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Direct MessagesDate/Time: Sat, 11 May 2024 18:11:46 +0000
ACSIL - Tick by tick depth data with time stamps
View Count: 658
| [2017-03-22 08:43:10] |
| Zosimus - Posts: 345 |
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I understand that the CME supply tick-by-tick and time stamped to the millisecond Market Depth data for all its Globex-traded products . Is this kind of data included with the common futures data feeds (DTNIQ, CTS, Rithmic, CQG etc...)? If yes, is it approachable with ACSIL ? |
| [2017-03-22 17:15:10] |
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Those particular data feeds do provide market depth data as well as the Sierra Chart Exchange Data Feed. Each individual market depth update is not available through ACSIL but the data can be stored in a data file. It is possible to then read that data file. However, the data file format is not currently documented. 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 |
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