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EUREX and ICE Support with Sierra Chart Data Feed Now Available!

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[2014-01-03 06:56:04] #1 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The new Sierra Chart Real-time and Historical data feed now supports the EUREX and ICE exchanges. Follow the instructions here to subscribe: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions The EUREX data feed is the full tick by tick Ultra data feed from the EUREX. It is high-quality data. The EUREX at ICE data feeds work with all of the supported trading services that Sierra Chart supports. When you have a EUREX/ICE chart or Trade DOM open, you have subscribed to the Sierra Chart data feed and the EUREX/ICE exchange, you will receive the Sierra Chart data feed into that chart or Trade DOM. This thread is monitored. If you have any issues, please let us know here and we will take care of them for you right away. 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: 2014-01-03 06:58:05

[2014-01-03 07:03:16] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
One note about the exchange EUREX fee. It is currently 31.5 USD per month. This will be reduced when the level 1 and market depth data are separated. This is something that we expect will be done sometime this month. It should take the exchange fee down to about 16USD a month if you do not need market depth. 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

[2014-01-03 07:05:42] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Here is a screenshot of a chart and other windows with the new EUREX feed: http://www.sierrachart.com/image.php?l=138873708354.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 Date Time Of Last Edit: 2014-01-03 08:18:36

[2014-01-03 07:09:17] #4 [Go To First Post]
AKR - Posts: 523
would it be possible to take level 1 from SC and get the market depth information from the trading service?

[2014-01-03 07:13:04] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No, this is not supported but we will consider it later on. In regards to market depth, we notice a little problem where some of the levels occasionally zero out on the bid side. We will take care of that. We have an idea why that happens. 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

[2014-01-03 07:48:32] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The problem with the market depth has been discovered and corrected. We will be deploying the change to the servers. Update: The software update has been deployed, and the problem is 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: 2014-01-03 08:56:04

