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Date/Time: Fri, 27 Jan 2023 16:51:33 +0000



Post From: Now Released: Upcoming CME / EUREX Direct Routing

[2021-09-30 15:41:00]
Sierra Chart Engineering - Posts: 104348
There may be a delay of a few days with the release of the direct order routing service. We are changing how Symbol mapping works and also mapping to the clearing code used for margin data.

There is a symbol mapping involved because we do have to map between two digit years to a single digit years required by the exchange. This has always been done programmatically, but it had relied upon a configuration pattern in the symbol settings file which we will be removing. We want to remove any possibility of any error with this due to a misconfiguration.

And we also want to use a file from the CME FTP server, which maps between Globex codes and clearing codes. This whole clearing code thing must date back to the 1980s because it is such absolute nonsense, that there is actually a different code for clearing for many futures products as compared to the Globex code.

Here is an example:
<PRODUCT>

<ProductDescription>30 YR U.S. TREASURY BOND FUTURES</ProductDescription>
<GlobexProductCode>ZB</GlobexProductCode>
<FloorProductCode>US</FloorProductCode>
<ClearingProductCode>17</ClearingProductCode>
</PRODUCT>

Notice how the clearing code is 17. That clearing code of 17 is necessary to get margin data and it is also necessary when we synchronize at the end of the day to the clearing firm positions. This really is crazy.
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: 2021-09-30 15:42:20