Login Page - Create Account

Support Board


Date/Time: Thu, 30 Oct 2025 23:44:39 +0000



What is the difference between CME exchange services 1 vs 2-4?

View Count: 353

[2025-09-29 14:43:00]
warpigs - Posts: 55
The option of selecting

1 Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts

costs $39

versus selecting 2-4 which adds up to $21.

What is the difference between choosing these in order to get market depth data?
[2025-09-29 14:50:58]
User135243 - Posts: 151
you've all 4 CME-group exchanges Level 2 data (full market-depth)

2: is the same as yours, but just Level 1 (best bid/ask)

3: CME only with Level 1 data

4: CME only with Level 2 data

keep in mind that data packages are charged by calendar-month
Date Time Of Last Edit: 2025-09-29 14:53:23
[2025-09-29 15:32:41]
warpigs - Posts: 55
Thanks, but I'm not sure I understand. Here's what I see:

1 Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts 39 USD
2 Full CME Group (CME, CBOT, COMEX, NYMEX) for non-professional Trading accounts 6 USD
3 CME non-professional top-of-book 2 USD
4 CME with Market Depth for non-professional Trading accounts 13 USD

#1 offers everything offered by purchasing #2-4 together, right? If so why wouldn't I just purchase #2-4 to save the difference in money? Does #1 offer something additional?
(To be clear I do want full market depth.)
Date Time Of Last Edit: 2025-09-29 15:35:16
[2025-09-29 15:56:25]
User135243 - Posts: 151
Ok, so you're new to trading and don't know what Level2 data (full market-depth) is, right? With Level 1 data you just get the best bid/ask. So 1 and 2 are the same data (1 with full market-depth and 2 with just best bid/ask, this should be good to start with) if you don't know what Level2 data is, I guess you're good to go with package 2, with this package you get all 4 exchanges of the CME-group. 3 is just CME (1 of the 4 exchanges, which includes ES, NQ, RTY and FX-futures and 4 is the same as 3, but with full market-depth

the package 2, 3 and 4 together makes no sense
[2025-09-29 16:05:54]
warpigs - Posts: 55
Ah... I get it, my confusion. I'm not new to trading I just wasn't reading it correctly. I thought #2-4 was also implying the full CME group, not just CME. So for me I believe I would want #2 & 4, which I have now activated.

My last question though is that I'm still only seeing market depth for about 25 points up/down on NQ, is that normal? I am trading on a Rithmic account that does not have market depth, but I subscribe to Denali and have my charts setup to use Denali and only trade on the Rithmic feed (I believe).
Date Time Of Last Edit: 2025-09-29 16:07:29
[2025-09-29 16:20:32]
User135243 - Posts: 151
ok, I was not sure if you know what Level2 data is, with 2 (all 4 exchanges Level 1, and 4 just CME Level 2) you should be good to start, so you've Level2 for CME you should get full market-depth for NQ (which is part of the CME). Yes order-routing to a Rithmic-account works fine if you've Denali data.
[2025-09-29 16:23:06]
warpigs - Posts: 55
Thanks, shouldn't I see market depth data for more than 25 points up/down on NQ though?
[2025-09-29 16:30:49]
User135243 - Posts: 151
yes you should, this is a setting how much you want to see

Go to Chart and Chart-Settings and there to Market-Depth
Date Time Of Last Edit: 2025-09-29 16:31:41
[2025-09-29 16:47:14]
warpigs - Posts: 55
That's what I thought, but I have the 'maximum levels to display' set to zero, which should show all levels according to the manual. I likewise only see about 25 points up/down in the market depth window.
[2025-09-29 17:04:53]
John - SC Support - Posts: 42683
To start with, you have the following exchanges active:
- Full CME Group (CME, CBOT, COMEX, NYMEX) for non-professional Trading accounts
- CME non-professional top-of-book
- CME with Market Depth for non-professional Trading accounts

You do not need the "CME Non-Professional Top-of-Book" exchange active. Be sure to deactivate this as soon as possible so you are not charged for it again on October 1, 2025.

With regards to the data, first check the setting for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds". Make sure this is set to "Yes". If it is not, then you are getting your data from Rithmic, which would be why your Market Depth is limited. If it is not set to "Yes", then change it to "Yes", select "OK" to close that window, then select "File >> Reconnect" to start getting the data from our Denali Exchange Data Feed.

If not the above, then go through the items at the following link:
File Menu: Not Receiving the Full Number of Market Depth Levels
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-09-29 17:51:26]
warpigs - Posts: 55
Thanks. You're right, that was an oversight. I also probably should have waited until the 1st to activate the market depth data, I didn't realize I would be billed for this month with only 2 days left.

And yes, I'm working through setting things up now but I followed the steps on that page and am now able to set the max depth higher. I will report back once I've explored the study settings more.

Update: everything seems to be working correctly. Going to need to spend some time with it. Really enjoying SC!
Date Time Of Last Edit: 2025-09-29 18:19:16
[2025-10-29 19:26:08]
Christopher Stevens - Posts: 4
Following on….. if I don’t need the Dom or Footprint, do I need to have the CME option 4 with Market Depth? Will option 3 with level 1 data be ok if I only need cumulative delta, TPO, VWAP, Heiken Ashi etc? I am also using Rithmic from a prop account. Is service pack 11 the correct one to use?
[2025-10-29 19:59:14]
John - SC Support - Posts: 42683
If you do not need the DOM, then you do not need Market Depth data. The Numbers Bars (Footprints) use actual traded data, not the Market Depth. The same is true for all the items you do want (they do not require Market Depth).

Package 11 would be the right package in order to have access to the TPO profiles and to be able to connect to a trading service (Rithmic).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account