Global Data Feeds (India) Data Service
NOTICE: Global Data Feeds has had ongoing problems with their FIX data feed and has discontinued the use of it.
Sierra Chart supports the Global Data Feeds data feed from India. The following are the Features:
- Realtime and End-Of-Day data of Futures and Options Segment of National Stock Exchange of India (NSE) and MCX.
- Data directly from NSE and MCX Servers. We are authorised distributor of National Stock Exchange of India and MCX for realtime data. So trade with complete peace of mind.
- Low latency realtime data with ultrafast delivery. True tick-by-tick data with time-stamp of 1 sec. It means our data is 5 times faster than most data vendors whose data updates every 5 second (aka snapshot data).
- Zero delay realtime data. Compare it with your broker's terminal anytime.
- All Futures of all months of NSE.
- All Options of all months, of all stocks / indices and for all strike rates .
- All symbols available on MCX.
- Intraday history of 1month (1min format) and EOD History since January 2005 is available for all symbols (for NSE).
- Sufficient redundancy at all levels to ensure smooth and uninterrupted flow of data during market hours.
- Data with no gaps - irrespective of when you start your PC, the data will always be continuous without any gaps (backfill is entirely automatic).
- Time and Sales Window - We are the only Indian Data Vendor to provide this premium feature alongwith our realtime data.
What is Included
- Streaming Real-Time Data: Yes.
- Historical Intraday Data: Yes. Historical Intraday data is in 1 Minute units.
- Historical Daily Data: Yes.
- Historical BidVolume and AskVolume: No. Since the Historical Intraday data from Global Data Feeds, is in 1 minute units and it is not tick by tick, it is not possible to determine the Bid Volume and Ask Volume from this historical data. Therefore, for the times you are not connected to the data feed, you will have zero values for Bid Volume and Ask Volume. For data collected in real-time by Sierra Chart, there will be Bid Volume and Ask Volume.
- Live Trading Services: No.
- Simulated Trading: Yes by using Sierra Chart Trade Simulation Mode
- Order Types Supported: All in Trade Simulation Mode.
- Server Managed OCO (Order Cancels Order): No.
- Automated Trading (applies to Live or Simulated): Yes.
- The first step is to make sure you are on the latest version of Sierra Chart. Update by selecting Help >> Download Current Version.
- Go to the Global Data Feeds website and purchase one of their data subscriptions which can be used with the FIX connection which Sierra Chart supports.
- Go to Sierra Chart and select Global Settings >> Data/Trade Service Settings on the menu.
- In the Service list box, select Global Data Feeds. Refer to the image of the Data/Trade Service Settings window.
- In the Server box, specify the IP address and port number provided by Global Data Feeds. The format is: [IP address]:[port].
- Enter the provided Sender Comp ID and the Target Comp ID from Global Data Feeds in the corresponding boxes in the Connection Details frame.
- Enter your Global Data Feeds Password in the Password box in the Connection Details frame.
- Set the Time Zone setting to the time zone that you want times displayed in.
- Set the Intraday Data Storage Time Unit to what you require.
- It is recommended that you enable the Connect on Program Startup and Reconnect on Failure options.
When Sierra Chart is connected to the Global Data Feeds server and the connection is lost for any reason or at the end of the trading day when the server is unavailable, Sierra Chart will continuously try to connect to the server. Therefore, when the connectivity is available again, you will automatically be connected again to the Global Data Feeds server.
- Press OK to close the Data/Trade Service Settings window.
- To connect to the data and trading servers, select File >> Connect to Data Feed on the menu.
- If the Message Log window opens and displays messages indicating there was an error connecting to Global Data Feeds, then select File >> Disconnect to prevent further connection attempts. Next, carefully review the setup steps above again. Try connecting to the data server again by selecting File >> Connect to Data Feed on the menu. If there still is an error connecting, then refer to help topic 1.5.
- To open a Historical chart or Intraday chart, select File >> Find Symbol on the menu. Select a symbol from the lists of symbols and press the appropriate button.
- Continue with step number 3 on the Getting Started documentation page.
Using Option Symbols
Option symbols can be used when using Global Data Feeds with Sierra Chart. Follow these instructions to use an option symbol:
- Select File >> Find Symbol.
- In the Selected Symbol box, enter the option symbol following this format:
[base symbol]-[exchange]-OPT-[maturity month and year in the format YYYYMM]-[P or C for Put or Call]-[Strike price]
- Press the Open Intraday Chart button.
Each of the parts of the complete symbol string between the hyphens (-), are just sent as is to the corresponding fields in the FIX message. Therefore, regarding what particular format to use for each of the parts depends upon what the requirements of the FIX server is.
The only exception is that in the case of the Put(P) or Call(C) portion of the symbol, this translates to 0 for a Put and 1 for a Call in the PutOrCall FIX field 201.
Global Data Feeds can be consulted for further information about this.
If you do not receive either historical or real-time price data with the above option symbol format, Sierra Chart support cannot provide any further help.
*Last modified Tuesday, 24th October, 2017.