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Date/Time: Mon, 06 Apr 2020 14:27:05 +0000



[Sticky] - Upcoming Data Feed Plans

[2020-02-23 00:58:25]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
At this point we want to describe our intended plans for our data feed offerings.

For about 6 years now we have offered the Sierra Chart Exchange Data Feed provided in cooperation with Barchart. While it has been a big improvement over the data feed offerings of other services that Sierra Chart supports, there are limitations when it comes to Symbol limitations, simultaneous connections and exchange coverage and hassles related to activating services when there is a problem on the Barchart authorization API side.

We have released the new Denali exchange data feed which overcomes all of these issues and it is our intention hopefully by the middle of this year to expand the exchange coverage.

The following are the exchanges planned:


JPX Futures (Nikkei futures)
Hong Kong futures exchange
Hong Kong stock exchange
Brazil B3
ICE USA (Futures and spreads)
ICE Europe (Futures and spreads)
ICE Europe Financials (Futures and spreads. Examples: FTSE 100, EuriBor)
EUREX Futures (Futures only. We hope to provide this out of Frankfurt with full market depth.)
Euronext Index Futures and Commodity Futures
S&P Cash Indices
Dow Jones Cash Indices
CBOE Cash Indices
NASDAQ Cash Indices
CBOE US Stock Options
NYSE, NASDAQ, AMEX, BATS (Listed Stocks and consolidated level 2 data)
CBOE Futures (VIX Futures and the other volatility index related futures)
Montreal Futures
Toronto Stock Exchange
CBOE Europe (Listed Stocks. Amsterdam, Brussels, Lisbon, Paris)
London Stock Exchange
https://en.wikipedia.org/wiki/Xetra_%28trading_system%29
Australia Exchange
NSE India (later on)

Market Statistics calculations for the above exchanges which provide stocks.

Delayed streaming data for the above exchanges if exchange fees are not paid. This is going to be dependent of course upon exchange exchange rules and we do not expect this will be possible with all of these exchanges.

The above are only statements of intention and we do not know how this will all work out, if at all, or as to the exact timing. But we hope we can accomplish most of this before September.

And with all of the cost and effort involved in the above, we may be pulling support for some external data feeds like CQG (order routing with CQG will stay). And certainly Rithmic and CTS at this time are no longer considered supported by us.
Sierra Chart Support - Engineering Level

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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.
Date Time Of Last Edit: 2020-02-29 10:39:14
[2020-02-23 01:19:14]
Acro - Posts: 370 | Ending Date: 2020-04-27
For the US Listed stocks I hope these data feeds can be used with trade execution in Interactive Brokers
[2020-02-23 01:49:30]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
Yes.

And we intend to contact Interactive Brokers to see if we can use a common order routing connection to them. Now whether that technically would work or not we do not know at this point in time. And then of course with our not so good experience with them, we do not know if it is the right thing to do or not. Maybe not. So we just have to see.
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:
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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.
Date Time Of Last Edit: 2020-02-23 01:54:22
[2020-02-23 10:37:31]
nicktrader - Posts: 422 | Ending Date: 2020-07-03
And I hope that you will be able to integrate EUREX into the Denali data feed as soon as possible.
Unfortunately, this is not supported by you at the moment. The "Sierra Chart Exchange Data Feed" is out of question for me (at the moment).
[2020-02-24 04:20:38]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
Well we are doing our best. We just do not know about the timing.
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:
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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.
[2020-02-24 08:21:32]
User745789 - Posts: 117 | Ending Date: 2020-09-12
This is a welcome post.

For non-North American exchanges, will you have regional or even local servers, eg, JPX via a server in Japan. This is desirable for SC traders in Asia. Or ASX via a server in Australia, or even Singapore.

Also, will ASX be equities, futures, or both?
[2020-02-24 09:04:45]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
Yes we should be able to do this.

ASX will both be equities and futures.
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.
[2020-02-24 12:49:57]
User390455 - Posts: 48 | Ending Date: 2021-03-11
Have you plan a limitation of symbols ? Or just for Equities limitation of symbols ?
A difference between RealTime and Delayed for a possible limitation of symbols?


Multiple connection & CME Rules

With your new denali :
For exemple, I have 3 actives Sierra Chart Open : one for EUREX, for one CME and one for US Equities.
But with the CME Rules, I can only have 2 actives connection to CME (Non pro).

Have you planned a solution for example chosen which RealTime exchange is authorized in "Data / Trade Service Setting" for one particulare instance of SC.
Or somthinhg like this ?
[2020-02-24 19:01:29]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
There probably will be a symbol limit but this would only apply to equities or as needed. We have not yet worked out those details.

