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Date/Time: Sun, 19 May 2024 02:18:45 +0000

Post From: Trade Summary with CTS

[2016-01-10 12:52:03] Link To Thread - Link To Post [Go To First Post]
User110342 - Posts: 2
Hello Sierra! I have a letter from CTS with explanation how is bundling ticks are working with new MDP 3.0 CME protocol: >If you go to your main properties General/Market Data, last option in market data is Trade Summary. >If enabled only the summary volume is used. If it is disabled then the individual volumes that made up >the trade are used. An example is a 10 lot trades against two 5 lots trade summary enabled will show a >10 lot trade. Trade summary disabled will show two 5 lot trades. NOTE you might need to save your change >and log out and back in for it to work. >Let us know if you have any issues or questions. Yes, it's working for CTS client. But how can i do it this with Sierra? This is wonderfull possibilitie to see it. Of course, very interesting will be possibility to see both (bundled/unbundled) variants at same time ;) But i am affraid this is impossible... but may be possible to do a SELECTION as it made at CTS native client? Date Time Of Last Edit: 2016-01-10 12:58:09