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Direct MessagesDate/Time: Thu, 02 May 2024 09:11:54 +0000
sierrachart datafeed vs rithmic
View Count: 1020
| [2018-11-25 21:25:47] |
| stephane1 - Posts: 110 |
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Hi, I want to trade with an "algo" trough C++, but I need data feeds in real time of order book (market deph, IDpriority,....like MBO CME) and order flow (bid and ask size, prices.....). could you say me, what's a difference beetween "Sierra chart data feed real time" and "Rithmic" ? How can I catch with ACSIL the order book informations? regards SR Date Time Of Last Edit: 2018-11-25 21:26:46
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| [2018-11-26 00:49:09] |
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What do you mean by ID priority?
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 |
| [2018-11-26 20:05:43] |
| stephane1 - Posts: 110 |
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Known queue position....... that's a name of CME https://www.cmegroup.com/education/market-by-order-mbo.html
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| [2018-11-27 18:46:24] |
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Okay this is not supported with either data feed but the market by order data is supported with the Sierra Chart Exchange Data Feed, up to 30 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 Date Time Of Last Edit: 2018-11-27 18:46:51
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| [2018-11-30 14:32:48] |
| stephane1 - Posts: 110 |
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OKAY but I can read that Rithmic provide this data. look this: http://yyy3.rithmic.com/?p=929 You're filtering the data? SR |
| [2018-11-30 17:36:14] |
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Sierra Chart does not use that data from Rithmic other than the extended market depth data.
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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