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Date/Time: Tue, 17 Sep 2019 09:22:05 +0000



[Locked] - Problem with CTS T4 Quotes

[2019-07-09 19:44:43]
User851475 - Posts: 3
I just contacted my broker about a problem with CTS quotes in SC. They contacted SC and were told to tell me to submit a support ticket to SC. I am having a problem with the quotes inside SC. For example I am pulling up the January CL contract. The bid/ask spread is showing 55.00 bid/ 58.20 Ask. This is a bid/ask spread of 3.20. When I compare this to another platform feed, the other platform is showing 57.61 bid/ 57.63 ask for a bid ask spread of .02 which is correct.

Can you please help me troubleshoot why this is occurring within SC, as I cannot trade or view proper charts with the data and charts this inaccurate. Fyi, my broker has confirmed there is not an issue with CTS and their data feed.
Date Time Of Last Edit: 2019-07-09 21:23:03
[2019-07-10 05:20:33]
Sierra Chart Engineering - Posts: 76297
The current spread we see for January 2020 CL is .76. You can verify this with the exchange.

This other program you are mentioning is showing incorrect data.

Also we do not provide support any longer for external data feeds.

Current Quote CLF20
2019-07-10 01:04:14.000 Wed
LastPrice: 58.16
LastSize: 5
Daily Price Chg: 0.64
Ask: 58.58
Bid: 57.82
Bid Ask Avg: 58.20
Bid Ask Diff: 76.0 Ticks
Bid x Ask: 2 x 2
Daily Open: 58.09
Daily High: 58.16
Daily Low: 58.09
Previous Close: 57.52
Daily Volume: 1205
Num Trades: 1028
Open Interest: 89567
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-10 05:22:39
[2019-07-10 16:29:23]
User851475 - Posts: 3
Attached is a screenshot taken directly from the CTS T4 quote board which shows a spread of 2 ticks as opposed to 60 ticks inside SC. Both CTS and Interactive Brokers are showing 2 ticks. And obviously a spread for a contract even 6 months out is never 76. While you may not support external feeds, I'm sure you do support that they work correctly inside of SC. Your help is greatly appreciated.
Date Time Of Last Edit: 2019-07-10 16:38:41
imageJan CL bid ask spread SC vs CTS.png / V - Attached On 2019-07-10 16:23:52 UTC - Size: 32.66 KB - 30 views
[2019-07-10 17:50:35]
Sierra Chart Engineering - Posts: 76297
We think the difference has to do with implied market depth being included by Interactive Brokers and CTS.

This has come up before. We can do that with the Sierra Chart data feeds as well. I do not see how we can solve this though with the CTS FIX data feed.

Without implied depth this is what we are currently seeing from the CME:
Current Quote CLF20
2019-07-10 13:42:11.000 Wed
LastPrice: 59.64
LastSize: 1
Daily Price Chg: 2.12
Ask: 59.98
Bid: 59.26
Bid Ask Avg: 59.62
Bid Ask Diff: 72.0 Ticks
Bid x Ask: 2 x 2
Daily Open: 58.09
Daily High: 59.68
Daily Low: 58.09
Previous Close: 57.52
Daily Volume: 13676
Num Trades: 1517
Open Interest: 89567
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-10 17:51:08
[2019-07-10 18:41:54]
User851475 - Posts: 3
Not sure what implied market depth is. Regardless of the contract month, the top of the book best bid/ask should be showing. Without it, that means I can't chart or trade any months other than the current contract month. I just compared the current August Contract of SC and CTS and it works correctly (See attachment).
imageAugust Current CL Contract SC vs CTS.png / V - Attached On 2019-07-10 18:36:26 UTC - Size: 27.52 KB - 35 views
[2019-07-11 09:29:03]
Sierra Chart Engineering - Posts: 76297
Refer to:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Consolidating+Implied+and+Multiple+Depth+Books

We will support this in our own data feed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-07-11 16:35:39]
rwilliams1 - Posts: 287
As a layman can you please explain two things to me?

1. If this is an issue with the implied data feed, how is it that the current month's contract in SC is able to perform correctly with the correct data?

2. I assume that SC is using the exact same data feed as the CTS software (it's using the same login info). So how is it that the CTS software can show the correct quotes for farther out months, but SC cannot?
[2019-07-11 17:12:26]
Sierra Chart Engineering - Posts: 76297
1. Since there is much higher amount of trading in that contract.

