Support Board
Date/Time: Mon, 07 Sep 2026 15:32:29 +0000
IBKR + Denali + Teton – what are the options?
View Count: 2585
| [2026-02-27 09:10:45] |
| User401087 - Posts: 3 |
|
I need advice regarding the following situation: I have a live account with IBKR where I subscribe to CME with Market Depth for a non-professional trading account. I would like to subscribe to Sierra Chart so that I can use TPO charts and Numbers Bars for trading. However, IBKR real-time data are very poor for this type of trading. I will most likely need to subscribe to Sierra Chart Service Package 11 along with the Denali Exchange Data Feed, and I would like to use the Teton Order Routing Service. Is it possible to trade using high-quality data via Teton Order Routing Service while keeping my account with IBKR, or do I need to open a new account with a different broker? |
| [2026-02-27 15:56:03] |
| John - SC Support - Posts: 47793 |
|
Is it possible to trade using high-quality data via Teton Order Routing Service while keeping my account with IBKR, or do I need to open a new account with a different broker?
Teton is a specific order routing service. Interactive Brokers does NOT use the Teton Order Routing. They have their own system for order routing. You can use Interactive Brokers for trading while getting your data from our Denali Exchnage Data Feed. Refer to the following regarding this: Denali Exchange Data Feed: Integration with Trading Services If you want to use Teton for your order routing, then you would need to open an account with a broker that supports Teton. You will find a list of brokers that do this at Step #2 at the following link: Sierra Chart Teton Futures Order Routing: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-28 14:44:22] |
| User401087 - Posts: 3 |
|
You can use Interactive Brokers for trading while getting your data from our Denali Exchnage Data Feed. Refer to the following regarding this: Denali Exchange Data Feed: Integration with Trading Services OK, if I were to use my live IBKR account for order routing, Sierra Chart with Service Package 11 and the Denali Exchange Data Feed, and I am already paying at IBKR for CME with Market Depth for a non-professional trading account — would that mean I am effectively paying for CME data twice? Once through IBKR and once through the Denali Data Feed. Am I understanding this correctly? If so, which data fees should I not pay? Second question: If I want to trade using Numbers Bars in Sierra Chart and place orders through the DOM, will the trading orders be routed to IBKR without any issues? |
| [2026-02-28 22:34:55] |
| User301059 - Posts: 3 |
|
Fun fact: a data subscription is not required to trade at IBKR. I use Sierra/Denali for futures data using the Sierra DOM with orders routed through IBKR, and thinkorswim for options pricing with trades placed on TWS. You get a warning that you are placing an order without having market data on the TWS trades but there is an option to override and transmit the order. |
| [2026-03-01 22:54:45] |
| Sierra_Chart Engineering - Posts: 24789 |
|
and I am already paying at IBKR for CME with Market Depth for a non-professional trading account — would that mean I am effectively paying for CME data twice? Once through IBKR and once through the Denali Data Feed. Am I understanding this correctly? Yes this is correct. Just in Sierra Chart use the top of book data. It has a significantly lower cost. If I want to trade using Numbers Bars in Sierra Chart and place orders through the DOM, will the trading orders be routed to IBKR without any issues? Yes no issues.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-03-01 22:55:51
|
| [2026-03-02 16:07:50] |
| User401087 - Posts: 3 |
|
For User301059 : I can't agree with you on this: for live data you have to pay CME Real-Time (NP,L2) Provides top of book and depth of book data for futures traded on CME. Examples - ES, NQ and HE contracts. USD 12.10 /Month A monthly USD 12.10 fee will be waived whenever the monthly commissions generated in the account reaches USD 20.00. Otherwise the data will be delayed and it is not usable for daytrading. I trade stock options through IBKR, and this is enough for me OPRA (US Options Exchanges) (NP,L1) Provides top of book data for options traded on NYSE, CBOE, BOX, Nasdaq, MIAX, and MEMX exchanges. USD 1.50 /Month A monthly USD 1.50 fee will be waived whenever the monthly commissions generated in the account reaches USD 20.00. |
| [2026-03-02 18:04:44] |
| User301059 - Posts: 3 |
|
I trade on IBKR every day without a IBKR data subscription through the Sierra API thanks for pointing out the commission rebate, I forgot about that... |
| [2026-07-21 19:49:36] |
| AndreQuant - Posts: 25 |
|
I'm looking for the opposite. I'm using IBKR and want to make sure I'm using IBKR data instead of Denali. How can we setup and verify? I already have IBKR as the trading platform in SC
|
| [2026-07-21 20:04:20] |
| John - SC Support - Posts: 47793 |
|
AndreQuant: Since you have the Denali Exchange Data Feed enabled for your account and you are NOT wanting to use it with your connection to Interactive Brokers, then in that installation of Sierra Chart that you are connecting to IB, you need to set the option for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support For Sierra Chart Data Feeds" to "No". After you make that change and select "OK" to close that window, then select "File >> Reconnect" to update your connection to our data feed. After that you will no longer get any real-time data from our Denali Exchange Data Feeed. In order to get data from Interactive Brokers for equities, you need to enter the symbol in the fully qualified manner for Interactive Brokers. Refer to the following for what we are referring to: Interactive Brokers Symbols: Stock Format Depending on what symbols you enter, you may still get our delayed streaming data. For instance, if you enter an equity symbol as the standard ticker (such as IBM), then you will get the delayed streaming data from our U.S. Equities Consolidated Tape. If you want to get the data from our NASDAQ TotalView, then add the -NQTV suffix (such as IBM-NQTV) - you will only get the delayed data for the NASDAQ TotalView, even though you have the exchange active, since you set the option to not use the Sierra Chart real-time data feeds. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-22 00:32:00] |
| AndreQuant - Posts: 25 |
|
Appreciated John. I set the "Allow Support For Sierra Chart Data Feeds" to "No" and apparently I have to sign up for real time data with IBKR because I'm not receiving anything now. Also, how do I switch my AMP to use Rithmic instead of Denali data?
