Eurodollar

[ScottB]

Hi,

I have a TT data feed and the Eurodollar (GE) only displays on one side of the DOM with no depth. I get a single number on either the bid or offer side (never both).

My broker said I needed to contact support to get the correct contract specifications directly from you.

Also, is there replay data for the 2 year treasuries (TF)?

Best Regards,
Scott

[NinjaTrader_Jason]

Hello ScottB,

The GE instrument is setup correctly by default in NinjaTrader. It uses a tick size of 0.005 as per the CME contract specifications at the link below.

http://www.cmegroup.com/trading/interest-rates/stir/eurodollar_contract_specifications.html

I tested it on my end and I experience the same. I see the other market depth levels if I scroll all the way up or down. It seems market depth data is provided on each 0.5 instead of 0.005.

Please right click in the SuperDOM and disable 'Auto center'. Scroll downwards til half a point and you will see a market depth level once you stop scrolling.

If you like all 5 levels of market depth displayed consecutively, please proceed as follows. Go to Control Center-->Tools-->Instrument Manager, highlight the GE and click Edit. Set 'Tick size' to 0.5 and click OK.

Remove and re-add the GE 12-11 in your instrument list now that it uses different settings.
Create a new SuperDOM and check if market depth data is displayed as expected.

In addition, there is market replay data available for the 2 Year Treasury to download. The instrument is listed as ZT in NinjaTrader.

[ScottB]

Jason,

Thanks on all counts. It now works perfectly.

Best Regards,
Scott