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Date/Time: Tue, 11 Mar 2025 17:47:42 +0000



Post From: Denali data feed for algorithmic trading?

[2022-03-31 14:01:58]
Sierra Chart Engineering - Posts: 104368
1. We do not know this precisely, but it should be within 1 millisecond.

2. There is no modification of the data and there is no need for this.


3. Yes:
where clients subscribe to the symbols they want to follow?

4.
Is there anything that would prevent the clients from storing the data they receive in a local data base?
Yes potentially due to CME market data rules.

Yes latency within the the range of 10 to 20 ms is reasonable:
I’m just curious if the CME Denali feed would be suitable for low latency (tens of millisec level) algorithmic trading

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

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Date Time Of Last Edit: 2022-03-31 14:02:35