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Direct MessagesDate/Time: Sat, 18 May 2024 10:42:09 +0000
Post From: CME 'Top of Book' data option
| [2015-01-07 06:39:14] |
| bekitz3 - Posts: 83 |
|
Hello suppport....it is my understanding that the CME offers a 'Top of Book' option for data as seen on the bottom of page 1 in the following document: http://www.cmegroup.com/market-data/distributor/files/market-data-policy-changes-2014.pdf Sierra also confirms this option in the 'Introduction' section at the following link (2nd item in list) and indicates this is offered with an account through a supported futures trading service (which AMP/TTNet is one): Sierra Chart Exchange Data Feed So...I have an account with AMP/TTNet and inquired with them about this option due to the mandatory fees initiated by the CME this year 2015. AMP says they do not know about or provide this functionality. I explained to them that I have been using this option for much of 2014. How? Well as you guys may know, in the Data/Trade Service Settings dialog window, using 'AMP/TTNet' under the Service: dropdown box, there is a data field entitled Requested Market Depth: and 'Top of Book' is one of the choices availabe. Choosing this results in only the nearest bid & ask on the trading DOM. Works great. So my question is how do I make this option available for me? I realize that other options (such as 'Full Book' or 2-10 levels) are available in this Requested Market Depth field, but do you guys have the ability to restrict a specific account so that only 'Top of Book' is available in this field. Otherwise, there would be nothing preventing me from switching to different options even if I was only paying for limited depth. AMP says other clients have inquired about this but they suggested contacting you guys and/or TT to find out how this is achieved. Any ideas on how this functionality can be achieved?? And how to integrate this with AMP/TTNet specifically?? Thx. |