Support Board
Date/Time: Mon, 25 Nov 2024 14:58:27 +0000
Post From: Notice: Required Update For Users of SC Real-Time Services
| [2014-02-07 02:33:36] |
| Rusty - Posts: 39 |
|
I need the S&P 500, NASDAQ 100, and NASDAQ Composite cash indices. Currently Barchart subscribers receive this data using symbols $INX, $IUXX, and $NASX. But subscribers with the CME E-mini package can also use the symbols ESY0, NQY0, and NCY0. I presume the CME passes through this exchange data. Can't you simply map from these CME symbols to your SC Real-time Futures Data Feed subscribers' broker equivalents, e.g. for IB, SPX-I-CBOE, NDX-I-NASDAQ, and COMP-I-NASDAQ?
Need to check on this.
Now I'm going to recommend you not use those symbols:1. If the CME is just passing the data, latency to your subscribers will be lower if you grab it directly from the originating exchanges. 2. Barchart changed the NQY0 timestamps back to EST today (unannounced - I've reported it to BC). This has happened several times over the last few years, the last time being 7/12/13 when they changed the timestamps from EDT to CDT. These flip-flops cause problems for computerized back-testing against long cash files. Maybe you won't have this problem if you acquire the indices directly from the CBOE, NYSE and NASDAQ. |