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Direct MessagesDate/Time: Fri, 19 Apr 2024 13:01:58 +0000
Exchange trades spreads delta
View Count: 966
| [2018-07-11 17:51:26] |
| User312162 - Posts: 40 |
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I can't get exchange traded spreads cumulative delta, ask volume-bid volume, etc for things like soybeans, corn, and wheat spreads. For example: a Daily chart of the exchange traded Nov18-Nov19 soybeans spread has over 400 days worth of data, if i change it to intraday daily, it has about 10 days and the volume is different. I know you can see delta on historical daily charts. It would be great to get support for delta on these spreads and contracts further out than the front month...like up to end of 2019. Thanks |
| [2018-07-11 18:10:51] |
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For this data you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed Which also supports the exchange traded spreads and has historical bid volume and ask volume. 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 |
| [2018-07-11 18:16:54] |
| User312162 - Posts: 40 |
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So CGQ does not provide this?
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| [2018-07-12 13:49:21] |
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No.
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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