Login Page - Create Account

Support Board


Date/Time: Fri, 19 Apr 2024 07:13:09 +0000



Notice: CME Fees Price Increase / Denali Exchange Data Feed Connection Management

View Count: 9636

[2020-03-26 02:15:57]
Sierra Chart Engineering - Posts: 104368
Effective April 1, the CME Group will increase the Exchange Fees related to Market Depth Data to $30 for the CME Group Market Depth Bundle, or $10 for Real-time Market Depth Data for each individual CME Group Exchange, this is essentially doubling the cost .

Note the Exchange Fee related to the CME Group Real Time Top Of Book Bundle remains unchanged at $3.00 .

There is a small markup to these exchange fees. For example, the 3 USD from the CME is billed at 3.25 when paid through Sierra Chart.

The Denali Exchange Data Feed exchanges can be managed here:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed

Denali Exchange Data Feed clients will now be allowed up to 3 connections on the same system but there is a limit to the number of simultaneous systems for the Denali Exchange Data Feed of 1.

Later we expect it to be possible to access this data feed on two different computer systems at the same time, up to 2 simultaneous connections, paying 2 separate Exchange Fees.

Additionally there is another method to access the Denali Exchange Data Feed *on the same computer* by different installations of Sierra Chart.

Since the data is being accessed on the same computer system you can use it in different installations of Sierra Chart following the method here:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierra%20Chart

However, being that 3 connections will be allowed on the same system, the above method is optional but it does save bandwidth.

So the data feed would be used in one installation Sierra Chart directly and fed into other installations on the same system.

PROFESSIONALS:
If you are a professional and you are using what is called "Netting" which has significant requirements by the CME, you can use the data feed on up to 3 computer systems.
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: 2020-03-27 08:12:52
[2020-03-26 10:35:15]
User816220 - Posts: 80
Can you clarify if sub-instances (opened with File >> New Instance) count towards the 3 connection limit? Or is it only multiple SC installations that count?
[2020-03-26 11:16:10]
Sierra Chart Engineering - Posts: 104368
No they do not count towards the limit. You can do as many of those as you want. You can have 100 of 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
[2020-03-26 12:19:19]
rahul - Posts: 160
Just for my clarification:

1. "Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts" will remain at 3.25 USD

2. From April 1, we can only get 1 real-time data feed from Denali Exchange.
On a different Sierra Chart installation on a 2nd computer, we will stop getting real-time feed, but with "SC Data - All Services" we can continue downloading data every few minutes? The 2nd computer is used for backtesting mainly and analyzing positions already executed.
[2020-03-26 18:19:31]
Sierra Chart Engineering - Posts: 104368
1. Yes and ask the CME about their own fee increases. Do not ask here.

2. 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
[2020-03-30 11:52:01]
User390455 - Posts: 56
Can we cumulate :
"Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts" for 3.25 USD
And
"CBOT with Market Depth for nonprofessional Trading accounts" for 10.50 USD

In this case for have level1 of all CME Group and only Level2 for CBOT ?
[2020-03-30 16:55:20]
Sierra Chart Engineering - Posts: 104368
Yes that is expected to work as intended. If there any technical problems we will implement a solution.
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: 2020-03-30 16:55:26
[2020-03-30 18:41:13]
User311344 - Posts: 136
When having Denali+TT via AMP sierra account those new fees will be charged by AMP? Thanks
[2020-03-30 23:02:26]
Sierra Chart Engineering - Posts: 104368
Yes. We will make sure they are aware of 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
[2020-03-31 15:49:12]
User931593 - Posts: 28
Hi,
I am a TransAct user and would like to sign up for Denali, but will it be possible to have Live Trading Data one computer and Live Sim Data on another computer? And would like to keep TransAct DOM.
TY
[2020-03-31 18:23:14]
Sierra Chart Engineering - Posts: 104368
The Denali Exchange Data Feed does support multiple connections but only to one computer at a time.

It is possible to use delayed data on a second system or you can use the data from Transact on your second system.
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
[2020-04-01 03:03:18]
jomanos - Posts: 27
Denali Exchange Data Feed clients will now be allowed up to 3 connections on the same system but there is a limit to the number of simultaneous systems for the Denali Exchange Data Feed of 1.

Later we expect it to be possible to access this data feed on two different computer systems at the same time, up to 2 simultaneous connections, paying 2 separate Exchange Fees.

At some point in the future, when 2 simultaneous connections are allowed, can it be configured as:

Denali Feed @$20-25
System 1 Full CME group with Market Depth @$30
System 2 Full CME group with Level 1 @$3.25
Total $53.25-58.25 per month
[2020-04-01 03:35:20]
Sierra Chart Engineering - Posts: 104368
Maybe yes maybe no but the basic fundamental problem is, does it make sense for us, to spend our development time and support resources, on this configuration only to be appeasing their ridiculous market data rules. The answer to the question is no.
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: 2020-04-01 09:35:03
[2020-04-02 12:02:42]
Sierra Chart Engineering - Posts: 104368
To take advantage of 3 connections per system requires that you are running the current version of Sierra Chart which is now 2074:
Software Download: Fast Update

Make sure you update if you need to be able to connect to the Denali Data Feed more than once from the same system. The connection management changes described in the first post, will go into effect after the close today (2020-04-02).

