Support Board
Date/Time: Thu, 27 Feb 2025 03:20:46 +0000
CFE (VIX) Feed, Possible Price & Depth increment mismatch
View Count: 628
| [2021-06-08 16:27:06] |
| SC Support - Posts: 1936 |
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Should I check the symbol details of the CFE feed, because seemingly there is something wrong with the pricing and the depth (price increment is 0.01, but the depth information goes through in 0.05 steps). Can you check this please? Thank you |
| [2021-06-08 16:43:04] |
| ticinotrader - Posts: 403 |
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Yes, seemingly they do not match.
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 20210608_184105.png / V - Attached On 2021-06-08 16:42:55 UTC - Size: 384.24 KB - 214 views |
| [2021-06-09 20:19:45] |
| Sierra_Chart Engineering - Posts: 18577 |
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We looked into this, and Sierra Chart is providing the data identically as it comes from the exchange feed. It is correct and the same as our other data feed we have from Barchart. The bid and ask prices are in .05 increments but sometimes trades can be in .01 increments. 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 |
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