Login Page - Create Account

Support Board


Date/Time: Sat, 11 May 2024 02:31:52 +0000



Post From: How to: Reducing Cost of Real-time CME Market Depth Data

[2021-03-28 17:40:11]
Sierra Chart Engineering - Posts: 104368
Now that we are doing only direct billing for Sierra Chart, we want to explain how to reduce the cost of CME Market Depth Data so your costs, will not be any higher, or about the same.

First we recommend that users use the Denali Exchange Data Feed for market data for Sierra Chart:
Denali Exchange Data Feed

You can then cancel market data exchange fees through your broker if they allow. If they do not allow please consider using a different broker.

The Denali Exchange Data Feed is now included with Sierra Chart service packages 10, 11, 12 and is 10 USD per month additional before discount. Or only 8 USD additional when you pay for multiple months.

When using this data feed, you should look at what particular symbols you require market depth data for. If you only require market depth data for the stock indexes like ES and NQ, and the micro versions, then you will want to use this exchange fee:
CME with Market Depth for nonprofessional Trading accounts   10.40 USD / month

And then if you require top of book data for all the other exchanges, activate this exchange fee:
Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts   3.25 USD / month

So these can be activated together. There is no conflict. This is lower cost, than activating the entire CME Group with market depth for ~30 USD per month.

For clarity, what we will do is also add the individual top of book exchange fees, for CME, CBOT, COMEX, NYMEX individually. These will be 1 USD each. We did not list them previously because the 3.25 USD covers everything and is already very low cost for the month.. So we did not want to clutter the list of CME Group related exchange fees with these additional ones.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-03-28 17:41:30