2. Not really. Sierra Chart uses the CTS FIX data feed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-07-11 17:53:57]
rwilliams1 - Posts: 287
Wow. CTS is one of the most used futures software feeds in the world, but in SC you cannot use it to chart futures other than the current month unless you want to pay for a separate data feed.:( So can users use the older CTS data feed option that is not FIX?
[2019-07-11 23:20:23]
rwilliams1 - Posts: 287
Can I use the CTS - DTC data option to solve this problem? And if not, can the TT Fix data be used instead, or is this a problem with all Fix connections?
Date Time Of Last Edit: 2019-07-11 23:21:05
[2019-07-12 01:37:26]
Sierra Chart Engineering - Posts: 76297
You need to give us about 2 to 3 weeks for us to add support for implied market depth and then this will be available with the Sierra Chart Data Feeds which includes this one:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

Sierra Chart does not support TT FIX any longer. At this point in time, there is no one who can deliver a data feed as capable as what we offer at the price that we offer.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-12 01:39:09
[2019-07-12 02:50:30]
rwilliams1 - Posts: 287
I'm sure your data service is excellent, but I'm already forced to pay for CTS data through my broker and was trying to avoid paying twice for data. Is this Denali Exchange the same as the data that Sierra Charts provides? And does it provide historical bid/ask or midpoint data?
[2019-07-12 03:42:35]
rwilliams1 - Posts: 287
Also, does the Sierra Chart data and Denali feeds have the ability to pull up exchange traded spreads data?
[2019-07-12 04:08:40]
Sierra Chart Engineering - Posts: 76297
It is one of our own data feeds. It does provide historical bid and ask data at every trade but not in between trades.

Are you using CTS because of our prior recommendation?

And yes our data feeds do fully support spreads:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ExchangeTradedSpreads

If you want to trade spreads though, and use our data feed you should use this service:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-12 04:09:17
[2019-07-12 05:45:56]
rwilliams1 - Posts: 287
I'm using CTS because I am trading spreads and only CTS and TT provides reduced margin for exchange traded spreads with my broker. And with your order routing service, who provides the customer service if there are questions, problems with orders or if immediate support is needed? Is it my broker's tech support, Sierra Chart support, or TT support?
[2019-07-12 06:34:30]
Sierra Chart Engineering - Posts: 76297
who provides the customer service if there are questions, problems with orders or if immediate support is needed? Is it my broker's tech support, Sierra Chart support, or TT support?
You will contact your broker. We are merely providing a reliable and redundant gateway to TT.

The broker will be able to access your account and orders and handle any issues with them. For example, if an order is rejected, we do not have any control over that. Only your broker can handle that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-07-12 14:18:46]
rwilliams1 - Posts: 287
I understand account issues will be handled by my broker, but just to play devil's advocate and to get more information, what happens if there is a technical problem and I contact my broker and they say they don't handle problems with 3rd party connectivity problems? I've had that happen before.
[2019-07-13 02:13:31]
rwilliams1 - Posts: 287
Can you explain how the CTS - DTC and the other DTC service data options work? Thank you.
[2019-07-13 06:00:36]
Sierra Chart Engineering - Posts: 76297
I understand account issues will be handled by my broker, but just to play devil's advocate and to get more information, what happens if there is a technical problem and I contact my broker and they say they don't handle problems with 3rd party connectivity problems? I've had that happen before.
Therefore, just start a ticket or post here and we will look into the issue. We have done that many times with our TT order routing. In most cases, we then just ask TT about the problem or help with the issue if we can.

The simple fact is that the way everything is designed, you are much better off. There is less room for problems compared to the model of connectivity with all the other services.

The only negative thing we hear about the TT order routing is the risk management is not considered as good or as flexible as others. But this is a TT issue. But that is not necessarily a problem in your case.

Can you explain how the CTS - DTC and the other DTC service data options work?
we do not understand the question. Really there is no need to ask a question like this. And we don't even know how to answer it either.

And finally, if there is any question about a particular order or position, or you need to take some action on order or position and you are unable to for some reason, you just need to contact your broker or clearing firm. They can handle your request. But as we said everything is designed with so much redundancy, that it is unlikely there would be a problem . If there is it would be something with your trading account the clearing firm can take care of, or some issue on the TT side.

With the connectivity model that Sierra Chart has to TT, there is simply less chance of a connectivity problem as compared to all the other trading services Sierra Chart works with. It is a clean direct connection with no intermediary logon required. And with the web-based trading that we are going to be coming out within a month, that is going to give you another method of connectivity. That is just not released until we are comfortable we have the very best security in place for it.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-13 06:06:17
[2019-07-13 18:57:14]
rwilliams1 - Posts: 287
I remember reading somewhere awhile back in the support pages that TT doesn't show the account balances in SC. Was that the TT Fix connection that had that issue, and will this new SC/TT Order routing service be able to display live account balances?

In regards to the CTS-DTC question, I see that option listed as a data connection option and I don't know what it is. So I'm simply asking for more info about it since I am using CTS. If it is listed as a data option, you should be able to explain it since it is part of your software.

