Zen Fire data feed in fast market

Discussion in 'Data Sets and Feeds' started by Andromeda, Aug 22, 2009.

  1. FB123

    FB123

    On Zenfire, the symbols are just FDAX, FESX, TF, CL, ES, etc... pretty standard I think.
     
    #121     Sep 24, 2009
  2. Ok ;) so... what is the c8rrent front month) ticker symbol for TF then? ;) I really would love to see that ;)
     
    #122     Sep 24, 2009
  3. 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 ;)
     
    #123     Sep 24, 2009
  4. FB123

    FB123

    Yep... all handled internally, so can't help you there...
     
    #124     Sep 24, 2009
  5. 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
     
    #125     Sep 24, 2009
  6. jjw

    jjw ET Sponsor

    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.
     
    #126     Sep 24, 2009
  7. Can you provide a link for a demo request of RTrader?
     
    #127     Sep 24, 2009
  8. 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
     
    #128     Sep 25, 2009