|
| [2026-07-22 14:01:55] |
| John - SC Support - Posts: 47793 |
|
If you have a separate installation of Sierra Chart that is connected to an AMP account using Rithmic, then you just do the same thing you did for the Interactive Brokers installation - set the option for "Allow Support for Sierra Chart Data Feeds" to "No". We are curious why you would want to use the Interactive Brokers and Rithmic data over our Denali data. In particular, the historical Interactive Brokers data does not include the Bid/Ask information, so if you were to look at a Numbers Bars chart, you would see zeros for that backfilled data. And the Rithmic feed does not have much in the way of historical data at all - some people are able to get about 5 days, others get none. Neither of these issues exist with our Denali Exchange Data Feed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-22 15:06:04] |
| AndreQuant - Posts: 25 |
|
Here's why I want to use the other two over Denali. I accidentally found out that for automated trading systems my friend is getting consistently better results with Rithmic compared to my results with Denali. I'm talking about a huge difference such as profit (happiness) vs losses (frustration) especially when charting by number of ticks. I read that both data platforms compute ticks in a different way and so far the Rithmic way seems to be superior in SIM mode. If my friend wasn't using something besides Denali, I would have discarded my algos long ago. The way my algos work I don't care much about historical data. Speed and slippage are the key for me.
|
| [2026-07-22 16:46:34] |
| John - SC Support - Posts: 47793 |
|
If you are not going to use our Denali Exchange Data Feed, then be sure to deactivate any exchanges you have active so you do not continue to pay for the data you are not using.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-22 17:08:34] |
| AndreQuant - Posts: 25 |
|
Appreciated. I will keep Denali data for a while until I prove out which data platform is better for automated scalping. Any suggestion?
|
| [2026-07-22 17:21:23] |
| John - SC Support - Posts: 47793 |
|
We are not certain what you are asking for in terms of suggestions. Just keep in mind that the exchanges renew on a calendar month basis, so if you do not deactivate an exchange prior to the first day of the month, you will get charged again for that exchange for the following month. And exchange fees are not refundable. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-24 15:06:50] |
| AndreQuant - Posts: 25 |
|
I understand and I appreciate your heads up about saving money. I already switched back to Teton/Denali. My test with IBKR wasn't what I expected because of too many disconnect from Trader Workstation. I'd like to test AMP/Rithmic now but I don't know how to because when I choose Rithmic for Trading I don't get an AMP option. How do i do that? Btw, I'll keep Denali because it's the easiest setup. I just would love better results, similar to my parallel testing my friend is doing when using Rithmic
|
| [2026-07-24 17:52:13] |
| John - SC Support - Posts: 47793 |
|
I'd like to test AMP/Rithmic now but I don't know how to because when I choose Rithmic for Trading I don't get an AMP option
If you have an account with AMP that uses Rithmic for the order routing, then you just need to connect to that specific Rithmic account. You should have a Username/Password pair that you got from AMP for that Rithmic account. Follow the instructions at the following link to connect your Sierra Chart to Rithmic: Rithmic Trading Platform Service: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-31 17:50:35] |
| AndreQuant - Posts: 25 |
|
So John, I already have my AMP credentials for Rithmic. I chose AMP as Clearing Firm on the setting and "Allow Support for Sierra Chart Data Feeds" to "No". I believe that should do it. Interesting I had to leave Teton CME Routing as the Selected Service because if I switch that to Rithmic I won't get AMP as an option. Is that right? Also, is there a way to verify I'm getting Rithmic data?
|
| [2026-07-31 19:20:17] |
| John - SC Support - Posts: 47793 |
|
I had to leave Teton CME Routing as the Selected Service because if I switch that to Rithmic I won't get AMP as an option. Is that right?