Thanks.
[2019-07-13 20:58:17]
Sierra Chart Engineering - Posts: 76297
Account balances are supported with TT but they will only update at most once every 1 to 3 minutes. However, also refer to this information here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#UnsupportedPositionAndAccountBalanceFields


In regards to the CTS-DTC question, I see that option listed as a data connection option and I don't know what it is. So I'm simply asking for more info about it since I am using CTS.
We are no longer offering this to new users. The setup is just too complicated so we stopped offering it.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-13 20:59:16
[2019-07-13 22:43:08]
rwilliams1 - Posts: 287
Wow, this is extremely frustrating! All of this software fire power and with CTS I can't see accurate quotes on most futures contracts, and with TT I can't get a real time assessment of my account balance to see how much money I am making! As a spread trader, not being able to see my account balance for at least 1 to 3 minutes makes real time trading problematic especially when trading multiple spreads intraday.

I can't believe that receiving something as simple/basic as accurate quotes and my account balance is this much trouble in this computer age. So I have to pick my poison; do I want accurate quotes or do I want to see my real time account balance? Truly unbelievable! Arghhh... :( Guess the only option is to wait until you integrate the implied depth for your data feed and use CTS. Thx for you help.
[2019-07-13 23:28:26]
Sierra Chart Engineering - Posts: 76297
Be assured we are working on a solution to this, for order routing and risk management that does not involve other services. We cannot go into more details but we hope to have this out, later in the year.

But as an interim solution, in two weeks we will get the implied market depth supported for our CME data feeds. Just allow three weeks in case we get delayed. We will try to work on some more of it this weekend.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-13 23:29:05
[2019-07-13 23:57:57]
rwilliams1 - Posts: 287
When using the new TT order routing service, will SC's trading activity/positions pages show the real time P&L of my positions in real time?
[2019-07-15 07:28:38]
Sierra Chart Engineering - Posts: 76297
One comment though about TT risk management is AMP has their own risk management for TT accounts. So they are not relying on TT for this or at least not fully.

Yes you can see the real-time Profit and Loss, but only through the Trade Statistics for Charts tab:

https://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeStatisticsForChartsTab
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-07-28 22:46:04]
Sierra Chart Engineering - Posts: 76297
We did finish with support for merging the implied market depth with the standard market by price depth from the CME with the Sierra Chart data feeds.

We will be doing testing this week and should be able to release it next weekend.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-01 14:25:37]
User379468 - Posts: 165
The only negative thing we hear about the TT order routing is the risk management is not considered as good or as flexible as others.

One comment though about TT risk management is AMP has their own risk management for TT accounts. So they are not relying on TT for this or at least not fully.

Can you clarify exactly what the risk management issues are with TT?

And how it is implemented with Amp?
[2019-08-01 19:05:04]
Sierra Chart Engineering - Posts: 76297
Can you clarify exactly what the risk management issues are with TT?

And how it is implemented with Amp?
You need to contact the clearing firms about this. We are not going to answer questions that should be directed to them. We cannot speak for them.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-01 19:05:24
[2019-08-01 19:30:58]
User379468 - Posts: 165
Understand but it would also be helpful to your customers if you could share the knowledge you have regarding this, risk management is pretty critical.
[2019-08-01 19:59:52]
Sierra Chart Engineering - Posts: 76297
We will not speak for them on this. Risk management is a clearing firm task. We do not want to say anything that is not accurate.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-11 01:24:41]
rwilliams1 - Posts: 287
Hi, just checking in to see how the implied market depth feature is going and if it has been implemented yet? Thanks.
[2019-08-11 04:44:36]
Sierra Chart Engineering - Posts: 76297
It will be released Sunday evening. We are working on it today.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-12 00:56:10]
Sierra Chart Engineering - Posts: 76297
This has been released on two of our four servers. The other servers will be done later in the week or over next weekend.

The implied depth works properly. Here is an example which uses implied depth:

Current Quote CLF20
2019-08-11 20:00:26.000 Sun

Ask: 53.15
Bid: 53.13
Bid Ask Avg: 53.14
Bid Ask Diff: 2.0 Ticks
Bid x Ask: 11 x 2

To access this data you need to use the Sierra Chart Exchange Data Feed/Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

When you are actually using this data feed, one way to tell the best bid and ask comes from the implied depth is to look in the Market Depth window. You will notice the best bid or ask have a number of orders of 0 which signifies those values are from implied depth.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-12 00:59:06
[2019-08-12 01:24:43]
rwilliams1 - Posts: 287
Excellent! Can't wait to try it out soon. So before I go and completely rearrange my data setup I have a couple of questions.

1. Just to be clear, using the SC data feed with this new implied depth is the only way to get accurate Futures quotes for farther out Future months (using SC data is my only option)?

2. Even though the CTS and TT software can show far month contracts in their software with no problem, are you saying that same data can't be used in SC just like any other data connection in SC? Thanks.

