Login Page - Create Account

Support Board


Date/Time: Fri, 26 Apr 2024 23:12:40 +0000



[Locked] - Notice: New Futures Real-Time Data Feed

View Count: 20748

[2013-10-28 18:33:01]
AKR - Posts: 523
well, in case you will also offer european stock - which I really hope and would make it THE (even more) perfect feed - it shouldn´t be aproblem, should it.
cheers
[2013-10-28 21:10:49]
User14266 - Posts: 225
We would like to provide an update about the CME market data feed.

On Friday, our servers were provisioned with the actual CME FIX multicast feed. This week we are going to be working on configuration and final testing of everything.

If everything is working as expected, then we need to get approval for the service.

Once the approval is done, we can then release it to the 6 users who have offered to test it. After 2 to 3 days of testing, if everything is fine, we will open it up to everyone else.

So probably a couple more weeks?

If you need another beta tester, I'd be happy to help. Win 8, Intel 3.4GHz i7, 12gb ram, 30/mbps cable connection. Trade ES and use bid/ask volume data heavily.
Date Time Of Last Edit: 2013-10-28 21:19:22
[2013-10-28 21:30:01]
Sierra Chart Engineering - Posts: 104368
Hopefully two weeks at the latest. We are looking actually at Friday for the initial release.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-29 16:11:36]
AKR - Posts: 523
if I will choose your new data feed. Will it then make any difference for speed which borker/data feed I choose? I mean I will then not see the eg Rythmic or TTnet feed coming from the broker, but your NEW feed, right? so what does this then mean to the feed of the broker? or is it just what I see on the screen I guess, but of course order routing etc is still dependent on the broker and its feed?
thx & rgrds
[2013-10-29 17:02:25]
Sierra Chart Engineering - Posts: 104368
It will not make any difference which Broker/trading service you use. The data feed from the trading service will not be used unless it is for a symbol that is not on CME.

Order routing will still be to the particular Trading service you are using.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-30 06:58:00]
AKR - Posts: 523
thx! for a eg limit buy order this means, that it will be activated when the SC feed goes below the price or meets it, right? if the feed of the broker was still abouve the limit, still an order would be sent to the exchange, right?
[2013-10-30 07:53:50]
Sierra Chart Engineering - Posts: 104368
This is not a correct understanding. Sierra Chart sends orders immediately to your trading service and they then go to the exchange. There is no price controlling them.

The only case where an order would not be sent is in the case of Attached Orders, but when those are sent when a parent order fills, that trigger is not by price action, but by the parent order being filled. It is the exchange which fills the order.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-30 08:10:55]
AKR - Posts: 523
ah yes. sure.
are you guys ever sleeping? even you dont want me to answer now I would like to say that I have not been in contact with any service, independent if in context with trading, or anything else, that did answer request so fast and accurate.
Thx!
[2013-10-30 08:17:13]
Sierra Chart Engineering - Posts: 104368
We do not get much sleep.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-30 08:48:40]
AKR - Posts: 523
one last question: so far, if I wanted broker + IQfeed I could not use the license via broker (at least I think), but would need to purchase license with you.
For getting your SC feed, will it be sufficient to purchase the license with the borker, or do users need to have the license with you to have both, broker + your SC feed?
thx again!
[2013-10-30 09:23:38]
Sierra Chart Engineering - Posts: 104368
You can use IQ Feed on its own or with other supported Trading services. Not sure we understand the question.

For the initial release of the Sierra Chart real-time futures data feed, it will only work with broker/trading services. However, the next part of the release you will be able to use it independent of a trading service and paid an exchange fee if you do not have a trading account.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-30 09:30:47]
AKR - Posts: 523
so far I thougt if I want to use SC with a broker and want to use aditional to eg Rithmic IQ feed or Barchart I thought that it will only be possible when subsribing directly with you.
Maybe I was wrong, anyway I understand that it wont be like this with the new feed.

Will customers also be able when having a trading service to choose, if they want to use your feed or from the broker?

[2013-10-30 21:56:03]
Sierra Chart Engineering - Posts: 104368
Are you referring to a license for Sierra Chart provided by a broker? In that case, you are only able to connect to that particular broker system and not use the Sierra Chart data feed.

