Support Board
Date/Time: Fri, 13 Nov 2026 02:36:31 +0000
Platform Questions before coming on board.
View Count: 51
| [2026-11-12 19:53:35] |
| User694072 - Posts: 1 |
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Title: Denali: BTIC (EST / NQT) and dividend futures symbols, block trades, CBOE index fee, external data I am evaluating package 11 with the Denali Exchange Data Feed. I have read the Service Packages and Denali pages and thread 87580. Five short questions: 1. Does Denali provide real-time data with bid and ask volume for these CME contracts, and what are the Sierra Chart symbols? - BTIC on E-mini S&P 500 and E-mini Nasdaq-100 (Globex EST and NQT) - S&P 500 dividend futures (SDA, SDI) and Nasdaq-100 dividend futures (NDI) - Adjusted Interest Rate S&P 500 Total Return futures - One-month SOFR (SR1) 2. For those contracts, is bid and ask volume taken from the exchange's aggressor data, as it is for ES? 3. Do CME block trades appear in time and sales, and how are they marked? 4. What is the monthly fee for CBOE Global Indexes, does it include real-time SPX and VIX, and is the Nasdaq-100 cash index (NDX) available in real time? 5. Can Sierra Chart display real-time data supplied by my own program on the same PC (for example a DTC Protocol server I run, or intraday files my program writes), so my own calculated series appear as symbols? And is reading the intraday (.scid) files from my own program on the same PC permitted for personal analysis? Thank you. |
| [2026-11-12 22:28:34] |
| Sierra_Chart Engineering - Posts: 25418 |
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1. - BTIC on E-mini S&P 500 and E-mini Nasdaq-100 (Globex EST and NQT): No - S&P 500 dividend futures (SDA, SDI) and Nasdaq-100 dividend futures (NDI): No - Adjusted Interest Rate S&P 500 Total Return futures: No - One-month SOFR (SR1): Yes 2. For SR1 - Yes. 3. We do not know what block trades are. If they are coming from the CME on the CME MDP feed, then they are included. 4. There are two exchange options for the CBOE Global Indices: - CBOE Global Indices Main: $6.00 per month - CBOE Global Indices Additional: $3.00 per month SPX and VIX are available with the CBOE Global Indices Main. We do not have data for NDX, this is not part of the data we get from CBOE, nor do we have it from any other source. 5. Yes this is supported but through a DTC Protocol server: Data and Trading Communications (DTC) Protocol Test Client It will not be supported any longer with Intraday data files. 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 |
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