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Date/Time: Fri, 07 Aug 2026 20:29:29 +0000



Post From: Historical Intraday download error:

[2026-08-07 14:17:06]
User654477 - Posts: 1
Account: pytton

I'm on Service Package 11 (Integrated Advanced). Due to Rithmic's limitations on historical Intraday data (weekly volume caps and denied requests), I'm trying to set up a hybrid configuration: Rithmic for live trading and market data, but Sierra Chart's Denali Exchange Data Feed for historical Intraday data.

I connect successfully to Rithmic for trading (Lucid Trading, LucidTrading-Chicago Area-Non-Aggregated server) — login and trading both work fine.

I'm trying to follow the integration steps on Denali Exchange Data Feed ("The Denali Exchange Data Feed supports full and seamless integration with all supported Trading services...") to get historical Intraday data from Sierra Chart's own service for symbols like MESU6.CME and MNQU6.CME, while keeping Rithmic as my connected Trading service. Allow Support for Sierra Chart Data Feeds is set to Yes, as instructed.

I've tried this with two different credential configurations for the Rithmic service:

Trading Username/Password filled in, Market Data and Historical Data fields left blank — based on Rithmic Trading Platform Service, which under "Permission Denied Resolution Procedure" and "Rithmic Support Policy" instructs clearing Market Data Username/Password and Historical Data Username/Password when using Sierra Chart data feeds alongside Rithmic.
All three credential pairs (Trading, Market Data, Historical Data) filled in with the same Lucid Trading credentials, per the Denali integration page's instruction to configure Service Settings normally.

Both configurations fail, but interestingly with different errors on different symbols under the same settings:

MESU6.CME: Historical data logon error: Data files folder not set for service code: rithmic.trading | Username: pytton
MNQU6.CME: permission denied

My charts do show the [M] indicator described in the Denali page's instructions, so some data feed remapping does appear to be engaging.

My CME Non-Professional verification is current (Verified Till: 2026-09-06, via Interactive Brokers), but I have not activated a paid Denali exchange fee. Before paying — is the fee actually required for historical Intraday data specifically, or should this already be available for free via the Sierra Chart Historical Data Service included with my package?

Could you also check if my account's data folder is properly provisioned for historical Intraday downloads, and why the two symbols above are failing differently under identical settings? Thanks.