If you previously have been accessing the Denali feed on two different systems, then the solution is to use a single system and run all of the installations that you need of Sierra Chart on that one system. You can receive 3 direct connections to the Denali Data Feed on that system and you can share the data to as many installations of Sierra Chart as you need.

Install the number of monitors you need to that system. And if you need to access it remotely just simply use Windows Remote Desktop Connection or Team Viewer.
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: 2020-04-03 07:31:59
[2020-04-02 17:00:26]
User654912 - Posts: 26
It is possible to use delayed data on a second system

If I am using live Denali on my primary system, how do I set up delayed Denali or delayed SC Data on a second system?
[2020-04-02 17:58:49]
Sierra Chart Engineering - Posts: 104368
To force the use of delayed data follow the below instructions:

Select File >> Disconnect.

Select Global Settings >> Data/Trade Service Settings.

Set the Service to "SC Data-All Services".

Uncheck Allow Support for Sierra Chart Data Feeds.

Translate the symbols if needed:
Edit Menu: Edit >> Translate Symbols To Current Service

Connect with File >> Connect to 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
Date Time Of Last Edit: 2020-04-02 17:59:47
[2020-04-03 09:14:07]
ochocinco - Posts: 29
As a scalper, to support risk management i keep a backup system running live in case the primary pc or internet connection fails.
(its a laptop running SC and connected via cellular data)
The objective is to be able to manage/close a position within seconds of the primary system failure.
For this to be useful live market data would be a nice to have, but live orders is a must have.

On this 2nd pc what is my data/trade service setup so the SC "trade window for chart" is live to send orders and manage a position? Is that possible?
(My FCM is Advantage Futures and I use SC's TT order routing)
Date Time Of Last Edit: 2020-04-03 09:15:33
[2020-04-03 10:04:29]
Sierra Chart Engineering - Posts: 104368
To use delayed data as an alternative on your second or more systems when using the Sierra Chart Order Routing Service, follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#UsingDelayedMarketData

There is also the web-based trading panel you can use:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#WebBasedTradingPanel


We really find it very strange, why the CME does everything possible to make risk management more costly and actually create more risk because people avoid certain things because of the high cost.

For example even using CME market data to manage risk is considered a non-display use, and has a cost of something like 1200 USD a month in fees to the CME.
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: 2020-04-03 10:05:31
[2020-04-03 22:24:45]
Sierra Chart Engineering - Posts: 104368
From a prior post:

If you previously have been accessing the Denali feed on two different systems, then the solution is to use a single system and run all of the installations that you need of Sierra Chart on that one system. You can receive 3 direct connections to the Denali Data Feed on that system and you can share the data to as many installations of Sierra Chart as you need.

For data sharing instructions refer to:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierra%20Chart (This is not necessary if using one of the direct 3 connections. It is useful to reduce bandwidth, but it is not required.)


Install the number of monitors you need to that system. And if you need to access it remotely just simply use Windows Remote Desktop Connection or Team Viewer.

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: 2020-04-03 22:27:03
[2020-04-05 07:06:28]
Meklon - Posts: 217
Hello Sierra support, I currently have an account with Transact and using my personal direct Sierra account (Package 5) for the platform. I am planning to switch to Denali data feed and have 3 questions:

1. What do I need to do in order to use real-time and historical Denali data feed for Sierra but still keep my account with Transact and rout the execution via Transact?

2. When I switch to Denali, will I still need to maintain a separate data feed from Transact in order to rout through them or will Transact only charge commissions?

3. If I would like to make a complete switch to Denali / TT Sierra routing, can I still keep my funded account with Transact or do I need to move it to another FCM / Broker?


Thank you.
[2020-04-06 19:33:40]
Sierra Chart Engineering - Posts: 104368
1. The instructions for this are here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

2. You do not have to use the Transact data feed, but you can still use them for order entry. Not sure whether they would charge you market data exchange fees or not.

3. Perfectly fine to stay with Transact but the Sierra Chart order routing service does not work with Transact or Interactive Brokers or any broker with their own technology.
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
[2020-04-06 23:22:31]
Meklon - Posts: 217
Thank you for your reply, I appreciate it.

Just to clarify:

1. When I activate Denali data feed and configure Sierra to use it instead of Transact data feed all my orders entered from within the Sierra chart (manually or by the trading system) will still be routed to Transact, correct?

2. Is there a list of brokers / FCM's that I need to have an account with in order to use Sierra / TT routing?

Thank you.
Date Time Of Last Edit: 2020-04-06 23:22:47
[2020-04-07 06:44:35]
Sierra Chart Engineering - Posts: 104368
1. Yes.

2. Yes in the list of instructions here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.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
[2020-04-10 04:24:04]
Sierra Chart Engineering - Posts: 104368
We see a lot of interest in users who want to use the Denali Exchange Data Feed at the same time on a second system/device.

Understand, the CME is going to require you pay for exchange fees on that second device if used at the same time. We are going to implement a number of devices option which will support up to 2 devices which will multiply the exchange fees subscribed to on the Denali feed by 2, to support this. So if you are paying already approximately 30 USD /month in exchange fees, then the exchange fees go to 60 USD/month.

We expect to have this ready before the end of April 2020.

Currently you can use the Denali Exchange Data Feed for three different installations of Sierra Chart on the same system. So three connections are supported but only on a single system.
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: 2020-04-10 04:25:38

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account