Support Board
Date/Time: Thu, 15 Oct 2026 17:16:45 +0000
Post From: CME trade-type metadata
| [2026-08-31 22:10:17] |
| Sierra_Chart Engineering - Posts: 25188 |
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We do not know. You need to ask the CME: 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? You need to ask the question, are these trades sent through this protocol and generate a trade summary: https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457418925/MDP+3.0+-+Trade+Summary We do not know the answer to any of your questions because we do not know if this data is even provided through the market data protocol from the CME. 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: 2026-08-31 22:10:45
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