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Date/Time: Thu, 12 Mar 2026 12:36:59 +0000



Post From: IB data on one chart and denali on another

[2026-03-11 23:26:40]
John - SC Support - Posts: 45058
First of all, we want to point out that you are not setup to get any data from our Denali Exchange Data Feed. We did not notice this when we responded previously.

We see that you had filled out agreements for the CME Group data, but those were rejected as you did not enter a "Clearing Firm" and "Account Number". 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

Once you have worked out the above, and if you still want our Denali data at the non-professional rates, then you will need to redo the agreements at the following link. You will need to enter the "Clearing Firm" and "Account Number" for the live, funded, futures trading account that you have. If you do not know the Clearing Firm, then enter the Brokerage name.
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements_CME

Once the agreements are accepted, then you can activate an exchange at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

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I'm getting VolumeAtPriceForBars is returning 0 price levels with Denali data

If you are doing everything correctly then this should not be the case. Even though you are using our Delayed Streaming data, you should have that filled out correctly.

In this case, you are needing Programming Help, and we do not give programming help. Given that the rest of this thread is related to other issues, we recommend opening a new thread and asking for help from the community on why you are having this issue.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing