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Date/Time: Wed, 15 May 2024 02:37:58 +0000



Future Data via Interactive / SC / Denali / Rithmic

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[2020-11-06 15:24:50]
User226530 - Posts: 5
Hey SC! You recommend to open a ticket, when you're still confused about real time data ;) (https://www.sierrachart.com/index.php?page=doc/FuturesData.php#AltToFuturesData)

I'm a customer of Interactive Brokers, but I'm pretty unhappy with their data feeds, espeacially when using Number Bars, Volume Studies and Heatmap with a limited 10 ticks market depth. I've read through your Posts about Interactive Data feeds in SC and the posts about SC Data and/or Denali Data but I'm still a bit confused, since I'm not a native english speaker and may don't get it all.

Since you don't offer support to Problems with interactive I may still asked this question: I've paid for the Nasdaq total view / open book data feed from Interactive, but when I open Stocks in SC, I still just get the level 1 data displayed, while I have a fully open Book in the TWS? You mentioned, that to get market depth I have to set the Exchange from SMART to the specific one, but I havn't found out, how to do that?


My main Question is about your data feed. I want to have a fully open book when it comes to market depth, but i could not figure out, if your SC Data feed will provide this like Rithmic does? Where is the different between your SC Data feed and the one called Denali? Except for costs, where i'd prefer Denali of course. What kind of problems do I have to face with, when switching to f.e. AMP with Rithmic Data and SC Trading Plattform? (I'm a non professional. I Want to see the Future prices and market depth, but I'll trade Future CFD's via Metatrader and not via SC)

Mainly I Trade ES, CL, Gold, and the German Dax (Eurex). I love to use SC for TPO, Volume Studies, Number Bars and Market Depth Historical Graph (Heatmap). But it's a mess with Interactive Data feed. May you can help me figure out, which way is the best to go.

Thanks alot!
[2020-11-06 16:23:30]
John - SC Support - Posts: 31627
We are going to start at the end and go backwards through your questions.

First, if you are wanting to trade ES, CL, Gold and DAX, then you would need both the Denali Exchange Data Feed (for the CME Group) and the Sierra Chart Exchange Data Feed (for the EUREX).

Please refer to the documentation starting here:
Real-Time Exchange Data Feeds Available From Sierra Chart

And specifically be aware of this section:
Real-Time Exchange Data Feeds Available From Sierra Chart: Using Both Denali Exchange Data Feed and Sierra Chart Exchange Data Feed

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The Market Depth for the CME Group is 1400 levels of data. Right now for the EUREX it is 20 levels, but we are working on a new implementation that will allow us to well beyond that.

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As to the issue with the market depth from Interactive Brokers, we are unable to help with that issue. You would need to talk to Interactive Brokers about what you would need to set to get the data.

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We are not sure if you wanting to also trade equities from Sierra Chart, just be aware that the Sierra Chart Exchange Data Feed does not include the Level 2 Market Depth for equities. You have the Top of Book, but that is all.

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If you are going to be using AMP as your brokerage for trading futures, then we recommend using the Sierra Chart Order Routing Service with Data. We definitely do not recommend using Rithmic. Note that AMP does support trading EUREX through the Sierra Chart Order Routing Service as well. For more information, refer to the following:
Sierra Chart / Trading Technologies Futures Order Routing Service
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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