[2014-01-03 16:05:27] #7 [Go To First Post]
User34947 - Posts: 42
I don't receive data for Eurex products, in particular for FGBL-201403. I use TT FIX, DDT as broker. I did Symbol Setting --> Update from server. I am new to SC data feed, CME symbols work fine. Here is the log, thank you. Software version: 1070 \| 2014-01-03 16:57:54 Usage end date: 2014-01-09 \| 2014-01-03 16:57:54 Enabled for: Sierra Chart Historical Data Service. \| 2014-01-03 16:57:54 Enabled for: Sierra Chart Real-Time Market Data Feed. \| 2014-01-03 16:57:54 Enabled for: CME Exchange with trading fee waiver. \| 2014-01-03 16:57:54 Enabled for: Eurex exchange. \| 2014-01-03 16:57:54 Received 1 data feed usernames. \| 2014-01-03 16:57:54 Allow Support for Sierra Chart Data Feeds is enabled. \| 2014-01-03 16:57:54 Active service: TT FIX \| 2014-01-03 16:57:54 Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) \| 2014-01-03 16:57:54 2014-01-03 16:57:54 Local computer clock time \| 2014-01-03 16:57:54 2014-01-03 15:57:54 GMT time \| 2014-01-03 16:57:54 2014-01-03 16:57:54 Time zone adjusted time \| 2014-01-03 16:57:54 Time difference to server time: 2 seconds. \| 2014-01-03 16:57:54 Program path: C:\SierraChart\ \| 2014-01-03 16:57:54 Data Files path: C:\SierraChart\Data\ \| 2014-01-03 16:57:54 OS Version Number: 6.1 \| 2014-01-03 16:57:54 Checking for new symbol settings for tt \| 2014-01-03 16:57:54 Mapping FGBL-201403-Eurex to GGH14. Service code: eurex \| 2014-01-03 16:57:57 HD Request # 2 - Downloading Intraday chart data for FGBL-201403-Eurex to the file FGBL-201403-Eurex.scid. Service: eurex \| 2014-01-03 16:57:57 HD Request # 2 - Download start Date-Time: 2014-01-03 16:46:30.0 \| 2014-01-03 16:57:57 HD Request # 2 - Using server: scdf1.sierracharts.com port 10149 \| 2014-01-03 16:57:57 Resolved address ds6.sierracharts.com to IP 8.18.161.131 \| 2014-01-03 16:57:57 The network socket is connected. \| 2014-01-03 16:57:58 HD Request # 2 - Sending historical data logon request message. \| 2014-01-03 16:57:58 HD Request # 2 - Requesting up to 100 days of Intraday data. Record interval: 0 \| 2014-01-03 16:57:58 HD Request # 2 - Decompressing data. \| 2014-01-03 16:57:58 The network socket for historical data has been closed. \| 2014-01-03 16:57:58 HD Request # 2 - Historical data for FGBL-201403-Eurex is delayed because connection to main data feed is not present. Current data will be received upon connection. \| 2014-01-03 16:57:58 HD Request # 2 - Received 1 record and wrote 0 records for FGBL-201403-Eurex \| 2014-01-03 16:57:58 HD Request # 2 - Intraday download COMPLETE for FGBL-201403-Eurex \| 2014-01-03 16:57:58 TT FIX: Connecting. \| 2014-01-03 16:57:59 Starting the Price Feed session. Connecting to 66.150.104.21 port 10502... \| 2014-01-03 16:57:59 The network socket is connected. \| 2014-01-03 16:57:59 TT Price Feed FIX Session: Sending the Logon message. \| 2014-01-03 16:57:59 TT FIX Price Feed session connected. \| 2014-01-03 16:58:00 Starting the Orders session. Connecting to 66.150.104.15 port 10501... \| 2014-01-03 16:58:00 The network socket is connected. \| 2014-01-03 16:58:00 TT Orders FIX Session: Sending the Logon message. \| 2014-01-03 16:58:00 TT FIX Orders session connected. \| 2014-01-03 16:58:00 TT FIX: Connected. \| 2014-01-03 16:58:00 Mapping FGBL-201403-Eurex to GGH14. Service code: eurex \| 2014-01-03 16:58:00 SC Exchange Data - Starting real-time market data updates for: GGH14 \| 2014-01-03 16:58:00 SC Exchange Data: Connecting to the server scdf2.sierracharts.com. Port 443 \| 2014-01-03 16:58:00 HD Request # 3 - Downloading Intraday chart data for FGBL-201403-Eurex to the file FGBL-201403-Eurex.scid. Service: eurex \| 2014-01-03 16:58:00 HD Request # 3 - Download start Date-Time: 2014-01-03 16:46:30.0 \| 2014-01-03 16:58:00 HD Request # 3 - Using server: scdf2.sierracharts.com port 10149 \| 2014-01-03 16:58:00 Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2014-01-03 16:58:00 Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CBOT-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CBOT-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CBOT-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CBOT-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CBOT-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CBOT-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CBOT exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CBOT exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CBOT exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CME-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CME-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CME-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CME-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CME-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CME-B exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the CME exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the CME exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the CME exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the Eurex-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the Eurex-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the Eurex-A exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the ICE_IPE exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the ICE_IPE exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the ICE_IPE exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Price server for the NYSE_Liffe exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Order server for the NYSE_Liffe exchange is Open \| 2014-01-03 16:58:00 TT Gateway Status: Fill server for the NYSE_Liffe exchange is Open \| 2014-01-03 16:58:00 The network socket is connected. \| 2014-01-03 16:58:00 SC Exchange Data: Connected to server. \| 2014-01-03 16:58:00 SC Exchange Data: Sending logon request message. \| 2014-01-03 16:58:00 The network socket is connected. \| 2014-01-03 16:58:00 HD Request # 3 - Sending historical data logon request message. \| 2014-01-03 16:58:00 SC Exchange Data Server Info - Server Name: . Server Version: . Provider Name: . \| 2014-01-03 16:58:01 SC Exchange Data - Server protocol version: 3. Client protocol version: 3. There is a protocol match. \| 2014-01-03 16:58:01 SC Exchange Data - Successfully connected. \| 2014-01-03 16:58:01 Restarting real-time data updates for symbol: FGBL-201403-Eurex -> GGH14 \| 2014-01-03 16:58:01 Symbol Error - FGBL-201403-Eurex is unknown, unavailable, or improperly formatted. Exchange not authorized. \| 2014-01-03 16:58:01 HD Request # 3 - Requesting up to 100 days of Intraday data. Record interval: 0 \| 2014-01-03 16:58:01 HD Request # 3 - Decompressing data. \| 2014-01-03 16:58:01 The network socket for historical data has been closed. \| 2014-01-03 16:58:01 HD Request # 3 - Received 1 record and wrote 0 records for FGBL-201403-Eurex \| 2014-01-03 16:58:01 HD Request # 3 - Intraday download COMPLETE for FGBL-201403-Eurex \| 2014-01-03 16:58:01 Real-time Intraday chart data file updates started for FGBL-201403-Eurex \| 2014-01-03 16:58:01 Requesting market depth updates for: FGBL-201403-Eurex if supported. \| 2014-01-03 16:58:05 Market Depth data has been rejected for symbol: FGBL-201403-Eurex. Exchange not authorized. \| 2014-01-03 16:58:05

