Support Board
Date/Time: Tue, 11 Mar 2025 17:01:51 +0000
accurate bid-ask vol
View Count: 613
| [2022-04-22 00:13:25] |
| User788484 - Posts: 26 |
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For data feed, is the "Full CME Group" the most accurate for getting correct depth of market data? Thanks. |
| [2022-04-22 00:19:52] |
| User788484 - Posts: 26 |
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For the ES.
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| [2022-04-22 14:16:05] |
| John - SC Support - Posts: 38580 |
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Any of the options that include data for the ES instrument with Market Depth are going to give you the same information. Therefore, if you do not need access to all of the instruments that trade on the CME Group, then you could activate a different exchange and save a little money. For instance, if you just need ES, or other instruments that trade on the CME exchange, then you could use the CME with Market Depth for nonprofessional Trading accounts for $11.00 per month rather than $33.00. Just keep in mind that if you are going to make a change, you will want to wait until the beginning of next month to activate the new exchange, as you are already paying for this data, and if you activate the other exchange before the next month, then you will pay the full amount for the rest of April. Also, if you do make a change, you will want to "deactivate" the current exchange before the end of the month. You will continue to get the data through the end of the month, the deactivation just sets it so it will not automatically renew on the first of next month. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-22 14:19:38] |
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Market depth data is not required for Bid Volume or Ask volume. Just top of book data is all that is needed.
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 |
| [2022-04-24 18:56:59] |
| User788484 - Posts: 26 |
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Okay sounds good, thanks!
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| [2022-04-24 21:26:31] |
| User788484 - Posts: 26 |
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For SPX500 index depth of market would the CFE exchange be the most accurate? Thanks. |
| [2022-04-24 21:33:33] |
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There is no market depth data available for the S&P 500 cash index. The CFE has data for the S&P 500 volatility index. And there is market depth data available with that. 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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