3. Will you be adding implied depth to directly support other feeds in the future? Or will you only be adding this feature for customers who buy your SC data?

Thanks again
[2019-08-12 16:45:49]
Sierra Chart Engineering - Posts: 76297
1. Yes. This is the case.

Although, we do see with CTS FIX, they do have implied depth data:
http://wiki.ctsfutures.com/T4%20API%20FIX.MarketData%20Request.ashx

This is not yet implemented but we will see about this.

2. See answer above. There has to be special implementation to support implied depth.

3. See answer above.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-12 16:46:26
[2019-08-12 16:57:55]
Sierra Chart Engineering - Posts: 76297
Actually, our decision in regards to CTS FIX is we will not be doing further development with it. The Sierra Chart data feed has a superior implementation in various ways when it comes to performance, latency, the amount of data available. If you want implied depth that is what you will need to use. It is very economically priced.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-12 17:17:50]
rwilliams1 - Posts: 287
I have no doubt about the superior quality of the SC Data feed. And it's also priced affordably so I will definitely be purchasing it. But my reason for asking is because it's always nice to offer customers more than one option rather than forcing them to use and pay for your data feed. Especially for such a simple request as seeing the basic price of a futures contract that is available with any broker's data feed. SC was built on the fact that it could work with various broker's data feeds, which allows the user to not have to pay for 3rd party data. So it can be frustrating to be forced to pay for a 3rd party data feed when I already have the data available from my broker, but SC can't read it.
[2019-08-12 17:46:49]
Sierra Chart Engineering - Posts: 76297
You also have to understand our perspective. We do not want to have to deal with data feeds that cause problems for users and the monumental amount of questions we get in relation to that, and make us look poorly. This is not critical of CTS. All data feeds have issues for one reason or another and also based on how they are integrated with Sierra Chart. We want have one unified data feed.

For example with CTS, the historical data is processed on the primary thread so when that is being downloaded especially tick Data, you will notice the user interface of Sierra Chart freeze at times. That will not happen with the Sierra Chart provided data feeds.

And if you also use the TT based order routing, you can then save on trading fees as well to more than offset the extra small fee for the data feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-12 18:35:39]
rwilliams1 - Posts: 287
I spoke with CTS and they said they were implementing historical midpoint data in the future. Do you ever plan on offering historical midpoint/bid/ask data with the SC Data feed? This is critical for charting accurate spreads for spread traders like myself.
[2019-08-13 14:22:39]
User379468 - Posts: 165
Especially for such a simple request as seeing the basic price of a futures contract that is available with any broker's data feed.

Does this mean on CQG data in SC the next and back months contract prices and bid/ask data are wrong?
[2019-08-13 19:55:46]
rwilliams1 - Posts: 287
I don't know about CQG. But currently in CTS yes, all contracts other than the current month, the prices are wrong.
[2019-08-14 06:40:57]
Sierra Chart Engineering - Posts: 76297
I spoke with CTS and they said they were implementing historical midpoint data in the future. Do you ever plan on offering historical midpoint/bid/ask data with the SC Data feed? This is critical for charting accurate spreads for spread traders like myself.
This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.

You also have the choice to use CQG instead of TT as well.

Does this mean on CQG data in SC the next and back months contract prices and bid/ask data are wrong?
The CQG data feed does provide the implied market depth data merged in with the best bid and ask prices. We did verify that. The CTS data feed does not do that. It has to be handled on the client side.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-14 06:41:54
[2019-08-14 20:01:06]
rwilliams1 - Posts: 287
This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.

The only issue with that is in between trades, price could move significantly away from the last recorded midpoint price, especially during 24 hour markets and slow periods. And that info won't be shown historically on the chart.

The CQG data feed does provide the implied market depth data merged in with the best bid and ask prices. We did verify that. The CTS data feed does not do that. It has to be handled on the client side.

Would love to use CQG, but they don't have reduced margins for spreads. :-(
[2019-08-14 21:50:47]
User379468 - Posts: 165
Would love to use CQG, but they don't have reduced margins for spreads. :-(

What about TT?
[2019-08-14 21:59:52]
rwilliams1 - Posts: 287
Yes as far as I know, only CTS and TT offer reduced margins on spreads. But I believe TT also has the same problem with in SC with next and back months quotes not showing accurately. But I don't have TT so I am not sure. Maybe SC support can shed light on this?
[2019-09-15 21:03:31]
rwilliams1 - Posts: 287
Just following up to see if the Implied Market depth has been fully implemented in SC for use with SC Data?
[2019-09-16 00:59:58]
Sierra Chart Engineering - Posts: 76297
Yes this was done weeks ago, as we said in post #33. Not sure why you are asking. This was done and over with many weeks ago.
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