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Date/Time: Thu, 18 Apr 2024 18:03:38 +0000



CME Russell Futures

View Count: 3697

[2017-07-06 04:34:14]
Sierra Chart Engineering - Posts: 104368
This thread is going to be for the new CME Russell futures.

We are going to set up symbol settings for each of the supported futures trading service for this contract.
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
[2017-07-07 22:41:12]
Sierra Chart Engineering - Posts: 104368
Symbol Settings for the Russell 2000 futures on the CME have now been set up for:
TransAct
CQG
Rithmic
CTS
Sierra Chart Exchange Data Feed
Interactive Brokers

The underlying symbol is RTY. You will see the symbols listed in File >> Find Symbol.

To get the updated symbol settings either restart Sierra Chart or follow the instructions here:
Global Symbol Settings: Update Symbol Settings

The previous ICE historical data for this contract has been loaded in as well for the Sierra Chart Exchange Data Feed.
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
Date Time Of Last Edit: 2017-07-07 22:44:04
[2017-07-08 14:04:09]
Cavalry3162 - Posts: 523
i know you guys dont like it when someone says thank you, but this is very good... excellent that you made those steps proactively to deliver a smooth move on monday.

well done,
Andreas
[2017-07-09 06:31:17]
Sierra Chart Engineering - Posts: 104368
OK thank you. Also we do realize now based on another user posting, that the historical data for expired ICE Russell 2000 contracts needs to be multiplied by 100 to match the raw CME data. We are going to be doing that Sunday evening.
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
[2017-07-09 11:07:49]
user8888 - Posts: 158
when is evening? what is your TZ please?
[2017-07-09 19:22:17]
Sierra Chart Engineering - Posts: 104368
We are working on this now.
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
[2017-07-09 20:23:35]
User182649 - Posts: 31
Any update for Gain Capital?
[2017-07-09 20:56:43]
Sierra Chart Engineering - Posts: 104368
Symbol Settings for the RTY Russell 2000 futures for Gain Capital have been set up.

We are assuming the symbol is RTY but we are not sure.


To get the updated Symbol Settings, restart Sierra Chart or update the Symbol Settings as explained above.
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
Date Time Of Last Edit: 2017-07-09 20:57:17
[2017-07-09 23:56:26]
Sierra Chart Engineering - Posts: 104368
We noticed that for the Sierra Chart Exchange Data Feed when using SC Data- All Services, that the internal data feed multiplier for the RTY symbol was not set correctly. It should have been .01. This is causing the values to be 100 times higher than they should be.

This is now corrected.

Follow the instructions here to Update the Symbol Settings:
Global Symbol Settings: Update Symbol Settings


After that is done go to the chart and select Edit >>Delete All Data and Download. This only needs to be done once per symbol and Data Type (Historical Daily or Intraday).
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
[2017-07-10 14:09:39]
ecerejo - Posts: 16
Follow your instructions and I still don't get the price to show right, right now it's showing 140740.0 instead of 1407.40, my data feed is CTS T4 Fix
[2017-07-10 14:25:20]
Cavalry3162 - Posts: 523
fwiw it worked right outta the box for me - i am on Rithmic atm...
[2017-07-10 15:47:47]
ecerejo - Posts: 16
I've tried everything I even deleted all the RTY files from the data folder and still comes up like this http://www.sierrachart.com/image.php?Image=1499701595309.png
[2017-07-10 17:13:49]
Marmany - Posts: 301
I subscribe to CME feed for intraday cash indices ($NASX, SDOWI etc.) .
Not able to find corresponding symbol for RTY futures contract.
Is this available?
Please advise
[2017-07-10 18:20:32]
User200390 - Posts: 31
I use IQFeed is there a way to get the symbols updated for that? I tried "update from server" but no change. Thanks
[2017-07-10 18:40:17]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. In regards to the incorrect pricing for RTY for CTS where the values are 100 times higher. This is now fixed.

Follow through both sets of instructions here:
Global Symbol Settings: Update Symbol Settings

Global Symbol Settings: Update/Apply Symbol Settings to Charts
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
[2017-07-10 18:42:17]
Sierra Chart Engineering - Posts: 104368
I subscribe to CME feed for intraday cash indices ($NASX, SDOWI etc.) .
Not able to find corresponding symbol for RTY futures contract.

If you are referring to the cash index symbol, the only symbol we know of at the time is $IUX.
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
[2017-07-10 18:45:52]
User200390 - Posts: 31
(Sorry I duplicated this post in error and the deleted it) I use IQFeed is there a way to get the symbols updated for that? I tried "update from server" but no change. Thanks
[2017-07-10 19:05:05]
Sierra Chart Engineering - Posts: 104368
We are setting up the IQ feed symbol now.
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
[2017-07-10 19:21:25]
Sierra Chart Engineering - Posts: 104368
We have added the IQ Feed CME Russell 2000 futures symbols. Update the Symbol Settings as explained here:
Global Symbol Settings: Update Symbol Settings
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
[2017-07-10 19:21:54]
ecerejo - Posts: 16
Ok, now it worked, thanks
[2017-07-11 05:57:16]
Sierra Chart Engineering - Posts: 104368
We have had 2 refund requests for the ICE exchange fee.

This cannot be done for the following reasons:

-The ICE does not make a refund for this fee.
-Barchart will not make a refund for this fee.
-Therefore, it is not possible for us to give a refund.
-You should not be requesting a refund because the Russell 2000 is still trading on the ICE and has more liquidity there.
-You agreed and understood, that exchange fees are not refundable.
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
[2017-07-13 13:10:42]
ktfroy - Posts: 85
How long will the Ice be keeping the TF contract moving forward? Obviously liquidity will remain an issue.
Date Time Of Last Edit: 2017-07-13 13:11:48
[2017-07-19 17:31:40]
User83524 - Posts: 27
The ICE/CME overlap should only continue through the Sept contract, according to CME website. Liquidity should then flow to the CME Russell for December contract.

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