Support Board
Date/Time: Fri, 23 Oct 2026 15:06:23 +0000
Denali feed: live MBO for COMEX GC via DTC for my own application
View Count: 24
| [2026-10-23 14:13:19] |
| User355695 - Posts: 2 |
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Hello, I am an individual, non-professional trader. I would like to use the Denali Exchange Data Feed as a live Market-by-Order source for COMEX gold futures (GC, front month) in my own application, receiving the data through the DTC Protocol Server. Before subscribing, I have a few questions: 1. Is live MBO available on Denali for COMEX GC and MGC, or only for selected CME products such as ES and NQ? 2. Through the DTC Protocol Server, does the MBO stream include every order event (add, modify, cancel, fill) with order IDs for all order sizes, or is it filtered (for example, only orders above a certain size)? 3. Which packages and fees are required for this: Package 12, the CME Group non-professional exchange fee with market depth for COMEX, anything else? What is the total monthly cost? 4. Can Sierra Chart run on a Linux server (under Wine) only to serve DTC to my application, or is a Windows machine required? Is a GUI session needed while it runs? 5. What is the typical latency from the exchange to the DTC client? 6. Is there a full MBO book snapshot on connect, and a recovery mechanism after a disconnect? 7. Is real-time Denali MBO for COMEX included in the free trial, so I can test it before paying? 8. Do you accept clients from Uzbekistan, and which payment methods are available? Thank you. |
| [2026-10-23 14:17:16] |
| John - SC Support - Posts: 48310 |
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You are not allowed to use/access/export data outside of Sierra Chart. Refer to the following: Sierra Chart License Agreement: DATA LICENSE For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-10-23 14:31:30] |
| User355695 - Posts: 2 |
|
Thank you, understood. I will keep all data inside Sierra Chart. Then my plan is to implement my trading logic inside Sierra Chart as an ACSIL custom study and trade COMEX MGC futures through Teton Order Routing. A few questions about this setup: 1. Is live Market-by-Order data available on Denali for COMEX GC and MGC for a non-professional user (Package 12 + CME Group non-professional fees with market depth)? 2. Inside ACSIL, is the full MBO data accessible for every order (add, modify, cancel, fill, with order IDs and queue position), or is it filtered by order size (I read in an older thread that only orders larger than 10 were sent)? 3. Which ACSIL functions/structures give access to MBO data and full market depth? A link to the documentation would be very helpful. 4. Can an ACSIL study place, modify and cancel orders automatically through Teton Order Routing (automated trading)? 5. Which futures brokers / clearing firms supporting Teton accept clients from Uzbekistan? 6. What is the total monthly cost for this setup: Package 12, CME Group non-professional exchange fees for COMEX with market depth and MBO, and anything else? 7. Can Sierra Chart run unattended 24/5 on a Windows VPS for automated trading? Thank you. |
| [2026-10-23 14:39:43] |
| John - SC Support - Posts: 48310 |
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1. Yes. 2. It is filtered such that only MBO orders greater than or equal to 3 are transmitted. So any value of 1 or 2 is not accessible. Also, the only information available with the MBO data is the size and Order ID. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() 3. See above for MBO. For Market Depth refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel 4. Yes. Refer to the following: Automated Trading From an Advanced Custom Study 5. We do not know who accepts clients from where. The list of brokers that support Teton can be found in Step #2 at the following link: Sierra Chart Teton Futures Order Routing: Setup Instructions 6. The package costs can be found at the following link: Description of Service Packages and Pricing The exchange fees can be found at the following link: Denali Exchange Data Feed: Supported Exchanges (Exchange Fees) 7. Yes. 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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