Support Board

Date/Time: Sun, 22 Dec 2024 21:35:32 +0000

Post From: Questions about Volume at Bid/Offer data..

[2014-12-02 06:04:31] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You said that your CME feed and CTS's provide "an indication" which I assume is the "AgressorSide flag" from CME. Yes this is correct. Purpose of post #5 was to understand if its a problem you have getting this info from Rithmic's API, that we know you don't like, or that Rithmic simply filter that info out... big difference. Rithmic filters this out and we have never seen any data feed which passes this information through other than CTS. And obviously we have access to it because we use a direct FIX feed from the CME. The DTC protocol does support this field and passes it through to Sierra Chart. 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