Support Board
Date/Time: Mon, 23 Dec 2024 15:57:11 +0000
CTS datafeed - MDP 3.0
View Count: 2440
[2015-10-02 16:16:47] |
slompiks - Posts: 11 |
Hello Sierra! CTS says me, that CTS already working at MDP 3.0: "We have already moved to MDP 3.0. ... the new mdp3 data feed bundles trades. We are working on a way to give the trader a choice on how they want the data displayed but this will not be released until mid-October." Can i ask, SierraChart with CTS datafeed sending BUNDLED trades with MDP 3.0 protocol? Bundled i mean, if 100 buy (10+20+30+40 sell ) now displaying as only 100, as it was before 2009 year with CME. Date Time Of Last Edit: 2015-10-02 16:17:41
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[2015-10-02 16:59:30] |
Sierra Chart Engineering - Posts: 104368 |
According to them the trades sent by the CTS data feed are bundled. You really need to ask CTS this question. We do not know the answer to it. 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: 2015-10-02 17:21:33
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[2015-10-02 17:05:30] |
Japhro - Posts: 120 |
I use this and actually prefer it, the bigger blocks that it prints now are more helpful to spot larger buyers and sellers, at least for me. My filters for larger trade sizes tell me when there is sizeable activity and that coincides with price changes
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[2015-10-02 18:56:19] |
slompiks - Posts: 11 |
User80572, can we talk? Skype a.n.t.o.n._.9.0.4.6 without any "."
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[2015-10-03 02:23:05] |
ejtrader - Posts: 688 |
User80572 - Wondering if the historical data ( pre MDP 3.0 release date) as well is converted to bundled mode with CTS or only the recent/live data? Thanks Date Time Of Last Edit: 2015-10-03 02:23:31
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[2015-10-03 07:31:50] |
slompiks - Posts: 11 |
ejtrader, i think it's not possible ;)
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[2015-10-03 07:46:05] |
Sierra Chart Engineering - Posts: 104368 |
Wondering if the historical data ( pre MDP 3.0 release date) as well is converted to bundled mode with CTS or only the recent/live data?
It is exceptionally unlikely that CTS would do this and in our opinion it does not make sense to do this. 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 |
[2015-10-03 13:28:18] |
moonmist - Posts: 127 |
Hi, Rithmic will continue to publish and distribute Globex market data trade messages of the non-aggressor side of a trade even after the retirement by the CME of its Globex FIX/FAST market data feed. http://www.elitetrader.com/et/index.php?threads/rithmic-confirms-continuing-publication-of-globex-market-data-trade-messages-a-la-fix-fast.291697/ How about Sierra Chart Globex real-time feed ? I do look at tick charts occasionally. Changes in datafeed cqg fix? Thanks. Date Time Of Last Edit: 2015-10-03 13:31:51
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[2015-10-03 14:38:55] |
ejtrader - Posts: 688 |
SC Team - Same question as well about the SC datafeed. Is it being bundled now or still being provided as un-bundled? Are there any plans to change it? Thanks |
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