Support Board
Date/Time: Mon, 31 Aug 2026 19:27:45 +0000
CME ES/MES/NQ/MNQ Denali L1 + L2 Market Data Pricing & API Access
View Count: 30
| [2026-08-31 12:23:05] |
| CB6Quantum - Posts: 1 |
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Hello, I am evaluating Sierra Chart + Denali Exchange Data Feed for a private proprietary trading system. I need real-time CME/Globex market data for: ES MES NQ MNQ Could you please confirm the total monthly cost for: CME Level 1 CME Level 2 / Market Depth Combined Level 1 + Level 2 I am an individual/non-professional trader. I also need to know whether Denali data can be accessed programmatically by an external Python application running on my own PC/VPS, and whether there are any additional API/DTC or licensing fees for this. Please provide the complete monthly cost including Sierra Chart, Denali, and CME exchange fees. Thank you. |
| [2026-08-31 17:27:51] |
| John - SC Support - Posts: 47716 |
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In order to be able to get real-time data, you need to be on one of the "Integrated" packages. Refer to the information for the packages at the following link: Description of Service Packages and Pricing: Packages The exchange fees can be found at the following link: Denali Exchange Data Feed: Supported Exchanges (Exchange Fees) In order to be able to get the real-time data for the CME Group at the non-professional rates, you need to have a live, funded, futures trading account. And you need to connect your Sierra Chart software to that account at least once a month for verification. Refer to the following: Denali Exchange Data Feed: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges -- I also need to know whether Denali data can be accessed programmatically by an external Python application running on my own PC/VPS, and whether there are any additional API/DTC or licensing fees for this.
You can not access the data outside of the Sierra Chart software. This is not allowed by the exchanges. In order to access the data internally, you need to use our Advanced Custom Study Interface Language (ACSIL). Refer to the following: Advanced Custom Study Interface and Language (ACSIL): Introduction There are nothing special that needs to be done for you to use ACSIL. This is available with any package. 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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