With the additional exchanges we would expect there still to be a two connection limit because exchanges will require that. However, you can use the DTC server to share the data to other Sierra Chart instances on the same system:
https://www.sierrachart.com/index.php?page=doc/NewInstance.php
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.
[2020-02-29 14:19:53]
UserAR - Posts: 17 | Ending Date: 2020-05-27
This is great that you are looking to provide this new data feed. My suggestion is to focus on a single data feed vendor to support and go as fast as you can. I don't care which as long as it's tick level and stable. (i.e. Denali/Barchart/someone else) I'm fine if you stop supporting data feeds from the brokers (like IB) because they are substandard anyway. I just want execution through IB. If this is planned for September could you do a smaller release sooner? Pick one/two markets to launch first that are easier- US equities w/ market depth gets my vote :) Then have a phased rollout where you were be adding more markets and localized servers to those markets. Thanks and keep up the good work!
[2020-02-29 15:22:44]
stephane1 - Posts: 82 | Ending Date: 2020-11-28
..... I just want execution through IB ... yes
[2020-02-29 16:30:50]
Trint - Posts: 100 | Ending Date: 2021-02-13
The quality of the data feed has always been a priority and I’ve found Barchart to be a great source and partner with Sierra Chart. Hope this partnership remains the case for the foreseeable future.

Will the coming planned exchanges be unfiltered and direct from the exchanges, of high quality..?

I would be interested in the London Stock Exchange data and have found ADVFN to be a very good quality service in the UK. Have you ever approached them for a data partnership or is it Sierra’s intention to move away from such services to completely provide their own.
[2020-03-01 16:07:46]
jackbravo - Posts: 49 | Ending Date: 2020-09-10
Looking forward to having real-time options data on futures. Thank you!
[2020-03-02 03:12:16]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
The quality is not going to be reduced and we cannot discuss publicly the precise plans.

And yes these are unfiltered feeds direct from the exchanges. And low latency.
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.
[2020-03-02 03:14:10]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
Support for futures options for the CME group of exchanges has been available for many years now. Refer to the instructions here for this:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#FuturesOptions

And we also have streaming delayed data from the London stock exchange available now through the Sierra Chart Exchange Data Feed.

And support for data feeds from Interactive Brokers and CQG would not be removed. We realize there are complexities with that due to symbol mappings.
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.
Date Time Of Last Edit: 2020-03-02 03:16:22
[2020-03-02 15:33:02]
User918738 - Posts: 22 | Ending Date: 2020-05-03
Any estimated date for including Eurex Futures in Denali? I am a denali data user but I was thinking of switching to SC realtime data this month to receive Eurex Futures data.
Date Time Of Last Edit: 2020-03-02 15:34:20
[2020-03-02 17:53:07]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
We do not know. We cannot make a statement, which ends up not being true. We would like to see this done in about three months but we just do not know.
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.
Date Time Of Last Edit: 2020-03-02 17:53:20
[2020-03-03 08:38:52]
User372647 - Posts: 29 | Ending Date: 2020-07-07
Are there any plans to install the server in Shanghai? As you know ,whether we use Singapore server or Chicago server,in China,the network delay is very serious,we can not well enter the market to trade well.

Looking forward to your reply.
[2020-03-03 09:02:13]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
China will have to wait until later. So no plans right now.
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.
[2020-03-04 11:22:26]
User931593 - Posts: 21 | Ending Date: 2012-04-11 [Expired]
Is it possible to switch feeds between TransAct and Denali while maintaining connection to TA's trading DOM.
[2020-03-04 11:42:55]
Sierra Chart Engineering - Posts: 83164 | Ending Date: 2020-06-09
Yes. And the Denali Exchange Data Feed can be used now by Transact users who have a Sierra Chart account provided through Transact. Refer to the Set up Instructions on this page here:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php
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.
[2020-03-07 00:34:52]
User19165 - Posts: 224 | Ending Date: 2021-03-01
I'll be dead keen for this once it is complete to use with the HKex. The ability to get market stats for these instruments will be very much welcomed as I haven't explored that since my neoticker (using neobreadth) days 13 years ago. I'm excited to have this available soon.
[2020-03-08 10:10:14]
User41683 - Posts: 28 | Ending Date: 2020-05-08
Hi, great initiative. Can you also provide Government Treasury yields at a reasonable cost?
If so that will make a lot of people very happy!!!

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