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Date/Time: Fri, 19 Apr 2024 20:21:40 +0000



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

View Count: 20739

[2013-11-06 16:41:14]
User15952 - Posts: 132
We still have to work day and night to keep up with everything.

That is why you get paid the big bucks.
[2013-11-06 23:27:30]
User14266 - Posts: 225
Well done support, excellent‎ work! Take the rest of the year off :)

I want to second this. I know you guys don't like "thank you" posts, but I'm breaking the rules. You all have done a terrific job with this feed. I know it's still early and there may be some hiccups to come, but the feed has performed flawlessly for me. SC deserves a big round of applause for this. It's an accomplishment that I'm sure you are proud of, and very well should be. Great job guys.

P.S. - This should be the end of me complaining about CTS problems. ;)
[2013-11-07 06:22:37]
Bedhog - Posts: 167
Bottom line: I like the new data feed.

Setup and configuration:
The instructions are clearly written and easy to follow.
The setup time took less than 15 minutes to complete the paperwork and download the current pre-release.
https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions

Performance:
My setup is a 2 x Intel Xeon Workstation with SC writing tick-data to an SSD drive. There is 1 chartbook open and I trade directly from a chart-dom using numbers-bars-old with a pullback column.

I was able to watch the /CL open on Tuesday 11/05/13 and the /CL EIA numbers on Wednesday 11/06/13 and it was a real treat. I was thrilled at how fast the charts were updating and there was no lag, hesitation, or loss of depth on the dom.

Regarding the display of the ask/bid delta information, I could not subjectively tell the difference between the SC data feed and my most familiar brokers data feed.

Thank you SC.
[2013-11-07 15:48:16]
euroventure - Posts: 2
paid for extra usage time, then proceeded to actívate the new CME data feed, completed the data feed form, all okay, then went to pay for extra credit of $35, because I had paid for another months usage time for SC, I got a message stating I cannot pay again, at least not today !!
[2013-11-07 16:07:54]
Sierra Chart Engineering - Posts: 104368
We have removed this payment restriction. Please try adding credit to your account now.

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
[2013-11-08 16:44:22]
Sierra Chart Engineering - Posts: 104368
We are experiencing some packet loss on the CME data feed which does slightly occasionally affect the volume in the Numbers Bars display. We are letting you know about this issue and that we are aware of it, and it will be resolved.
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: 2013-11-08 16:44:44
[2013-11-08 16:49:21]
User39653 - Posts: 11
When I applied for the new data feed using td Ameritrade you indicated symbols needed to be mapped and this should be done by next week. I am most interested in ES, NQ, and CL. Does it look good for next week.
[2013-11-08 17:54:02]
Sierra Chart Engineering - Posts: 104368
When I applied for the new data feed using td Ameritrade you indicated symbols needed to be mapped and this should be done by next week. I am most interested in ES, NQ, and CL. Does it look good for next week.

We did follow-up by email with you about this. We had this completed yesterday for TD Ameritrade. Everything is all set to go now. You should have gotten a couple of email notices about this from us.

Maybe you need to check your junk email folder.
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
[2013-11-08 22:48:45]
ejtrader - Posts: 688
One question related to enabling the datafeed and related to CME fee waiver.

- Would this be tied to a single broker?
- For example - if the validation is performed based on Interactive brokers account to provide CME fee waiver - can this be used with rithmic as needed - on-demand ( provided this would be used with either of them as long as they are not used simultaneously).
- with esignal - as long as you connect to any of the supported broker accounts once a month CME fee waiver is valid.

Thanks
[2013-11-08 23:18:01]
Sierra Chart Engineering - Posts: 104368
The fee waiver is not tied to one particular broker. You can use any futures broker that Sierra Chart supports and switch among services.
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
[2013-11-09 01:01:04]
User47068 - Posts: 15
I use OEC. Have followed and checked your instructions thoroughly; got the data agreement, credited the account, etc.
However, I'm seeing no change...it still looks like the data I'm getting is continuing to come through OEC.
1. I don't see the [M] mark after or anywhere near the symbol
2. In the Find Symbol menu at the top it continues to say "Open E Cry [This instance]"

Not sure if there's an issue since I'm trying after trading hours on a Friday, or whether there's some setting I need to change in the DTS in addition to the check mark for Sierra Chart Data Feeds.

Please advise.
[2013-11-09 01:05:40]
Sierra Chart Engineering - Posts: 104368
Go to Global Settings >> Symbol Settings. Press the Update From Server button. Wait for the button to reenable and then press OK.

