Support Board
Date/Time: Thu, 24 Sep 2026 17:09:49 +0000
Post From: BidVolume/AskVolume field - does the non-Market-Depth Full CME Group data tier include it?
| [2026-08-11 14:33:35] |
| Sierra_Chart Engineering - Posts: 24961 |
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1. Does the "Full CME Group" Denali feed WITHOUT Market Depth (the lower-cost non-professional tier) provide the BidVolume/AskVolume classification per trade, or is the Market Depth tier required for this field? For Sierra Chart pricing, refer to this page: Description of Service Packages and Pricing 2. For the products listed above, is there a common start date for clean intraday tick history with BidVolume/AskVolume populated, or does it vary by product/exchange? I'm aware MES only launched in May 2019 -- are there similar considerations for any of the others? No there is no common start date and we cannot give you a start date for each of these. That is too involved.3. Are there any known gaps or data quality issues in this history between 2012 and today for any of these products? Not sure about data quality before 2014. After that we cannot say the data is 100% perfect 100% of the time. The data is generally good. Certainly the Ask Volume and Bid Volume will be accurate.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-11 19:59:18
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