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Date/Time: Fri, 06 Dec 2019 17:36:32 +0000



Question about using reconstructed tape with Sierra Chart

[2019-12-03 15:14:15]
User811622 - Posts: 4
I'm currently AMPFuture customer using CQG for data feed. I would like to use Sierra Chart's reconstructed tape feature. I was told that I would have to use

"Sierra Chart Exchange Data Feed". How can I use this in conjunction with CQG through AMPfuture? I just trade ES future. That's all the data I need. What are all that I needed to get this going?

Thanks
[2019-12-03 18:26:38]
Sierra Chart Engineering - Posts: 78963
You will want to use the Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

You can use this with CQG as explained here:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#IntegrationWithTradingServices

And then you will want to use this setting:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#CombineTradesIntoOriginalSummaryTrade
Sierra Chart Support - Engineering Level

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

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-04 23:57:11]
User811622 - Posts: 4
Three more questions:

1. Since I have CME index market data through AMPfuture with CQG, I don't need to subscribe with Sierra for CME index market data, correct?

2. All I need to pay for is Sierra Chart Package 3 or 5 and Denali data service for getting reconstructed tape to work, is that right?

3. Which Denali service will I need?
Denali Exchange Data Feed for SC Order Routing Service
or
Denali Exchange Data Feed for All Services

Thanks
[2019-12-05 04:55:45]
Sierra Chart Engineering - Posts: 78963
You activated the wrong data feed. You need to activate what is called the Denali Exchange Data Feed . We will do that for you tomorrow. There will be no additional cost this month.

1. No. You do need to pay for the Denali data feed and the exchange fee whether you pay that through CQG or not.

2. Yes.

3. Denali Exchange Data Feed for All Services
Sierra Chart Support - Engineering Level

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

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-05 14:33:36]
SC Support - Posts: 143
Hi Trader DLS, I can help you with this today. Please let me know if I can give you a call?

If you can complete these Market Data Agreements for Denali, we can do the rest.
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements

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