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Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed!

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[2018-12-14 08:19:28] #75 [Go To First Post]
trad - Posts: 23
Can you please share how many depth levels are available for rest of major currency futures like 6B, 6A, 6J and 6C (other than 6E)? Date Time Of Last Edit: 2018-12-14 08:19:39

[2018-12-14 09:06:15] #76 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Currently there are 30 levels and we are going to increase it to 40 probably at the end of next week and we will add these other symbols to have the same number of depth levels. 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

[2018-12-25 02:24:40] #77 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to release some efficiency improvements and we will try for 50 levels this week. We cannot do more levels until we make the number of levels customizable by the end user. Which is not so simple. 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

[2018-12-30 05:52:36] #78 [Go To First Post]
Acro - Posts: 436
I had a look and could only see 40 levels on ES on Friday. If you are planning on phasing out Rithmic support over the next 24 months then I believe you need to give us some other option of seeing the full order book. Also, as you have a lot of non-USA customers I sincerely hope you will not be removing support for the Interactive Brokers API as you have said yourselves that the Sierra Real Time Data Feed with Interactive Brokers for execution is a good combination

[2018-12-31 06:07:53] #79 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes we know. We need to do some more testing before we could do the 50 levels but we will try to release this on one server for GC this evening. In regards to Rithmic, we are not going to remove support for that at any point in time. But at this time maintenance of the Rithmic connection is technically very challenging and we need to focus on other development and cannot commit time anytime soon for supporting their protocol-based API. And as far as the full order book, we will be able to deliver that. The critical performance improvement which allows us to do that has been completed and the next step is just to allow the user to set the number of levels they want to see. This will take some time though to implement that. Also, as you have a lot of non-USA customers I sincerely hope you will not be removing support for the Interactive Brokers API No, there are no plans for that. Interactive Brokers provides access to many exchanges around the world and is both a trading technology provider and clearing firm/broker. So it would not be in the category of anything that would be phased out. The very fact that the IB API interface was updated in Sierra Chart, and we added support for option chains shows that we are committed to maintaining that. 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: 2019-01-09 11:44:09

[2019-01-03 17:12:50] #80 [Go To First Post]
User450179 - Posts: 105
did you guys ever get something set up with TT for trading for 5 cents?

[2019-01-03 18:02:04] #81 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Gradually it is getting worked on. We hope to have it out probably by the end of the month. 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

[2019-01-06 10:52:04] #82 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We got behind on the 50 levels of market depth. We are going to do some testing Sunday evening and if everything is okay we should be able to release this Monday or Tuesday. 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: 2019-01-06 10:52:26

[2019-01-07 08:17:06] #83 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
they start writing negative stuff about how "bad" rhythmic is and that "they will be discontinuing the support for it" haha This decision has been made. Refer to: Year 2019 for Sierra Chart There is nothing to be concerned with short-term, but going out more than 12-24 months, while Rithmic will still be technically supported, no one will be getting technical for help from us any longer using Rithmic. The only purpose of using Rithmic would be relating to if you are doing simulated trading because of the advantage they have with the nonprofessional fees from the CME but we will see what we can work out with the CME in this regard. 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: 2019-01-10 00:23:31

[2019-01-09 18:20:29] #84 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We now are providing 50 levels of market depth across the major CME futures products. 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

[2019-01-09 23:25:43] #85 [Go To First Post]
User946584 - Posts: 4
Are those levels available on Sierra as well for other data feed providers like Rithmic? Indeed Rithmic provides already a full market depth on Bookmap. So will you allow Sierra to plot 50 to 100 levels as well?

[2019-01-10 00:10:30] #86 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is only with the Sierra Chart Exchange Data Feed. In regards to Rithmic, see our post #83 above. In time we will make more levels available with 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: 2019-01-10 00:14:27

[2019-01-11 02:00:05] #87 [Go To First Post]
trad - Posts: 23
1/ Can we see a list of instrument which support 50 market depth levels? 2/ May be I suggest to enable limited history ... 1 - 2 days at most for market depth of these popular instruments as well ... This will remove the need for running sierra all the time just to collect market depth data. Thanks.

[2019-01-11 03:30:14] #88 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. Tell us what you need and we will see if they are covered or we can add them if reasonable. 2. Eventually this will come. 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

[2019-01-11 20:10:42] #89 [Go To First Post]
33818 - Posts: 30
RTY?

[2019-01-11 20:45:16] #90 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will add market by order support for RTY CME futures over the weekend. It will be available 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

[2019-01-13 23:26:52] #91 [Go To First Post]
trad - Posts: 23
1. Tell us what you need and we will see if they are covered or we can add them if reasonable. I am interested in Currency Futures of following major currencies. 6E 6B 6C 6A 6J 6N

[2019-01-14 00:21:50] #92 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is already market by order data for all of these except for 6N and we will activate that after the close tomorrow. 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

[2019-01-14 11:51:53] #93 [Go To First Post]
User654912 - Posts: 26
Using this MBO data is it possible to add a DTC position update field for PIQ? I understand this would be tough now but if you could plan to include it in your future order routing system it would be great. Thanks

[2019-01-14 21:00:39] #94 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Theoretically yes but it is very complicated and not efficient. 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

[2019-01-21 17:08:10] #95 [Go To First Post]
User918738 - Posts: 31
Are you working on the ability to see all market depth in CL-beyond 50 levels up/down from current price for one day? Date Time Of Last Edit: 2019-01-21 17:10:09

[2019-01-22 04:32:57] #96 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Eventually we will get to this but we do not expect this to come for several months. 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

[2019-01-22 05:57:46] #97 [Go To First Post]
User136422 - Posts: 33
Hope to see SC offering full depth, like cqg for CL, across all the CME products, least the most popular (CL ES GC 6E 6B, etc). This is a feature i am willing to pay an extra for it, and i am sure i am definitly not the only one. Cheers, and keep the good work.

[2019-01-23 00:25:18] #98 [Go To First Post]
User541156 - Posts: 67
Hope to see SC offering full depth, like cqg for CL, across all the CME products, least the most popular (CL ES GC 6E 6B, etc). I would like to add that for currency futures like 6E and 6C, tick sizes are 0.5 pip. But for 6A and 6B tick sizes are 1 pip. So effectively for popular products like 6E we are only seeing half the distance in price terms than 6A and 6B.

[2019-01-23 02:33:51] #99 [Go To First Post]
User918738 - Posts: 31
cool. I know a lot of SC users that use CQG data would be interested if SC data included full depth for CL. Looking forward to this!!! Date Time Of Last Edit: 2019-01-23 02:51:56

[2019-01-24 09:54:33] #100 [Go To First Post]
User590016 - Posts: 50
How to get Sierra real-time Data through a broker?

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