Support Board
Date/Time: Fri, 22 Nov 2024 16:58:02 +0000
Exchange Spread Symbols from CBOT Exchange
View Count: 391
| [2024-09-20 09:59:10] |
| User846000 - Posts: 27 |
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Hi, I am trying to locate some CBOT Exchange Spreads, there are to many to list I think, however a sample would be: TFY: 2-Year T-Note vs. 5-Year T-Note – Ratio: 1:1 FIT: 5-Year T-Note vs. 10-Year T-Note – Ratio: 2:1 There are many others that can be found here: https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2024-12.pdf Is it possible to locate these symbols somehow? Or are you able to add them (I do not know what is involved) in the next update, or is there some way I can do this manually? If there is a manual option will the symbol auto-roll for roll over? Thanks in advance |
| [2024-09-20 14:35:14] |
| John - SC Support - Posts: 36221 |
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Refer to the following instructions for how to pull up spreads: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-20 15:07:17] |
| User846000 - Posts: 27 |
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Hi John, I have read that and checked things, pulled spreads for symbols that work, including update/download the symbols in the server settings, I specifically cannot find many exchange traded spreads that I am looking for, they exist on CME apparently but do not appear in SC so far as I can see. I'm on Teton and Denali data, everything is enabled I think. >Update: I ran the Update symbols again this morning and at least from the available list only this one is missing spreads now: TFY 01-01 ?##_FUT_CME | 2-Year T-Note vs 5-Year T-Note - CBOT Perhaps this is because the others seem to be configured for CME, but this particular one seems to be configured for CBOT... it has CME in the name so I think that could be it? Thanks Tim Date Time Of Last Edit: 2024-09-21 03:01:45
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| [2024-09-24 20:44:05] |
| Sierra_Chart Engineering - Posts: 17143 |
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We need to add these from our side: TFY: 2-Year T-Note vs. 5-Year T-Note – Ratio: 1:1
FIT: 5-Year T-Note vs. 10-Year T-Note – Ratio: 2:1 Let us know any additional ones you want. We add them as patterns. So there is no concern for rollover. It does make sense, they end with _CME. Even though they are associated with CBOT. 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: 2024-09-24 20:44:34
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| [2024-09-30 15:25:18] |
| Sierra_Chart Engineering - Posts: 17143 |
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We are working on this. As we look into this we realize that we need to reorganize, how these types of spreads are implemented in the Symbol Settings. We are going to work through this in the next few days. We will get these additional spreads added. 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 |
| [2024-10-01 06:52:29] |
| User846000 - Posts: 27 |
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Hi thanks for looking into this, I didnt see your earlier reply via my email, apologies for that. I have no idea what it entails your side to do all this but if you can add pages 1 through 4 from this https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2024-12.pdf in some convenient way for you to manage it, those would cover any imaginable relative value trade I and others could likely think up. So that would my answer regards number of symbols, but if you want me to specifically list them I will be happy to go through and send the full list to make it easier. Thanks again! Tim |
| [2024-10-01 07:09:39] |
| Tamas_Biro - Posts: 3 |
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Dear Sierra, thank you for your effort. The existing spreads are not useful as they lack of data (if i compaire the prices with a synthetic - its not the same) The idea with the exchange offered spreads is the ability to have the margin discount from the broker side. BR TJ |
| [2024-10-04 12:52:32] |
| Sierra_Chart Engineering - Posts: 17143 |
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Yes we will get all of the spreads added, requested in post #6.
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 |
| [2024-10-13 19:07:19] |
| Sierra_Chart Engineering - Posts: 17143 |
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The work for CBOT spreads is all now complete. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings You will see the symbols in File >> Find Symbol >> Futures-CBOT (Spreads) You will need an up-to-date version of Sierra Chart for proper recognition of the spread symbols. Update instructions: Software Download: Fast Update 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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