Support Board
Date/Time: Sun, 18 Jan 2026 10:47:46 +0000
Which CME/COMEX Data Feed Should I Choose as a Non-Professional for NQ, ES, and Gold Futures
View Count: 409
| [2025-12-03 15:14:08] |
| Sivle - Posts: 73 |
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I’m a non-professional trader and I’m planning to trade Nasdaq (NQ) and S&P 500 (ES) futures, which means I need real-time data from CME. I use several order flow tools such as footprint charts, DOM, volume profile, market profile, VWAP, and cumulative delta. Because of this, I want to choose the correct data feed package. When comparing the available options, I’m unsure whether I should choose Option 1 (39 USD) or the combination of Option 4 and Option 14 (26 USD). If options 4 and 14 together provide the same functionality but at a lower cost, they seem like the better choice. However, I want to make sure there are no limitations before I decide. I also plan to trade Gold futures (either the mini or the micro contract). Gold is traded on COMEX, which is part of the CME Group. I will be using the same tools for gold, including footprint, volume profile, market profile, VWAP, cumulative delta and the DOM. Because of that, I also need to know whether Market Depth is required for COMEX in the same way as for CME. My main questions are: Is it enough to choose Option 4 and Option 14 instead of Option 1, since the combined price is lower (26 USD compared to 39 USD)? If I choose 4 and 14, do they fully support order flow tools such as footprint charts and the DOM, which require Market Depth? Since I trade both CME products (NQ and ES) and COMEX products (Gold), do I need to deactivate CME in order to activate COMEX, or can both exchanges remain active at the same time? Do I need Market Depth for tools such as footprint, volume profile, market profile, VWAP and cumulative delta? I am asking because it has been a long time since I last traded and I want to be sure about what is required. Any advice from traders with experience in CME Group data feeds would be greatly appreciated. |
 datafeed.png / V - Attached On 2025-12-03 15:13:55 UTC - Size: 41.34 KB - 31 views |
| [2025-12-03 15:20:06] |
| John - SC Support - Posts: 44021 |
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Do I need Market Depth for tools such as footprint, volume profile, market profile, VWAP and cumulative delta?
The answer to the above is "No". As such, you need to determine if you need the Market Depth data or not. Once you have that determined, then you can decide which exchange options to enable. Also, just so you are aware, the "Full CME Group..." options give you the data for all 4 of the exchanges that make up the CME Group for the price of 3. So if you only need 2 of the exchanges, then it is cheaper to activate the 2 individual exchanges rather than the "Full CME Group..." option. But once you need 3, you might as well use the "Full CME Group..." option, as you then get all 4 for the same cost. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-04 01:04:32] |
| Sivle - Posts: 73 |
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Yes, I use Volume Profile, Market Profile, Cumulative Delta, VWAP, and DOM. Therefore, I’m wondering whether regular Level 1 data is enough, or if I need Market Depth (Level 2). It has been a long time since I worked with Market Depth, but as I remember it, only Level 1 was required for Footprint. However, I will buy Market Depth regardless. I trade Nasdaq and ES, which means I need CME activated. But if I also find good setups in gold, I will need COMEX activated as well. My question is whether I can have both CME and COMEX activated at the same time, or if I need to deactivate CME in order to activate COMEX, or if both can be active simultaneously. |
| [2025-12-04 14:56:38] |
| John - SC Support - Posts: 44021 |
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As we stated before, you do not need Market Depth data for Volume Profile, Market Profile, Cumulative Delta, or VWAP. We do not know what you are looking for in terms of the DOM, so we can not say whether you need it for that or not. You are the only one that knows whether you need it or not outside of whether it is needed for the other studies (which it is not). You can have multiple exchanges active at the same time. So if you want data for CME and COMEX without the Market Depth data, then the cheapest option is to activate the following: - CME Non-Professional Top-of-Book - COMEX Non-Professional Top-of-Book The same goes for if you want Market Depth data, activate the two exchange options that include the Market Depth. Just be aware, as we were noting above, if you need 3 of the 4 exchanges, then it is cheapest to get the "Full CME Group..." option as it gives you all 4 for the price of 3. If you have not already started on it, the instructions to setup the CME Group data is here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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