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Direct MessagesDate/Time: Fri, 19 Apr 2024 00:09:17 +0000
[Locked] - Problem with CTS T4 Quotes
View Count: 3370
| [2019-07-15 07:28:38] |
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One comment though about TT risk management is AMP has their own risk management for TT accounts. So they are not relying on TT for this or at least not fully. Yes you can see the real-time Profit and Loss, but only through the Trade Statistics for Charts tab: Trade Activity Log: Trade Statistics for Charts (Chart Stats) Tab 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 |
| [2019-07-28 22:46:04] |
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We did finish with support for merging the implied market depth with the standard market by price depth from the CME with the Sierra Chart data feeds. We will be doing testing this week and should be able to release it next weekend. 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 |
| [2019-08-01 14:25:37] |
| User379468 - Posts: 508 |
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The only negative thing we hear about the TT order routing is the risk management is not considered as good or as flexible as others.
One comment though about TT risk management is AMP has their own risk management for TT accounts. So they are not relying on TT for this or at least not fully.
Can you clarify exactly what the risk management issues are with TT? And how it is implemented with Amp? |
| [2019-08-01 19:05:04] |
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Can you clarify exactly what the risk management issues are with TT? You need to contact the clearing firms about this. We are not going to answer questions that should be directed to them. We cannot speak for them.
And how it is implemented with Amp? 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: 2019-08-01 19:05:24
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| [2019-08-01 19:30:58] |
| User379468 - Posts: 508 |
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Understand but it would also be helpful to your customers if you could share the knowledge you have regarding this, risk management is pretty critical.
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| [2019-08-01 19:59:52] |
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We will not speak for them on this. Risk management is a clearing firm task. We do not want to say anything that is not accurate.
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 |
| [2019-08-11 01:24:41] |
| rwilliams1 - Posts: 339 |
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Hi, just checking in to see how the implied market depth feature is going and if it has been implemented yet? Thanks.
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| [2019-08-11 04:44:36] |
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It will be released Sunday evening. We are working on it today.
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 |
| [2019-08-12 00:56:10] |
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This has been released on two of our four servers. The other servers will be done later in the week or over next weekend. The implied depth works properly. Here is an example which uses implied depth: Current Quote CLF20 2019-08-11 20:00:26.000 Sun Ask: 53.15 Bid: 53.13 Bid Ask Avg: 53.14 Bid Ask Diff: 2.0 Ticks Bid x Ask: 11 x 2 To access this data you need to use the Sierra Chart Exchange Data Feed/Denali Exchange Data Feed: Denali Exchange Data Feed When you are actually using this data feed, one way to tell the best bid and ask comes from the implied depth is to look in the Market Depth window. You will notice the best bid or ask have a number of orders of 0 which signifies those values are from implied depth. 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: 2019-08-12 00:59:06
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| [2019-08-12 01:24:43] |
| rwilliams1 - Posts: 339 |
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Excellent! Can't wait to try it out soon. So before I go and completely rearrange my data setup I have a couple of questions. 1. Just to be clear, using the SC data feed with this new implied depth is the only way to get accurate Futures quotes for farther out Future months (using SC data is my only option)? 2. Even though the CTS and TT software can show far month contracts in their software with no problem, are you saying that same data can't be used in SC just like any other data connection in SC? Thanks. 3. Will you be adding implied depth to directly support other feeds in the future? Or will you only be adding this feature for customers who buy your SC data? Thanks again |
| [2019-08-12 16:45:49] |
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1. Yes. This is the case. Although, we do see with CTS FIX, they do have implied depth data: http://wiki.ctsfutures.com/T4%20API%20FIX.MarketData%20Request.ashx This is not yet implemented but we will see about this. 2. See answer above. There has to be special implementation to support implied depth. 3. See answer above. 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: 2019-08-12 16:46:26
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| [2019-08-12 16:57:55] |
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Actually, our decision in regards to CTS FIX is we will not be doing further development with it. The Sierra Chart data feed has a superior implementation in various ways when it comes to performance, latency, the amount of data available. If you want implied depth that is what you will need to use. It is very economically priced.
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 |
| [2019-08-12 17:17:50] |
| rwilliams1 - Posts: 339 |
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I have no doubt about the superior quality of the SC Data feed. And it's also priced affordably so I will definitely be purchasing it. But my reason for asking is because it's always nice to offer customers more than one option rather than forcing them to use and pay for your data feed. Especially for such a simple request as seeing the basic price of a futures contract that is available with any broker's data feed. SC was built on the fact that it could work with various broker's data feeds, which allows the user to not have to pay for 3rd party data. So it can be frustrating to be forced to pay for a 3rd party data feed when I already have the data available from my broker, but SC can't read it.
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| [2019-08-12 17:46:49] |
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You also have to understand our perspective. We do not want to have to deal with data feeds that cause problems for users and the monumental amount of questions we get in relation to that, and make us look poorly. This is not critical of CTS. All data feeds have issues for one reason or another and also based on how they are integrated with Sierra Chart. We want have one unified data feed. For example with CTS, the historical data is processed on the primary thread so when that is being downloaded especially tick Data, you will notice the user interface of Sierra Chart freeze at times. That will not happen with the Sierra Chart provided data feeds. And if you also use the TT based order routing, you can then save on trading fees as well to more than offset the extra small fee for the data feed: Sierra Chart / Trading Technologies Futures Order Routing Service 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 |
| [2019-08-12 18:35:39] |
| rwilliams1 - Posts: 339 |
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I spoke with CTS and they said they were implementing historical midpoint data in the future. Do you ever plan on offering historical midpoint/bid/ask data with the SC Data feed? This is critical for charting accurate spreads for spread traders like myself.
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| [2019-08-13 14:22:39] |
| User379468 - Posts: 508 |
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Especially for such a simple request as seeing the basic price of a futures contract that is available with any broker's data feed.
Does this mean on CQG data in SC the next and back months contract prices and bid/ask data are wrong? |
| [2019-08-13 19:55:46] |
| rwilliams1 - Posts: 339 |
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I don't know about CQG. But currently in CTS yes, all contracts other than the current month, the prices are wrong.
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| [2019-08-14 06:40:57] |
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I spoke with CTS and they said they were implementing historical midpoint data in the future. Do you ever plan on offering historical midpoint/bid/ask data with the SC Data feed? This is critical for charting accurate spreads for spread traders like myself. This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.You also have the choice to use CQG instead of TT as well. Does this mean on CQG data in SC the next and back months contract prices and bid/ask data are wrong? The CQG data feed does provide the implied market depth data merged in with the best bid and ask prices. We did verify that. The CTS data feed does not do that. It has to be handled on the client side.
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: 2019-08-14 06:41:54
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| [2019-08-14 20:01:06] |
| rwilliams1 - Posts: 339 |
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This is already supported but only when there are trades. The bid and ask at every trade is recorded. So technically this is possible.
The only issue with that is in between trades, price could move significantly away from the last recorded midpoint price, especially during 24 hour markets and slow periods. And that info won't be shown historically on the chart. The CQG data feed does provide the implied market depth data merged in with the best bid and ask prices. We did verify that. The CTS data feed does not do that. It has to be handled on the client side.
Would love to use CQG, but they don't have reduced margins for spreads. :-( |
| [2019-08-14 21:50:47] |
| User379468 - Posts: 508 |
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Would love to use CQG, but they don't have reduced margins for spreads. :-(
What about TT? |
| [2019-08-14 21:59:52] |
| rwilliams1 - Posts: 339 |
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Yes as far as I know, only CTS and TT offer reduced margins on spreads. But I believe TT also has the same problem with in SC with next and back months quotes not showing accurately. But I don't have TT so I am not sure. Maybe SC support can shed light on this?
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| [2019-09-15 21:03:31] |
| rwilliams1 - Posts: 339 |
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Just following up to see if the Implied Market depth has been fully implemented in SC for use with SC Data?
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| [2019-09-16 00:59:58] |
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Yes this was done weeks ago, as we said in post #33. Not sure why you are asking. This was done and over with many weeks ago.
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 |
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