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Date/Time: Thu, 25 Apr 2024 11:23:31 +0000

Post From: Missing CME symbols in Exchange Data Feed

[2022-11-28 21:32:38] Link To Thread - Link To Post [Go To First Post]
User500500 - Posts: 16
SR3 (3 month SOFR) was successfully added to the Denali category. Thank you for this However, could it be that the symbol mapping is off or that it is pointing to a different symbol? Indeed, when looking at the DOM for any month/strike price combination, the market data seems to work and update but with prices completely different than actual data (<or>30-40% difference for some strike prices). Attached are 3 screenshots: 1. In Denali, ES Mini SP500 Option DOM matching the right prices (Denali overall seems to work) 2. In Denali, SR3 Option DOM not matching the right prices (used one example but none of the one tried were close to actual bid/ask values) 3. In Futures-CME (CQG), nothing populating the DOM --> not an issue if #2 is corrected Note 1: I know that barchart bid/ask are slightly delayed in the screenshots but this was just for visual purposes Note 2: Existing SR3 Options positions in CQG do not populate the Denali DOM the same way the existing Future positions populate the DOM of 'Futures-CME' Thanks, Kevin


SR3fromCQG-notDenali.PNG / V - Attached On 2022-11-28 21:20:04 UTC - Size: 49.55 KB - 76 views ESok.PNG / V - Attached On 2022-11-28 21:20:13 UTC - Size: 192.37 KB - 72 views SR3notOk.PNG / V - Attached On 2022-11-28 21:20:17 UTC - Size: 159.94 KB - 78 views