Zen Fire data feed in fast market

[FB123]

Quote from NetTecture:

I will have a look tomorrow at the FDAX Can you post the current symbol - or the ones you use - as examples. I am not exactly up on the way eurex codes months.

On Zenfire, the symbols are just FDAX, FESX, TF, CL, ES, etc... pretty standard I think.

 

[NetTecture]

Ok so... what is the c8rrent front month) ticker symbol for TF then? I really would love to see that

 

[NetTecture]

Quote from FB123:

On Zenfire, the symbols are just FDAX, FESX, TF, CL, ES, etc... pretty standard I think.

But that does not include expiration

I know the expiration codes for ES on CME... but I have no clue how the current front month is coded for TF or FDAX. Ninja Trader handles that internally, too So it is not visible tehre

 

[FB123]

Quote from NetTecture:

But that does not include expiration

I know the expiration codes for ES on CME... but I have no clue how the current front month is coded for TF or FDAX. Ninja Trader handles that internally, too So it is not visible tehre

Yep... all handled internally, so can't help you there...

 

[Bernard111]

Quote from FB123:

I don't personally think it's useful... however for some reason, it seems to be included on TF with this indicator. You can download it for yourself and try it out... no idea how the coder got that information if you say it's not available from the exchange.

TF is not CME Globex...essentially you are using another feed (ICE Futures / NYBOT). "ICE offers unprecedented price transparency and ensures that full depth of market is shown to all participants and observers. " https://www.theice.com/about.jhtml

 

[jjw]

For the Russell, try TF FMZ00009!.NYBOT in R | Trader (note: there are 2 spaces between the TF and FMZ and the Z represents the month).

There is no set limit as to the number of price levels that may be quoted for any of the instruments whose prices are published through The ICe (ICE, NYBOT, WCE, ...), so we show/provide them all.

 

[Cazza La Randa]

Quote from jjw:

For the Russell, try TF FMZ00009!.NYBOT in R | Trader (note: there are 2 spaces between the TF and FMZ and the Z represents the month).

There is no set limit as to the number of price levels that may be quoted for any of the instruments whose prices are published through The ICe (ICE, NYBOT, WCE, ...), so we show/provide them all.

Can you provide a link for a demo request of RTrader?

 

[ScoobyStoo]

Quote from FB123:

On the NinjaTrader website in the indicators section there is an indicator called "Ed's Level 2" that draws the bid/ask volume on the chart. For some instruments you can see a lot more than 5 levels deep... for example on TF I can see bids and offers even up to 100 ticks away....

For the instruments I trade these are the market depths accessible through the NT API:

CME currency futures (e.g. 6E, 6B etc) - 5 levels
CME index futures (e.g. ES, NQ etc) - 10 levels
NYBOT index futures (e.g. TF) - 64 levels