Support Board
Date/Time: Fri, 16 Oct 2026 03:17:47 +0000
Post From: CME futures| non-professional: automated ACSIL strategy and Non-Display - Packag
| [2026-10-15 21:27:35] |
| Dario89 - Posts: 1 |
|
Hello, I am an individual, non-professional trader (based in Italy) considering Service Package 12 (Denali + Teton) to trade CME micro and mini futures with my own capital. I would like to automate my strategy and want to be sure I stay within the exchange rules before I buy. Reading ThreadID=107614 (answered on Oct 7), I understand that analysis done "inside" Sierra Chart needs nothing special. That thread was about Nasdaq data, so I would like to confirm the same for CME. 1) CME, ACSIL inside Sierra Chart: if my automated strategy runs entirely inside Sierra Chart (ACSIL) on Denali CME data and sends orders through Teton, do I owe any CME Non-Display fee or need to sign any extra agreement as a non-professional? (yes/no) 2) Derived signals out of Sierra Chart: if my ACSIL study computes features from depth/trades/MBO inside Sierra Chart (e.g. an order-flow imbalance score per bar) and sends only those derived values to an external program of mine, which then submits orders, is that allowed? Where is the limit between a "derived signal" and "simple manipulations of the raw data that is easily back-engineered"? 3) Order commands from outside: I understand from ThreadID=107234 that automated order commands (open/close/amend) from an external program are fine. Can you confirm that this holds with Teton and Package 12, with no raw market data leaving Sierra Chart? 4) Non-professional status: to get CME real-time data at the non-professional rate, what exactly do you need to verify on the funded futures account (which broker, which proof), and is it checked every month? A short answer to each, with a link to the relevant policy if one exists, is all I need. Thank you very much. 5) Data source: does the answer to question 1 change if the CME data comes from Rithmic (via a broker) instead of Denali, while the strategy still runs inside Sierra Chart (ACSIL)? Or does the Non-Display treatment depend only on where the processing happens? Dario. |