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Date/Time: Mon, 25 Oct 2021 11:26:25 +0000



[Sticky] [Locked] - Upcoming Data Feed Plans 2, New Exchange

[2020-11-02 23:01:32]
Sierra Chart Engineering - Posts: 98298
We have had another thread where we discussed upcoming data feed plans, but that did not work out as intended. So that plan was canceled.

Currently our plans is to offer the EUREX extended order book data feed as part of the Denali data feed. This delivers full market depth data and delivered out of Frankfurt. We hope to get this out before the end of the year. This is a very costly venture for us and there is some concern with world conditions but we are still going to go ahead with it.

We also will be adding NASDAQ stock data with level 2. This data feed will provide market data for all US equities and constitutes 50% of the traded volume. The exchange fee for this should be only about 1 or 2 USD per month.

We will be adding NASDAQ global indices.

We will be adding CBOE Futures.


We intend for Sierra Chart to be the very best durable tool, for trading the financial markets.

And we are looking at adding support for decentralized trading of crypto currencies.

We have also long talked about creating our own exchange. While we continue to work on all the technical aspects of that at this time. That was put on hold so we could focus on our core business first and improve that and get things well organized. We have made a lot of progress over the last year on that.

That is the reason for the delay. But we plan to resume the exchange idea this coming year.

We also plan to add support for the Small Exchange which does offer an alternative to the CME for some contracts.


We are just doing things as quickly as we can.
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: 2020-11-02 23:03:32
[2020-11-08 03:43:17]
Sierra Chart Engineering - Posts: 98298
If you think you can be helpful on the side of the exchange, not the technical side, but concepts and operations, then do get in touch with us through a support ticket:
https://www.sierrachart.com/usercp.php?page=SupportTickets

It may be some time for us to respond because this plan is still a ways off from implementation. Although the technical aspects are being worked on.
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.
[2020-11-10 18:01:57]
Sierra Chart Engineering - Posts: 98298
We are also going to be releasing support for the Binance market data feed. We hope this will be done by the the end of November.
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: 2020-11-10 18:02:07
[2021-02-16 11:38:35]
Sierra Chart Engineering - Posts: 98298
We are currently underway with the programming to support the CBOE Futures and NASDAQ data feeds. We hope to have CBOE futures out in March 2021 and NASDAQ in April 2021.

CBOE Futures is relatively simple for us. NASDAQ will be more involved. So we just have to see how that goes. Maybe we will start with just level 1 data for now and try to get that done by April.

This will also mean, that we will have very few users continuing to use the Sierra Chart Exchange Data Feed by the end of 2021 and the remaining exchanges may just get phased out by us and we may just remove that data feed. The soonest though this would happen would be December 2021 we forecast. We just want to let users know.

For example on ICE we just have 7 users. The other exchanges that have significant number of users are US Equities and HKFE. The US equities users will move to our new NASDAQ feed and if necessary we can then add NYSE as well although you will have access to the NYSE stocks anyway through the NASDAQ feed.

Regarding HKFE we will make a decision later in the year as to what to do with those users. And with ICE we just have so few users. So we recommend you get your ICE data from IQ Feed or CQG. There is no need to do anything now though. You can continue to get the ICE data from the Sierra Chart Exchange Data Feed until the end of the year.

Please understand that we must focus our efforts, where there is the most demand and do a good job with those services. We cannot be everything to everybody and supporting exchanges where there are just one user or a few users. This makes no sense.

We really do not foresee continuing with the Sierra Chart Exchange Data Feed beyond 2021. At this point, this is just a consideration and is not definite. It is very possible it continues beyond the end of 2021.

Update:
At this point it is almost certain, that the Sierra Chart Exchange Data Feed will not continue after 2021 and we will have replacement data feeds, for the most actively used exchanges on that data feed before then.

Update 2021-08-07:
We will be keeping the Sierra Chart Exchange Data Feed after 2021 and beyond, so there are no plans to discontinue it.
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: 2021-08-07 03:12:45
[2021-03-23 00:32:49]
Sierra Chart Engineering - Posts: 98298
Regarding the new data feeds, CBOE Futures and NASDAQ. The first one we will be able to release is CBOE Futures but this is getting delayed due to delays with setting up a new server in NY4. Due to these virus related policies.
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.
[2021-05-24 07:34:35]
Sierra Chart Engineering - Posts: 98298
We expect to release the CBOE Futures data feed, June 1. We will post information about the exchange fees as soon as we have them.

Therefore, there will no longer be a need to use the Sierra Chart Exchange Data Feed for this data. You will just need to use service packages 10, 11 or 12 and pay the exchange fee.

We are continuing work on the NASDAQ data feed.

We do have the server set up in the New York 4 data center which is where we access the CBOE futures and NASDAQ data feeds.

Version 2263 or higher is what is required to use the new CBOE Futures (CFE) data feed.
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: 2021-05-24 19:06:34
[2021-05-25 01:52:02]
Sierra Chart Engineering - Posts: 98298
CBOE Futures Exchange Fees

Top of book nonprofessional: 3 USD

Market depth nonprofessional: 5 USD

Top of book professional: 15 USD

Market depth professional 40 USD
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: 2021-05-25 01:52:31
[2021-06-01 03:49:20]
Sierra_Chart Engineering - Posts: 1975
We have now released the new CBOE Futures (CFE) data feed as part of the Denali Exchange Data Feed. The main futures contract this offers is the volatility index futures (VX).

There is no longer a need to use the Sierra Chart Exchange Data Feed for this exchange.. All existing users who have been using CBOE futures (CFE) real-time data through the Sierra Chart Exchange Data Feed have already been moved over to this new data feed which is part of the Denali Exchange Data Feed. For these users, there are additional instructions you will need to follow which are further down.

