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Direct MessagesDate/Time: Sun, 05 May 2024 23:18:04 +0000
Trade Summary with CTS
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| [2016-01-10 12:52:03] |
| User110342 - Posts: 2 |
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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
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| [2016-01-10 20:40:12] |
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This is not supported in Sierra Chart and we do not see how this would be technically possible.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-13 12:51:49] |
| User110342 - Posts: 2 |
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So sad to hear it. This is UNIQUE first time ever possibility to see BOTH sides.. CTS wrote me, when i am asking about take out trigger of this (un)bundled mode to server settings at account: >We are not able to address what Sierra does with our data. We offer the ability to switch between modes in >our platform, but we cannot control how Sierra passes it on to their users. with respect, Anthony ;( Date Time Of Last Edit: 2016-01-13 12:52:27
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