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Date/Time: Sun, 22 Dec 2024 05:51:03 +0000



Post From: Amp/ SC

[2015-01-08 22:56:17]
bekitz3 - Posts: 83
These are good questions.

I'm currently investigating fee options in this thread:

CME 'Top of Book' data option


So far this is my progress/understanding:

Both scenarios involve using Sierra Charts thru AMP:

1) If I choose to use Sierra Charts with the SC Real-time and historical data feed (decline TTNet as feed), then both the $15/mo CME fee (with market depth) and the $3/mo fee (w/o market depth) are available.

2) If I choose Sierra with the default TTNet as my data feed, only the $15/mo CME fee is currently available.


Also in both cases, Sierra platform fees would be:

Package 3 = free
Package 5 = $25/mo


Just out of curiosity, are you wanting Sierra's data feed for their proclaimed accuracy of bid/ask data? This accuracy may be true, but I believe this is a separate concept independent of market depth.

My understanding of market depth is the alleged bids/asks you see on the trading DOM (price ladder).