When using the Sierra Chart real-time futures data feed, you have the ability within Sierra Chart, to use that data feed or use the data feed provided by the broker/trading service.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-10-30 21:56:38
[2013-10-31 00:18:43]
usersc - Posts: 14 Invalid SC Account Name.
have you plans to incorporate NYSE Euronext,Thx
[2013-10-31 02:51:50]
Sierra Chart Engineering - Posts: 104368
Yes, eventually this will be added.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-31 05:39:32]
User15952 - Posts: 132
I added $50 for the additional services, the credit has been added. I dont have "Enable/Disable Account Features" link on my Control Panel?


[2013-10-31 05:40:45]
Sierra Chart Engineering - Posts: 104368
We are still finishing up with this. We do not expect this to be released for a few more days. We are very close though.

Although we probably can get it ready by the end of the day tomorrow.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-10-31 06:32:01]
AKR - Posts: 523
to #62: yes, that was my question. thx!
[2013-10-31 17:52:40]
User14266 - Posts: 225
Although we probably can get it ready by the end of the day tomorrow.

I bet that you can't get it done by tomorrow. Go ahead and try, I dare you!!!

#reversepsychology ;)
[2013-10-31 22:21:54]
Sierra Chart Engineering - Posts: 104368
Basically we are ready now , however we are looking into a technical networking problem with the source CME data feed that needs to be worked out.

We are probably not going to be ready until Monday.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-10-31 22:29:30
[2013-11-04 01:42:51]
Sierra Chart Engineering - Posts: 104368
In the next 2 to 3 hours, will be opening up the data feed to the 6 users who have offered to test it. Those 6 users will be getting an email notice about this.

At this moment in time, historical data begins Sunday evening. When we are certain we have a 100% stable data feed from the CME across all channels, we will install the historical data.


It is possible that once we open this up to those users, that anyone can subscribe to it, but keep in mind it is still considered beta for the first few days.

Therefore, we recommend that other users hold off for about 2 to 3 days before subscribing. And check here first with us to determine the current state of the data feed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-11-04 01:44:18
[2013-11-04 16:27:21]
Sierra Chart Engineering - Posts: 104368
Update in regards to this data feed:

We still have this internal networking issue where we are not receiving data on all of the CME channels. Currently we do not have CBOT and NYMEX. We do have CME and COMEX.

The problem is being worked on but it is not something under our direct control. Once the problem is resolved and the issue determined we do not expect that to occur again.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-11-04 16:28:43
[2013-11-04 19:26:50]
katek - Posts: 28
I have followed the instructions, but I am not sure I am receiving the data
I've tried the following symbols

ES-201312-globex
CL-201312-nymex
LE-201312-cme

Data that is arriving seems to be from Interactive brokers.
I've searched the log for something like:

Mapping ES-201312-GLOBEX to ESZ3. Service code: cme.

But couldn't find anything of the kind for ES, CL or LE
[2013-11-04 19:32:41]
Sierra Chart Engineering - Posts: 104368
Could you please start a new thread about this on this Support Board.

A few things:

You should be receiving into the ES chart the new data feed according to this:
Mapping ES-201312-GLOBEX to ESZ3. Service code: cme.

We will need to see the entire Message Log to confirm.


The proper Interactive Brokers symbol for LE is: LE-201312-GLOBEX

Unfortunately, we do not have the channel that carries the CL data at the moment. There is a networking issue being worked on. So that chart will not update.

What we recommend you do is run a separate copy of Sierra Chart just to use with this data feed during the testing.

In the other copy you normally use, you will want to disable Global Settings >> Data/Trade Service Settings >>Allow Support for Sierra Chart Data Feeds.

We do have another user using Interactive Brokers and they are looking at ES and NQ and the charts are updating properly using the new data feed. The Numbers Bars values are correct and exactly as they should be.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-11-04 19:33:57
[2013-11-04 19:37:16]
Sierra Chart Engineering - Posts: 104368
In the next release which we should have out today or tomorrow we will put an on chart indicator indicating that the data feed is coming from Sierra Chart. This will make it much easier to know the origin of the data.

It will probably be something like [M] after the symbol. In this particular case M would mean mapped to an alternate data feed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-11-04 20:42:22]
katek - Posts: 28
As suggested I am running a separate copy of Sierra Chart to test the new feed.

I believe I'm still receiving the feed from IB.

Attached is the log


Date Time Of Last Edit: 2013-11-04 21:16:10
Private File

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

Login

Login Page - Create Account