Support Board
Date/Time: Thu, 28 Nov 2024 15:44:24 +0000
request for butterflies
View Count: 1123
[2023-03-23 06:12:55] |
voided - Posts: 45 |
I have looked over some past support threads and seen that, for futures butterflies (+1, -2, +1), the advice given is to use an indicator that calculates the price and puts it on a chart... or something similar to that. It would be much appreciated if we could get real support for butterflies--and other futures strategies such as condors, double flies, and so on, though these are less common. But to only support calendars/reverse calendars and some inter-commodity spreads, as is currently the case, puts the platform at a disadvantage to others with better spread support. It would be great to be able to enter an instrument name and get the real exchange data for the butterfly strategy. Being able to see real prices, real bids and offers is essential to properly trading these and doing analysis on historical data. Sierra is a great platform, but spread traders are treated a little like second class citizens as it is, given spread products have less market depth, no option to download historical depth (.depth files), and there is only one common strategy supported (calendar). While I can understand that there may be some technical challenges adding historical market depth downloads, and >10 levels of market depth is not as important for spreads as outrights, the lack of support please consider at least adding the ability to load up butterflies in a chart or DOM and record the .scid files. These are the next most common futures strategy after calendars, and their absence is sorely missed. This small addition would make the platform much more valuable for spread traders. Thanks for your consideration. |
[2023-04-20 06:53:12] |
Skipp - Posts: 6 |
+1 to this. It would be fantastic to have this on Sierra so you don't have to use another platform as well.
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[2023-04-20 14:34:46] |
Sierra_Chart Engineering - Posts: 17201 |
All of the spreads listed by the exchange are supported for CME Group. This would include butterfly spreads and whatever they have listed. But not EUREX. What exchanges do you want these types of spreads for? The problem with EUREX and spreads has to do with them not having standard symbology for spreads. 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 |
[2023-04-21 20:39:51] |
Sierra_Chart Engineering - Posts: 17201 |
Here is the documentation to access spreads: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads 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 |
[2023-04-22 03:09:25] |
voided - Posts: 45 |
Thank you! I did not know about that feature. The only other request I have that would be to allow us to download some market depth for spread symbols. As you mentioned in a previous thread, the market depth is not stored so that selecting "Download Depth Data from Date-Time" has no effect. It is not practical to keep the application running 24/7, and even when I do, I still miss records regardless for some reason or other. Even storing one or several days of spread depth would make it feasible to use this data.
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