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Date/Time: Fri, 19 Apr 2024 21:58:13 +0000



Market Depth Levels for CME Futures with SC Exchange Data Feed

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[2018-10-04 15:20:23]
User935626 - Posts: 7
I was reading this post Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed! How can I get the SC data feed and what is the cost?
I currently use CQG-WEBAPI, will the instruments symbols change, example Crude is CLEX18.
[2018-10-04 19:16:32]
Sierra Chart Engineering - Posts: 104368
Pricing can be found here:
Sierra Chart Exchange Data Feed: Data Feed Pricing

The cost is 25 USD a month for the real-time connection and 15.75 USD per month for the exchange fee.

No, the symbols do not change and this is explained here:
Sierra Chart Exchange Data Feed: Integration with Trading Services


Here are the set up instructions:
Sierra Chart Exchange Data Feed: Setup Instructions

In regards to the exchange fee, you probably are paying this to CQG as well now. So you can contact your broker and have them cancel that once you are successfully using this 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: 2018-10-04 19:17:01
[2018-10-05 06:17:05]
ticinotrader - Posts: 377
Dear Support,

So you can contact your broker and have them cancel that once you are successfully using this feed.

Can you please confirm that this will work?

I have recently tried this setup (CQG connection to execute + using SC datafeed for data) on exchanges where I am not subscriber through CQG and all the data displayed correctly/perfectly in SC.

My only concern is execution: when I contacted my CQG broker to ask about this, they were very rude, nearly laughingly saying that I am an 'idiot' if I try to execute any trades without realtime data subscription at CQG and wished 'good luck'.

Although I described this setup to them, seemingly they had zero idea. Seeminlgy they were lazy as well to check the availability of execution only setup with CQG.

My question is (same what I asked from the broker): does execution only (withouth CQG data subscription) connection with CQG exist/work?

Thank you.
[2018-10-05 06:56:40]
User622163 - Posts: 17
Would also like to supplement the above post that I have yet to find a broker that allows CQG execution ONLY (without CQG data subscription) to be used along with SC datafeed.

It's ridiculous that we have to pay for the same exchange data twice (once for brokerage CQG data + once for SC data) when it is completely, technically possible to have a CQG execution only + SC datafeed combination.
[2018-10-05 08:34:40]
Sierra Chart Engineering - Posts: 104368

My only concern is execution: when I contacted my CQG broker to ask about this, they were very rude, nearly laughingly saying that I am an 'idiot' if I try to execute any trades without realtime data subscription at CQG and wished 'good luck'.
We are intimately familiar with how CQG works and Sierra Chart integration to CQG so this definitively works without any problem. Your broker is not going to understand this like we do.
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
[2018-10-05 08:37:29]
Sierra Chart Engineering - Posts: 104368
Would also like to supplement the above post that I have yet to find a broker that allows CQG execution ONLY (without CQG data subscription) to be used along with SC datafeed.
We are indirectly working on a solution to this kind of problem with TT and we should have this out we hope in about 30 to 45 days.
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
[2018-10-05 08:51:15]
ticinotrader - Posts: 377
We are indirectly working on a solution to this kind of problem with TT and we should have this out we hope in about 30 to 45 days.

This would give the ultimate answer to all my trading needs. And I'm sure I'm not the only one...
Date Time Of Last Edit: 2018-10-05 09:13:53
[2018-10-05 09:46:49]
Sierra Chart Engineering - Posts: 104368
Does your broker already support TT? If so, then you can get started now. It is just a matter of following our TT instructions here:
Trading Technologies Trading Platform Service: Setup Instructions

You will need to disregard the steps about setting up the connection details for the price server. We are going to take those instructions out. You will be using the SC Exchange Data Feed instead.

You just need to connect to the TT FIX Orders server. If there are any issues just let us know.
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
[2018-10-07 18:41:56]
Meklon - Posts: 217
Ticinotrader,

I can certify with 100% certainty that the setup you are inquiring about is definitely working. I am presently using CQG Fix connection (i.e. CQG pipes) to connect to their execution network and to route my orders) and I use SC Real-Time data feed (Historical data feed is provided free by SC). Works perfectly fine as long as ISP connection is stable.

Having said that, I have seen several posts here and replies by SC support about unstable CQG Fix connection and it appears to be caused by CQG networking problem and NOT by SC. I personally have not experienced it as long as my ISP is stable.