[2014-01-03 16:14:32] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are checking on 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

[2014-01-03 16:22:13] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have solved this problem. To get the data select File >> Disconnect and then File >> Connect to Data Feed. It was a problem on the backend where the exchange was not actually enabled because it was activated on your account before the market data agreement was approved. We are resolving 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 Date Time Of Last Edit: 2014-01-03 16:22:31

[2014-01-04 17:59:30] #10 [Go To First Post]
Spinoza - Posts: 62
I have read all the support posts and linked documentation. Could you clarify two points: The CME exchange which includes CME, NYMEX, COMEX, CBOT is activated by default. Therefore, there is no special activation needed for the CME and its 4 sub exchanges, so this step can be skipped if that is the only exchange you need. 1. Is it possible to subscribe to the Eurex feed without subscribing to the CME feed? Your primary futures broker: If Other is selected, type in the Broker's Name (min 5 characters): 2. Is it currently possible to use the Eurex feed without using a trading service through Sierra?

[2014-01-04 18:52:02] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. This should not matter because there are no exchange fees for the CME. For the broker just put None. This will be OK because you cannot access the CME data without accessing a supported Trading service. But if you do have a broker, it is strongly preferred that you put one down for record-keeping purposes that are needed for the exchange. 2. Yes. We will have this ready by 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: 2014-01-04 18:54:20

[2014-01-05 18:26:31] #12 [Go To First Post]
crossiman - Posts: 29
I am an IB customer and therefore on PAckage 1. But to get a better datafeed what do I have to do in SierraChart and what is the pricing ?

[2014-01-05 18:56:22] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
A better data feed for what particular markets/symbols? 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

[2014-01-05 20:45:12] #14 [Go To First Post]
crossiman - Posts: 29
For the Eurex German DAX Future.

[2014-01-05 21:14:42] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK, the Sierra Chart data feed does provide EUREX data. The price of this will be about 66 USD a month which includes the exchange fee. This price will drop to about 50 USD a month next month if you do not need market depth data. Here are the instructions to get started: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions Let us know if you have any more questions. 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

[2014-01-05 23:43:55] #16 [Go To First Post]
Spinoza - Posts: 62
Re post 11. Did as you suggested in your reply and have received an email saying "Your Market Data Agreement has not been approved by Sierra Chart Support. Reason: A valid futures broker is required. (Should I have waited 'til Monday?) Date Time Of Last Edit: 2014-01-05 23:48:51

[2014-01-06 00:12:51] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We apologize for this. Please resubmit. And we will get this sorted out for you. There was a misunderstanding with our backend processing. 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

[2014-01-06 00:15:04] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
For the broker please put "EUREX data only". This is all we need. 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

[2014-01-06 00:22:57] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You will also need to update to version 1072 or higher. You can do that with Help >> Download Prerelease. 1072 supports: There is a new data service listed in Global Settings >> Data/Trade Service Settings >> Service named SC Exchange Data . This allows you to receive EUREX and ICE market data, if enabled for the exchanges, without a trading account if you are subscribing to the Sierra Chart Real-time and Historical Futures 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

[2014-01-06 00:26:40] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Also, could you let us know what symbols you want to follow on the EUREX so we can make it a priority to do the necessary symbol mappings for those. We are still in the process of setting those up. It will just take us a few minutes to 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

[2014-01-06 00:35:33] #21 [Go To First Post]
Spinoza - Posts: 62
Just FDAX for me, please.

[2014-01-06 00:52:03] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
FDAX is ready to go and configured. Your market data feed agreement has been accepted. You need to update to Sierra Chart 1072 and then you are ready to go. 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

[2014-01-06 00:54:40] #23 [Go To First Post]
GPST10 - Posts: 139
Hello SC, FDAX FESX FSMI FESB FGBL for me please. Thanks

[2014-01-06 00:58:46] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These will be set up before the EUREX open. 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

[2014-01-06 14:15:26] #25 [Go To First Post]
chris12 - Posts: 51
So we can use the Eurex feed without using a trading service through Sierra for 66 usd (level 1&2), right ??

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