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Direct MessagesDate/Time: Sat, 04 May 2024 12:51:10 +0000
Denali options data - mkt depth
View Count: 1018
| [2020-01-06 16:56:43] |
| Chad - Posts: 231 |
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Is market depth data included for each option contract of each symbol in CME Group of exchanges, as-provided by the Denali feed? Separate Q: is there an ETA on historical depth data for futures as-provided by the SC Exchange Data Feed? |
| [2020-01-06 23:12:35] |
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Is market depth data included for each option contract of each symbol in CME Group of exchanges, as-provided by the Denali feed? Yes as long as you activate the appropriate CME exchange with market depth data. However options data is now only offered with the Denali Exchange Data Feed:Denali Exchange Data Feed Separate Q: is there an ETA on historical depth data for futures as-provided by the SC Exchange Data Feed? No not yet but we expect to start this in the first quarter of this year.
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: 2020-01-06 23:12:59
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| [2020-01-09 16:47:04] |
| T44 - Posts: 363 |
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Is there already historical depth data on the SC Feed? How would I access this? Market replay? I am recording depth of market information using the options in global symbol settings but cannot access data which was not recorded in real time. I don't see anything documented here about historical depth data, please advise Sierra Chart Exchange Data Feed |
| [2020-01-10 01:14:15] |
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No there is not. Not sure how you are coming to that conclusion.
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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