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Date/Time: Sat, 18 May 2024 12:03:16 +0000



Post From: CME 'Top of Book' data option

[2015-01-09 21:30:27]
bekitz3 - Posts: 83
so then, please clearify what you want?
Well, unless you work for the CME, AMP Futures, Sierra Charts, or Trading Technologies......there is nothing I want from you specifically.


sierra is offering the $3 option AND it does offer the $15 option with market depth..
yes they do.....if you are using their (Sierra Chart's) real-time data feed.....which I am not

If you are a trader with AMP Futures using Sierra Charts with TTNet as the data feed (which I am).....the 'Top of Book' option is not available yet.....hence the origin of this thread. I'm already in contact with AMP Futures & Trading Technologies regarding this issue. This thread was simply an effort to involve Sierra in the loop.....obviously they were not interested.



You seem to be real interested though....not sure why really. You have your needs as a trader.....I have mine. In my case, I do not need market depth so why would I want to pay for it if an option that is 80% less is offered. It would be a different story if I was trying to persuade the CME or Sierra or AMP or TT to offer a lower price for data....but that's not the case.

The CME is mandating these fees and they are offering 2 data licensing options - 'Top of Book' & 'Full Market Depth'. So theoretically, all brokers, platforms, data feeds should have this available. Clearly, this is not the case yet. And because this world of trading involves an array of various moving parts (exchange, broker, platform, data feed, etc) the potential for everyone not being up to speed exists.