Support Board
Date/Time: Thu, 15 Oct 2026 17:16:38 +0000
Post From: CME trade-type metadata
| [2026-08-31 19:53:35] |
| User330797 - Posts: 5 |
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To clarify the data pipeline: When CME futures Block Trades / EFP / EFR / other negotiated transactions occur, are those trades included at all in the Denali market data / Time and Sales stream used by Sierra Chart? If they are included, are they processed as normal trade records with the trade-type metadata discarded/not exposed? Or are those transactions not part of the Denali Time and Sales stream in the first place? I am not asking whether ACSIL exposes a trade-condition field; I am specifically trying to understand whether these negotiated trade events are present in Sierra Chart's futures Time and Sales/volume data at all. Thank you |