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Date/Time: Fri, 26 Apr 2024 18:18:54 +0000



RFQ: Upgraded package for

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[2021-11-18 15:16:47]
User162532 - Posts: 4
Hi , there are only two options for package for "CFE" under Denali Exch datafeed today
1. CFE Top Of Book      
2. CFE Market Depth
I would like to ask whether an upgraded one available? My expectation is all the VIX data fields available under SC like the official one
below :

TRADE_DATE
ENTRY_DATE
ENTRY_TIME
ENTRY_TIME_THOU
MKT_DATA_HIST_UID
CLASS_SYM
UNDER_SEC_SYM
BID_PRICE
BID_SIZE
ASK_PRICE
ASK_SIZE
NON_CNTG_BID_PRICE
NON_CNTG_BID_SIZE
NON_CNTG_ASK_PRICE
NON_CNTG_ASK_SIZE
NBBO_BID_PRICE
NBBO_ASK_PRICE
LAST_SALE_PRICE
LAST_SALE_QTY
TICK_PRFX_ACR
SESS_NAME
TRADE_THRU_IND
EXCH_IND_TEXT
RECORD_TYPE
PRODUCT_STATE
PRODUCT_TYPE
EXPR_DATE
SPREAD EXPR_DATES
SPREAD_TYPE
LEG1_RTO
LEG2_RTO
LEG3_RTO
LEG4_RTO
LEG_CNT

https://datashop.cboe.com/volatility-index-futures-data
[2021-11-18 23:27:13]
Sierra_Chart Engineering - Posts: 14104
The data that you see in Sierra Chart is what you have available. This is all. The CFE data feed is an order by order data feed.

You will have market depth data and market by order data with the exchange fee, that provides market depth data or with the delayed 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-11-18 23:27:19

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