No, this is not correct. You are either connecting to Teton or to Rithmic. First, to connect to a Rithmic account, follow these instructions: Rithmic Trading Platform Service: Setup Instructions You select a "Server" with Rithmic. The particular server depends on what location you want to use and how you want your data. If you are not familiar with the choices, then talk to AMP about what server you should use to connect to Rithmic. Next - do you also have a Teton account somewhere? If so, are you actively trading that account in addition to the Rithmic account? And do you have an Interactive Brokers account as well that you use? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-28 20:02:24] |
| AndreQuant - Posts: 25 |
|
Thank you John. The answer to all your questions at the bottom is yes (Teton + Rithmic + IKRB). I'm using all three to test my algos. I will cancel some once I do more testing. Right now I'm running AMP Rithmic on my machine and on a VPS. I now need a solution for historical data data download because I'm getting these messages every second in my all my charts: "Historical Intraday Data Download Complete, to re-download us ....." and I'm also getting another one in red font "Historical Intraday Data Download Failed.....data for NQU6.CME. Historical data login error: permission denied".......How can I stop the message or better how can i keep data download to a minimum? I only need like a week worth of data. AMP already told me that I can't run the historical data in two separate servers, but they also sent me an email that I ran out of historical data and will be on hold for one week.
|
| [2026-08-28 21:02:40] |
| John - SC Support - Posts: 47793 |
|
When you are connecting to Rithmic, it is not unusual to get the "Permission Denied" error. Refer to the following for everything we know about that error: Rithmic Trading Platform Service: Permission Denied Resolution Procedure One of the items is the "Market Data" and/or "Historical Data" Username/Password. We do not know why, but for some reason Rithmic fails on those items, so if you have them blank, then you may not have an issue. But, in keeping them blank, it means that you are not getting the data from Rithmic. But, you are setup to get data from our Denali Exchange Data Feed. We apologize, but we can not remember if this is something you are doing on purpose, or just confused. And there is too much history in this thread for us to go through it all. So, if you are fine with using our Denali data with Rithmic (our recommendation) then remove the entries from those fields and see if that resolves your issue. Interactive Brokers is not as big an issue, but you are setup to get data for the Full CME Group and the NASDAQ TotalView from us. So no reason not to use that with all of your setups. The only thing to keep in mind is that you can only have a maximum of 3 separate installations of Sierra Chart on a single system receiving data from our Denali Exchange Data Feed at the same time. Refer to the following: Denali Exchange Data Feed: Denali Exchange Data Feed Connections on Same Computer Simultaneously Also note the section right below the above about two computers, just in case that is something you need. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-31 19:23:35] |
| AndreQuant - Posts: 25 |
|
Appreciated. I blanked the Historical Data Username/Password and now I'm getting "Historical Intraday Data Download" Skipped" messages. AS for answers to your questions below: "But, in keeping them blank, it means that you are not getting the data from Rithmic. But, you are setup to get data from our Denali Exchange Data Feed. We apologize, but we can not remember if this is something you are doing on purpose, or just confused. And there is too much history in this thread for us to go through it all." I'm doing this on purpose. Even though I still pay for Denali Data, I'm also paying to get Rithmic Data because I have been getting different results when running algos with tick charts. Even Claude told me that Denali and Rithmic process tick bars differently. So I"m paying for Rithmic to see if which one is really better. I also have IBRK but I'm only using Rithmic right now. "So, if you are fine with using our Denali data with Rithmic (our recommendation) then remove the entries from those fields and see if that resolves your issue." I don't understand that part. Both Denali and Rithmic are data providers and I don't know how to use both at the same time. We in fact, must disable the "Allow Support for Sierra Chart Data Feeds" when using Denali. |
| [2026-08-31 21:27:29] |
| John - SC Support - Posts: 47793 |
|
Since you want to get the data from Rithmic, you need to do the following: - Set "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds" to "No". - Enter the Username/Password for the Market Dat and Historical Data on the "Global Settings >> Data/Trade Service Settings >> Main Settings". You have to have these entered in order to get the data from Rithmic. If you get the "Permission Denied" error in this case, then we do not have a solution for you. Everything we know is in the following link: Rithmic Trading Platform Service: Permission Denied Resolution Procedure We do not have any other solutions, as the interface between Sierra Chart and Rithmic is owned by Rithmic and that error comes from them. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: