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Date/Time: Tue, 11 Mar 2025 17:38:10 +0000



Post From: Denali data feed for algorithmic trading?

[2022-04-25 19:32:27]
User814333 - Posts: 13
I would indeed be interested in the CME’s response to the error question.

I just wanted to report back that I still haven't received a response from the CME about this. Given that it's been several weeks, I'm not too optimistic I will get one. Could be they just don't have a statistic for that.


I have one other question concerning the Denali data feed. When streaming live data, how are data interruptions handled by SC (due to, say, equipment failure or a cut line disrupting internet access)? When the connection is re-established, is all the missing data downloaded automatically and filled in on the charts?

Thanks!