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Date/Time: Fri, 29 Mar 2024 15:18:40 +0000



Post From: Changes with Gain Capital/OEC and CTS Effective November 1, 2022

[2022-09-18 14:35:47]
Sierra_Chart Engineering - Posts: 13625
To be consistent with historical data and Service Package changes we have made with CQG, Interactive Brokers, Rithmic, Transact, effective November 1, 2022, the following changes are being made regarding Gain Capital and CTS:

1. Renewals of Usage Time will require Service Package 10 or higher to use Gain Capital or CTS.

Also keep in mind these services are only supported in older versions of Sierra Chart. Not newer versions.

2. Historical data for charts when using Gain Capital will no longer come from a combination of the Sierra Chart Historical Data Service and Gain Capital. Currently the way this works is the historical data comes from the Sierra Chart Historical Data Service for data older than 10 minutes and the most recent 10 minutes comes from Gain Capital.

The Gain Capital FIX server that Sierra Chart uses for market data has very limited historical data. It has less than one day of data. It may only have one hour of data. It varies.

Effective November 1, 2022, historical data will only come from Gain Capital.

Therefore you need to use the Denali Data Feed for market data after November 1, 2022 if you are not already:
Denali Exchange Data Feed

And we do recommend changing to the Teton order routing service for the CME Group of markets:
Sierra Chart Teton Futures Order Routing

Reasons why this historical data change is being made:

- It is considered a disorganized/hack kind of a design. Instead historical data should come from a single consistent source.

There are differences with the historical data from the two different sources in regards to bid volume and ask volume identification. The data from Sierra Chart is precise with bid volume and ask volume. With OEC, it is estimated.

- When there are problems with historical data reported to us it becomes confusing, to understand what is happening and where the data has come from when the data is coming from two different sources.

- Gain Capital users have the impression the historical data is coming from Gain Capital when that is not the case at all. The bulk of the historical data is coming from Sierra Chart. This leads to a false impression regarding Gain Capital.

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As has always been the case, with changes we have been making, we will always be accommodative and helpful to users regarding the transition. And give users all the help needed, and plenty of time and accommodation as needed to implement the changes.
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: 2022-09-28 19:24:12