Support Board
Date/Time: Thu, 21 Nov 2024 13:03:32 +0000
Top of Book market depth for NYMEX?
View Count: 90
| [2024-11-12 17:07:01] |
| tomas262 - Posts: 141 |
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Hello, I use "Full CME Group (CME, CBOT, COMEX, NYMEX) for non-professional Trading accounts" and get top of book depth for CME, CBOT, COMEX markets but most NYMEX markets do not work except HO - Heating oil Is there a reason? See the image attached Log says 2024-11-12 11:01:31.191 | Requesting market depth updates for: NG-202411-NYMEX if supported. NumLevels=100 2024-11-12 11:01:31.362 | Denali Data Feed | Market Depth data has been rejected for symbol: NG-202411-NYMEX. Not authorized for market depth. It says the same for Heating Oil but I can see top of book depth 2024-11-12 10:59:11.200 | Requesting market depth updates for: HO-202412-NYMEX if supported. NumLevels=100 2024-11-12 10:59:11.353 | Denali Data Feed | Market Depth data has been rejected for symbol: HO-202412-NYMEX. Not authorized for market depth. |
| [2024-11-12 19:43:54] |
| John - SC Support - Posts: 36174 |
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It is not that you are not getting the Top-of-Book for those symbols, it's just that the DOM Graph is not showing for some reason. Please check the settings for the DOM Graph for those charts and see if changing those settings helps. In particular set the option for "Show Spread" to "Yes". Refer to the information at the following link: Chart Settings: Draw DOM Graph On Chart (Chart >> Chart Settings >> Market Depth >> DOM Graph menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-12 22:19:24] |
| tomas262 - Posts: 141 |
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It seems it is not cause by what you mentioned. I have had this enabled all the time. See the image
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 2024-11-12_23-17-59.png / V - Attached On 2024-11-12 22:19:19 UTC - Size: 400.73 KB - 11 views |
| [2024-11-12 22:55:49] |
| User584084 - Posts: 262 |
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There are a couple of things you are doing wrong. 1) Since you are subscribing to the Denali Data Feed, you need to translate your symbols to the Denali Data Feed. Look under Edit >> Translate Symbols To Current Service. You are using Interactive Broker symbols with the Denali Data Feed. So you are getting your data from Interactive Brokers not Denali. 2) NG-202411-NYMEX is no longer a valid symbol for Natural Gas. CME Group introduced Weekly Futures contracts for Natural Gas in October as well as Monthly Futures contracts. So now you need to include the day as well as month in the Interactive Brokers Nat Gas NG symbol to get market depth data for the monthly contract. So the correct IB symbol is now NG-20241126-NYMEX for December Natural Gas. Date Time Of Last Edit: 2024-11-13 02:59:33
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| [2024-11-12 23:00:13] |
| tomas262 - Posts: 141 |
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I found I was using expired contract. Usually SierraChart offers symbol rollover but for these it did not happen CL-202411-NYMEX RB-202411-NYMEX NG-202411-NYMEX |
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