Support Board
Date/Time: Sun, 24 Nov 2024 02:17:08 +0000
Post From: Top of Book market depth for NYMEX?
| [2024-11-12 22:55:49] |
| User584084 - Posts: 262 |
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There are a couple of things you are doing wrong. 1) Since you are subscribing to the Denali Data Feed, you need to translate your symbols to the Denali Data Feed. Look under Edit >> Translate Symbols To Current Service. You are using Interactive Broker symbols with the Denali Data Feed. So you are getting your data from Interactive Brokers not Denali. 2) NG-202411-NYMEX is no longer a valid symbol for Natural Gas. CME Group introduced Weekly Futures contracts for Natural Gas in October as well as Monthly Futures contracts. So now you need to include the day as well as month in the Interactive Brokers Nat Gas NG symbol to get market depth data for the monthly contract. So the correct IB symbol is now NG-20241126-NYMEX for December Natural Gas. Date Time Of Last Edit: 2024-11-13 02:59:33
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