-10 02:57:23]
Sierra Chart Engineering - Posts: 56182
Hello,


Update:
It is now possible to get expired futures contract data when using CTS. This requires Sierra Chart version 1115 or higher. Therefore, the Continuous Futures Contract feature can now be used again.

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When updating to version 1110 or higher of Sierra Chart and you are using the CTS T4 Trading service, then before performing any trading and to ensure that the charts will function properly, then take note of the following information and perform the steps given. This is very important information, as changes have been made.


This is the previous symbol format used by Sierra Chart for CTS:
[CTS contract].[CTS market identifier].[CTS exchange]

This is the new symbol format beginning with 1110:
[CTS contract].[contract month and year (YYYYMM00)].[CTS exchange]

This is an example symbol using the new format:
ES.20140300.CME_Eq

The reason for this change is that the [CTS market identifier] for the next active delivery month for some futures contracts follows a different pattern.

Generally we have been able to rely upon the patterns given by CTS as being stable. This is no longer the case. While we could regenerate the symbol lists in Sierra Chart to follow the patterns, we realize that there has to be a more reliable method to handle this.


These changes have been implemented by us on short notice because the simple fact is users cannot trade the next futures delivery month from Sierra Chart when using CTS for many futures contracts, with the changes made by CTS.

Therefore, CTS users need to update to the newest Sierra Chart version at this time if you encounter any problems with getting market data and trading related to the symbol formats.

To update select Help >> Download Current Version.

No matter what version of Sierra Chart you are running, the symbols listed in File >> Find Symbol will contain symbols using the new format as well as the old format. To list symbols only using the new format, you must perform a Full Reset of the Symbol Settings as explained here:
https://www.sierrachart.com/index.php?l=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps

Essential Step after updating to 1110 or higher: It is necessary for you to go through all of your charts and Trade DOM windows and update the symbols to the new format, following the instructions here:
https://www.sierrachart.com/index.php?l=doc/doc_SwitchingSymbols.html#ChangingChartSymbol


Futures spreads will still follow the old format because the market identifiers are looked up from CTS when you get spreads through the Find Symbol window:
[CTS contract].[CTS market identifier].[CTS exchange]

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2014-06-19 20:37:19