After that disconnect from the data feed and connect to the data feed using the commands on the File menu.

If you still have difficulty please start a new thread on this Support Board and post a copy of the Message Log, by following these steps:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
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
[2013-11-09 01:36:14]
User47068 - Posts: 15
Thanks.

I may have missed it but I don't recall seeing that the step about Update From Server in your Setup Instructions which are otherwise very easy to follow. Maybe you can check and include it if it isn't there?

In any case, much thanks for the prompt help.
[2013-11-09 02:03:36]
Sierra Chart Engineering - Posts: 104368
We have added it to the documentation.
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
[2013-11-10 04:47:35]
Sierra Chart Engineering - Posts: 104368
We see that the CME is sending out Saturday data for testing purposes. To remove that from the chart, right-click on the chart before the Saturday data and select Delete Data and Download.

Going forward, this will get filtered out.

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
[2013-11-10 22:58:14]
enemyspy - Posts: 304
Hi I want to thank support for getting this done so quickly and cutting my operating costs dramatically, this was fantastic and welcome news on getting back from thailand.

I signed up, added the additional credit picked the service and it now says "pending review". How long will it take this to approve? I was hoping to get all my charts and spreadsheets updated tonight in order to be ready for tomorrow will this be possible?
[2013-11-10 23:32:15]
Sierra Chart Engineering - Posts: 104368
We have approved your agreement. You will be getting a notice in the email about this. You will need to follow the instructions here beginning with step 6:
https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions
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
[2013-11-10 23:55:52]
enemyspy - Posts: 304
thank you, I now have this working for the CME symbols, which is good and still very useful. However when I skimmed over this thread I thought incorrectly that you may be providing CBOT as well, as YM is my choice index. Do you expect to provide the CBOT data soon as well?
[2013-11-11 00:05:51]
Sierra Chart Engineering - Posts: 104368
CBOT is available now.

You should not have any trouble with the YM. If you do we need to see a copy of the Message Log. Start a new thread and provide it.
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
[2013-11-11 22:07:55]
Sierra Chart Engineering - Posts: 104368
It is very important for us to provide a high quality data feed. This is still the intention and has been the intention from the very beginning.

We are experiencing some packet loss from the CME data feed which is causing some missed trades in the charts.

All of the CME data feed channels together have a data rate which can go over 150 Mb per second. This is a UDP data feed which means that there can be packet loss.

There are many possible technical reasons as to why we are losing packets and there are some things we can do to greatly reduce it and we are diligently working through them.

So if you notice some imperfections with Numbers Bars charts, please be assured we are doing our best to resolve that.

We also have identified a software problem affecting the serving of historical data which has just been resolved. If you notice any missing data in an Intraday chart, re-download the data by selecting Edit >> Delete All Data and Download. This only needs to be done once for each symbol.

There still is limited historical data and we expect full historical data to be made available no later than next 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: 2013-11-12 07:26:09
[2013-11-12 04:26:54]
Sierra Chart Engineering - Posts: 104368
We would like to provide an update as to the status of the Sierra Chart CME real-time and historical CME futures data feed.

On Monday after the close, we had a problem where the NYMEX data feed was not being transmitted or recorded for several hours. We are looking into the cause and we will promptly implement a solution.

We are continuing to make good progress with the installation of several years of historical data and we will probably be completing this mostly by the end of the day on Tuesday(2013-11-12) or Wednesday.

We are going to be changing our feed handler to transfer the recording of the real-time data into historical data files on a thread separate from the thread that processes the source CME data feed and relays it out to our server software. This overall will improve performance and stability of our backend.
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
[2013-11-12 23:06:23]
fuzzy - Posts: 7
Does the CME feed include floor traded SP500 index futures data?
[2013-11-13 00:31:34]
Sierra Chart Engineering - Posts: 104368
Yes it does. But it does not seem very active.

Here is an image of the December contract:
http://www.sierrachart.com/image.php?l=1384302683511.png

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
[2013-11-13 15:31:59]
User15952 - Posts: 132
I see there is still data packets that are being missed. Are you guys aware of that?
[2013-11-13 16:33:42]
Sierra Chart Engineering - Posts: 104368
Yes, we are aware of that. Can you please tell us the symbol, the time zone setting in Sierra Chart, and the particular Date-Time where you notice this.
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
[2013-11-13 16:35:17]
Sierra Chart Engineering - Posts: 104368
Full historical Intraday data is now available with this new Sierra Chart real-time futures data feed.

To download all the available historical data, go to an Intraday chart and select Edit >> Delete All Data and Download. You will need to do this once for each symbol.




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

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