Support Board
Date/Time: Sun, 02 Feb 2025 18:50:29 +0000
Post From: Problem with CTS T4 Quotes
| [2019-07-10 17:50:35] |
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We think the difference has to do with implied market depth being included by Interactive Brokers and CTS. This has come up before. We can do that with the Sierra Chart data feeds as well. I do not see how we can solve this though with the CTS FIX data feed. Without implied depth this is what we are currently seeing from the CME: Current Quote CLF20 2019-07-10 13:42:11.000 Wed LastPrice: 59.64 LastSize: 1 Daily Price Chg: 2.12 Ask: 59.98 Bid: 59.26 Bid Ask Avg: 59.62 Bid Ask Diff: 72.0 Ticks Bid x Ask: 2 x 2 Daily Open: 58.09 Daily High: 59.68 Daily Low: 58.09 Previous Close: 57.52 Daily Volume: 13676 Num Trades: 1517 Open Interest: 89567 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 Date Time Of Last Edit: 2019-07-10 17:51:08
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