This data feed provides full market depth data, if the market depth exchange fee is activated, and market by order data. Delayed data is also provided.

You will want to use this data feed, if you want the CBOE Volatility Index (VIX) as it represents the volatility index. There is no longer a need to use the Sierra Chart Exchange Data Feed and the CBOE Indices exchange for this.


Instructions to use this data feed for existing users of CFE data through the Sierra Chart Exchange Data Feed:

1. Update Sierra Chart to the current version. You need to be on version 2268. Instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

2. Follow the instructions here to update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings

If you have not already been using CFE data through the Sierra Chart Exchange Data Feed and now want to use this exchange through the Denali Exchange Data Feed, then you need to go to this section to complete the agreements and activate the exchange:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliCFE



We are still in the process of moving the historical data from the old data feed to the new data feed. So there is limited historical data at this time. This will be done within the next day or so.

-----

Here is a screenshot of the CBOE Volatility Index futures with market depth and market by order data:
http://www.sierrachart.com/image.php?Image=1622532189143.png
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
Date Time Of Last Edit: 2021-06-01 07:26:13
[2021-06-01 07:23:44]
Sierra_Chart Engineering - Posts: 1975
Here is a screenshot of the CBOE Volatility Index futures with market depth and market by order data:
http://www.sierrachart.com/image.php?Image=1622532189143.png

This is also an example of what we will be able to achieve with the NASDAQ data feed as well. We should be able to provide something like market by order data as well. Although that has still yet to be determined.

We also want to point out, that all we have achieved with these data feeds, from the CME Group, EUREX, CBOE, and NASDAQ is a major technical and infrastructure achievement. This puts us in a position far far beyond most of our competitors.

And combined with direct CME routing and later EUREX, which we are working with one clearing firm to release, we are now in a position similar to businesses like CQG and TT. However, our pricing is far lower than them and we operate much more efficiently and reliably.

For example TT would charge a clearing firm 5000 USD per month per exchange. So a firm would have to pay 10,000 USD per month to TT for CME Group and EUREX order routing.

Whereas we can offer this to clearing firms, for 0 USD per month and deliver a reliable solution.
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
Date Time Of Last Edit: 2021-06-01 07:30:53
[2021-06-02 05:20:29]
Sierra_Chart Engineering - Posts: 1975
We are having a problem with the new CFE data feed.

Some symbols are not providing real-time data when they should. There is some problem, related to the mapping of data from the CFE data feed, to the symbols. The CFE feed in this regard is rather complicated. We are going to be working on it tomorrow.

We have reverted back to the old data feed for the time being. There are no changes required for users.

For the time being there is no market by order data or extended Market depth.


We expect to have this issue resolved, no later than this Wednesday afternoon.
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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Date Time Of Last Edit: 2021-06-02 05:21:45
[2021-06-03 05:54:00]
Sierra_Chart Engineering - Posts: 1975
The issue in post #10 has been resolved.

And we have switched over to the new data feed, this evening.

It was a very minor issue which was causing the problem and once determined, we already had a solution which was easily applied.
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
[2021-08-03 17:38:19]
Sierra Chart Engineering - Posts: 98298
The release of the NASDAQ data feed is going to be delayed by 2 months due to all of the work involved in obtaining the physical connectivity. This is a very involved process taking considerably longer than thought.
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: 2021-08-03 22:54:15
[2021-08-07 03:13:41]
Sierra_Chart Engineering - Posts: 1975
Update 2021-08-07:
We will be keeping the Sierra Chart Exchange Data Feed after 2021 and beyond, so there are no plans to discontinue it like previously forcasted, so this datafeed will remain.
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
[2021-09-12 02:46:04]
Sierra Chart Engineering - Posts: 98298
We are finally a step closer, with the upcoming NASDAQ full order by order data feed. We now have a connection to the NASDAQ test facility, to our server in NY4.

But we still need to work out, other details like IP address, and username/password for connectivity to the NASDAQ server.

Progress is being made, but moving slowly.
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: 2021-09-12 02:46:49
[2021-09-23 02:12:05]
Sierra Chart Engineering - Posts: 98298
We now finally have access to the NASDAQ full order by order data feed. And we are doing testing now. This is just a test data feed. Not the actual production data feed.

However, it looks like we can probably actually finally release this data feed towards the end of October 2021.
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: 2021-09-23 02:12:12
[2021-10-10 16:41:57]
Sierra_Chart Engineering - Posts: 1975
We are doing our best to get the NASDAQ full order book data feed (TotalView), out either in late October or early November.

This data feed, provides market data with market depth data and market by order data for all of the NASDAQ stocks and NYSE stocks as well.

Only the trading activity for NYSE stocks which occurs on the NASDAQ exchange/system, will be reported. However, we are told this is about 50% of the volume.

The exchange fee will be 15 USD per month.


This data feed will be provided with service packages 10, 11, 12. We will see about offering it with our other packages ( 3, 5).
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
Date Time Of Last Edit: 2021-10-10 16:42:14
[2021-10-20 14:58:54]
Sierra Chart Engineering - Posts: 98298
Market data for the FairX Exchange has been released. Instructions to use:

1. Update to the latest prerelease of Sierra Chart:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

2. Select File >> Find Symbol >> Futures-FairX.

3. Expand the list. Select (Get FairX Symbols). Press the Get Symbols button.

4. The list of symbols will display within about five seconds. Select the symbol you want to chart from the list. And press the OK button.

5. The Selected Symbol box will be filled in with the selected symbol. Press Open Intraday Chart or Open Historical Chart.
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: 2021-10-20 19:57:16
[2021-10-20 19:57:45]
Sierra Chart Engineering - Posts: 98298
Post above updated with a missing step.
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.

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