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CTS datafeed - MDP 3.0

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[2015-10-02 16:16:47] #1 [Go To First Post]
slompiks - Posts: 11
Hello Sierra! CTS says me, that CTS already working at MDP 3.0: "We have already moved to MDP 3.0. ... the new mdp3 data feed bundles trades. We are working on a way to give the trader a choice on how they want the data displayed but this will not be released until mid-October." Can i ask, SierraChart with CTS datafeed sending BUNDLED trades with MDP 3.0 protocol? Bundled i mean, if 100 buy (10+20+30+40 sell ) now displaying as only 100, as it was before 2009 year with CME. Date Time Of Last Edit: 2015-10-02 16:17:41

[2015-10-02 16:59:30] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
According to them the trades sent by the CTS data feed are bundled. You really need to ask CTS this question. We do not know the answer to it. 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 Date Time Of Last Edit: 2015-10-02 17:21:33

[2015-10-02 17:05:30] #3 [Go To First Post]
Japhro - Posts: 120
I use this and actually prefer it, the bigger blocks that it prints now are more helpful to spot larger buyers and sellers, at least for me. My filters for larger trade sizes tell me when there is sizeable activity and that coincides with price changes

[2015-10-02 18:56:19] #4 [Go To First Post]
slompiks - Posts: 11
User80572, can we talk? Skype a.n.t.o.n._.9.0.4.6 without any "."

[2015-10-03 02:23:05] #5 [Go To First Post]
ejtrader - Posts: 688
User80572 - Wondering if the historical data ( pre MDP 3.0 release date) as well is converted to bundled mode with CTS or only the recent/live data? Thanks Date Time Of Last Edit: 2015-10-03 02:23:31

[2015-10-03 07:31:50] #6 [Go To First Post]
slompiks - Posts: 11
ejtrader, i think it's not possible ;)

[2015-10-03 07:46:05] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Wondering if the historical data ( pre MDP 3.0 release date) as well is converted to bundled mode with CTS or only the recent/live data? It is exceptionally unlikely that CTS would do this and in our opinion it does not make sense to do this. 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

[2015-10-03 13:28:18] #8 [Go To First Post]
moonmist - Posts: 127
Hi, Rithmic will continue to publish and distribute Globex market data trade messages of the non-aggressor side of a trade even after the retirement by the CME of its Globex FIX/FAST market data feed. http://www.elitetrader.com/et/index.php?threads/rithmic-confirms-continuing-publication-of-globex-market-data-trade-messages-a-la-fix-fast.291697/ How about Sierra Chart Globex real-time feed ? I do look at tick charts occasionally. Changes in datafeed cqg fix? Thanks. Date Time Of Last Edit: 2015-10-03 13:31:51

[2015-10-03 14:38:55] #9 [Go To First Post]
ejtrader - Posts: 688
SC Team - Same question as well about the SC datafeed. Is it being bundled now or still being provided as un-bundled? Are there any plans to change it? Thanks

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