Support Board
Date/Time: Sat, 11 Jan 2025 04:56:37 +0000
Post From: Intercommodity Spreads (Energy) with SC Exchange Data Feed
[2016-10-06 17:29:42] |
Sierra Chart Engineering - Posts: 104368 |
In the case of RBBZ16, this is the end of day data that we see: Date, Open, High, Low, Close, Volume, OpenInterest
2016/09/28, 8417, 8417, 8417, 8385, 0, 2870 2016/09/29, 8417, 8417, 8417, 8385, 0, 2948 2016/09/30, 8804, 8804, 8804, 8804, 0, 0 2016/10/03, 8804, 8804, 8804, 9548, 0, 2948 2016/10/04, 8699, 8699, 8699, 8773, 0, 2948 2016/10/05, 9548, 9548, 9548, 8773, 0, 2948 This matches up with what we see here: http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline-vs-brent-crack-spread-swap-futures.html So as you can see there is no volume. This is what we are getting direct on the CME multicast feed. Are you sure RBB is the contract that you want? We are the process of adding the lesser traded NYMEX contracts. So you will have access to most everything. This will be done before the morning including ARE. 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 |