Login Page - Create Account

Support Board


Date/Time: Tue, 21 Jul 2026 12:10:47 +0000



Market Depth rejected despite Package 12 and Denali

View Count: 30

[2026-07-20 17:19:17]
User296528 - Posts: 27
Hello,

I am trying to determine why I receive the following message in the Message Log:

Market Depth data has been rejected for symbol: MESU26_FUT_CME. Not authorized for market depth.

My account status is:

Service Package: 12 - Advanced MBO Integrated
Denali Data Feed: Enabled
Teton CME Routing
Clearing Firm: Dorman
CME exchange authorization is active.
Trading account verification is valid until 2026-08-17.

In Help >> About Sierra Chart, I see:

Denali Data Feed Supported: Yes
Denali Authorized Realtime Exchanges: CME (Trading Account Required)

However, the Message Log continues to report:

Market Depth data has been rejected for symbol: MESU26_FUT_CME. Not authorized for market depth.

Is there any additional permission or account setting required to receive Market Depth for MES futures, or is there something else that should be checked?

Thank you.
[2026-07-20 20:11:33]
John - SC Support - Posts: 47262
You have the following exchange active:
- Full CME Group (CME, CBOT, COMEX, NYMEX) for Non-Professional Trading Accounts

This exchange does NOT include Market Depth data. For you to get the Market Depth data, you need to have an exchange active that states "...with Market Depth".

Refer to the following regarding changing exchange options:
Denali Exchange Data Feed: Changing Denali Exchange Data Feed Exchange Selections
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:

Login

Login Page - Create Account