Support Board
Date/Time: Tue, 11 Feb 2025 09:15:22 +0000
Quote Conventions/Syntax
View Count: 541
| [2020-08-31 21:19:17] |
| User103857 - Posts: 4 |
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Need to know/understand quote conventions/syntax to get "rolling" quotes for NATIVE calendar spread on Globex for Eurodollar calendar spreads. For example, first nearest CALENDAR (Mar,Jun,Sep,Dec) quarter vs second nearest, then for second vs third, third vs fourth etc. Thanks.
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| [2020-09-02 10:26:10] |
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Have a look at this page: Continuous Futures Contract Charts 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 |
| [2020-09-02 13:54:02] |
| User103857 - Posts: 4 |
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Thank you for info regarding how to set up for continuous contracts, but I still can't find info for quote convention/syntax for native calendar spread quotes for Eurodollars. I know that the CME trades the calendar spreads as one number, and I want that quote, not the arithmetic difference between two contracts.
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| [2020-09-03 19:22:09] |
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Refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads You will need to use the Denali Exchange Data Feed for this data: Denali Exchange Data Feed 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: 2020-09-03 19:22:59
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