Support Board
Date/Time: Fri, 16 Oct 2026 02:24:01 +0000
CME futures| non-professional: automated ACSIL strategy and Non-Display - Packag
View Count: 27
| [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. |
| [2026-10-15 21:43:39] |
| John - SC Support - Posts: 48222 |
|
1. No. 2. It is not easy for us to give a specific line that gets crossed when you go from "derived signal" to "back-engineered raw data". You need to make this determination. The point is that you can not export the raw data in any form, including a form that can easily be manipulated back to the original data. You can export signals, particularly if the signals do not match up to specific bar data. 3. As long as there is no raw data being used outside of Sierra Chart, then this is fine. 4. You need to have a live, funded, futures trading account in order to qualify for the non-professional exchange fees for the CME Group. Sierra Chart checks this status electronically by having you connect your Sierra Chart account to your funded trading account at least once a month. When you make a good connection, your "Verified Until" date is updated to 30 days in the future. As long as that date is in the future, you can continue to get the real-time data a the non-professional rates. If you are setup with Teton, then you do not need to specifically connnect once a month. We take care of this connectivity on the back-end, so we take care of it for you. 5. No. It does not matter where the data comes from. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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