VERY IMPORTANT - "Connect To Market Data Server" option in SC configuration for CQG Fix connection must be set to OFF if your intention is to use SC Real-time data (you do not need to connect to their data servers). If you will leave it ON, it will start generating errors and disrupting your connection.
Date Time Of Last Edit: 2018-10-07 18:42:52
[2018-10-10 17:17:31]
ticinotrader - Posts: 377
Dear Support,

Does your broker already support TT? If so, then you can get started now. It is just a matter of following our TT instructions here:

Wanted to give an update:

I have just tried to switch from CQG to TT at AMP to figure out that AMP does not support TT FIX anymore (TT Web only) - at least I was told so. So they do not provide execution only access.
Also I am not sure yet if they support CQG execution only without having realtime data subscription.

So I can confirm that they either don't understand what execution only means or they are not interested in it.

Any info/update you have regarding a viable SC/TT execution only setup would be highly appreciated.
[2018-10-11 00:59:53]
Sierra Chart Engineering - Posts: 104368
Okay, we will follow up on this with them but most likely this is going to take weeks until we get this TT solution properly developed with them.
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
[2018-10-11 10:00:59]
User622163 - Posts: 17
Will you guys also follow up with AMP Futures about a SC datafeed/CQG execution-only setup?

The reason I ask is b/c CQG execution cost is $0.20/contract cheaper than TT and trading Asian markets like the OSE (nikkei-225 mini) and HKEX (HSI) are only available via CQG execution at AMP.
[2018-10-11 17:39:30]
Sierra Chart Engineering - Posts: 104368
TT cost is .05 per contract per side.

Will you guys also follow up with AMP Futures about a SC datafeed/CQG execution-only setup?
Yes.
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
[2018-11-18 21:36:23]
ticinotrader - Posts: 377
Dear Support,

Do you have any update regarding the 'SC + TT execution-only' setup?

In the meantime, tried the CQG execution-only setup at AMP and can confirm that it works perfectly without any problem.

Thank you.
[2018-11-18 23:04:01]
Sierra Chart Engineering - Posts: 104368


Do you have any update regarding the 'SC + TT execution-only' setup?
Yes progress is being made on this. This is a major objective of ours because longer term, it is intended to replace every other supported futures trading service with the exception of Interactive Brokers and Transact.

And we will have order routing through Europe for exchanges in Europe.
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: 2018-11-18 23:04:40
[2018-11-18 23:16:01]
Meklon - Posts: 217
Hello Support, could you please clarify your last reply?

Do you eventually plan to discontinue support for any other currently supported futures trading services except those that have their own data stream (i.e. Transact, IB, TT)? What about Gain Capital, and others?
[2018-11-18 23:32:25]
Sierra Chart Engineering - Posts: 104368
Nothing will be discontinued. But at some point, we will no longer provide any technical support for other futures only services. But this would not likely be for 1-1.5 years from now and still requires evaluation.

The current situation is not maintainable by us. The level of insanity we deal with every day with supporting so many external services and all of the absurd problems people have, must come to an end and we are going to bring it to an end.
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: 2018-11-18 23:59:36
[2018-11-18 23:33:52]
Meklon - Posts: 217
Thank you Support. Entirely understandable.
Date Time Of Last Edit: 2018-11-18 23:34:16
[2018-11-19 01:06:30]
Sierra Chart Engineering - Posts: 104368
Although do not base the planned upcoming futures trading services based on Training Technologies order routing from the information we have about TT on the website now.

This is going to be different. It will not use the FIX connection directly and it would support server-side OCO and bracket orders and the data feed pricing will be competitive with other services. And there will be accurate Position reporting.

Although initially the data feed will be the Sierra Chart Exchange Data Feed, but in time we can obtain more favorable pricing and waive fees based upon the level of volume you are doing.

It will also support web-based trading as well. You will be able to see your current orders, positions, and submit new orders and modify orders. But as far as providing data through through the web-based trading panel, most likely this would be just a delayed snap quotation for a selected market for the time being.

Also not sure about how we would do account balances because we cannot see a way to obtain that information from TT but we can ask them about that. So we would have to find a solution to that before we can make this a complete replacement solution. Anything we say here about upcoming plans can only be taken as a statement of intention.
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: 2018-11-19 01:21:08

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