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Direct MessagesDate/Time: Fri, 26 Apr 2024 10:18:49 +0000
Post From: DTC protocol and CME data
| [2023-01-10 01:55:10] |
| User410546 - Posts: 7 |
|
thanks for your fast response ! With a Sierrachart TRIAL account (which has just been activated); can we use the DTC protocol, and retrieve the market data for the CME groups futures instruments? The path is as follows: 1) first of all, I have the DATA in my sierrachart, with my TRIAL account, and I know that I am in delayed, it is normal! Then, I notice that I receive the VOLUME (trade event) and liquidity data ! (orderbook event); from there everything is fine! Under SierraChart ! 2) I then built, on the recommendation of the Sierrachart documentation, a bridge (an exe, stand alone software); which will make it possible to recover the data of markets of the flow of sierrachart! The data is coming for FOREX type instruments, or even crypto ! On the other hand, for the instruments of types CME group, I have the following message in the console of my BRIDGE: "not allowed". 3) indeed, when I want to reach this data (that I have however in my sierrachart station) via the DTC protocol, to receive it in my bridge; I am not authorized! My question is to know if : ---> do I need a full sierrachart account in service pack 11? yes probably. ---> Do I need the DENALI stream with market depth data level 2? ---> do I need to get this data in real time? I'm ready to pay the subscription, as well as the denali feed, and as well as the exchange fee of the CME group! That said, I would have liked to know, if paying, and taking a subscription, would allow me to solve this problem, and thus to know if it will be enough, to be able to receive the market data of the CME groups! I would also like to point out that I have signed all the agreements for the CME data! Thanks for your help! It is important for me! I intend to offer to the whole community a tool to visualize the micro structure of the order book which is just out of the ordinary! A marvel! Thanks for your help guys! |