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Date/Time: Tue, 30 Apr 2024 23:11:55 +0000



Please recommend the best option for price and quality

View Count: 1386

[2021-02-05 00:56:42]
AndreyPoroshin - Posts: 102
Hey! I have not been involved in trading for 6 months and am now planning to resume trading. I want to clarify with you the options for the most optimal and profitable use of tools for connecting to exchanges for my needs.
1. The trade will be linked to the futures market on the CME.
2. It is important for me to get the market depth data.
3. Getting VIX Volatility Index data in real time.

It is likely that you have package deals like Denali or similar. Please recommend the best option for price and quality.
My broker is AMP. Trading account AC*****. SierraChart trading platform 3.
Recently I have been thinking about the possible benefits when buying a platform directly from Sierra, what benefits can I get as opposed to getting the sierra chart 3 platform from a broker?
[2021-02-05 15:10:08]
John - SC Support - Posts: 31240
In terms of the differences between getting Sierra Chart directly with us is that you have access to the full functionality of Sierra Chart without limitations, with a direct account.

In terms of the setup you need, you would want the following:
- Sierra Chart Service Package 10 (includes the Denali Exchange Data Feed Fee) - $46.00 USD per month
- CME Exchange Fee - $31.20 USD per month for Full CME Group with Market Depth (Price could be less depending on exact exchange options you need).
- Sierra Chart Order Routing Service - $0.10 per side order routing fee
- Sierra Chart Exchange Data Feed - $25.00 USD per month
- CBOE Indices (within Sierra Chart Exchange Data Feed) - $5.25 USD per month

Refer to the following for information on the Sierra Chart Packages:
Description of Service Packages and Pricing: Packages

Refer to the following for information on the Real-Time Data Feeds available from Sierra Chart, which includes links to the Denali Exchange Data Feed and the Sierra Chart Exchange Data Feed:
Real-Time Exchange Data Feeds Available From Sierra Chart

Refer to the following for information on the Sierra Chart Order Routing Service:
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
[2021-03-04 09:47:53]
AndreyPoroshin - Posts: 102
Here are the questions:
1.Do I need Denali Exchange data flow? Is the overpayment justified? If I understand correctly, will I be able to receive market depth data without this package?
2. Does it mean that to get CBOE Indices data I will have to pay not $ 5.25, but $ 30.25 + 5.25 ?:
- CBOE Indices (as part of the Sierra Chart Exchange data stream) - $ 5.25 / month

3. After AMP refused to receive the standard version of Sierra Chart, I was left without access to the platform. Can I pay for Sierra Chart that time from my AMP brokerage account? In the future, I will pay already correctly from the bank account
[2021-03-04 15:59:04]
John - SC Support - Posts: 31240
1.Do I need Denali Exchange data flow? Is the overpayment justified? If I understand correctly, will I be able to receive market depth data without this package?

If you will be trading the CME Group, then you definitely need to get the Real-Time data. You have the option of paying for the Market Depth data or not. That choice is done through the selection of the particular Exchange(s) that you activate.

If you do not need real-time data, then you will have access to the Delayed Streaming Data for the CME Group which is 10 minutes and 10 seconds delayed and includes the Market Depth. This is available with all Sierra Chart packages at no extra cost.

2. Does it mean that to get CBOE Indices data I will have to pay not $ 5.25, but $ 30.25 + 5.25 ?

To get the CBOE Indices is a total of $30.25 USD per month. This is because the CBOE Indices is on a different data feed that we have, which costs $25.00 USD per month for the data feed fee and then $5.25 USD per month for the CBOE Indices exchange.

3. After AMP refused to receive the standard version of Sierra Chart, I was left without access to the platform. Can I pay for Sierra Chart that time from my AMP brokerage account?

At this time, you are paying for your Sierra Chart directly to us, and that is now the requirement. Going forward it is required that Sierra Chart be paid for directly through Sierra Chart and not through a broker.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-04 18:36:44]
AndreyPoroshin - Posts: 102
Ok, I get it, there is only one question left: Previously, I did not connect Denali and received data in real time. So by connecting CME (market depth), I can also receive data in real time (without the Denali package? Or now, to get the market depth in real time, Denali is needed? And if so, can I connect CME from the broker, buying from you only platform?
[2021-03-04 19:10:13]
John - SC Support - Posts: 31240
If you were getting Real-Time data without having the Denali Exchange Data Feed, then you were getting that data through your broker. Most likely this was CQG data.

You can get the data from CQG and use Sierra Chart with that data. We do recommend using the Denali Exchange Data Feed, as it offers much longer historical data and since it is provided by us, it works seamlessly with our software.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-05 02:44:01]
Sierra Chart Engineering - Posts: 104368
Here is the information about the Denali Exchange Data Feed:
Denali Exchange Data Feed

We will also be offering CBOE Volatility index futures as part of the Denali data feed soon.
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: 2021-03-05 02:44:07
[2021-03-19 15:36:11]
AndreyPoroshin - Posts: 102
When will you start offering CBOE Volatility Index futures as part of the Denali data stream?
[2021-03-19 15:39:18]
AndreyPoroshin - Posts: 102
Please, tell me if you can download high-quality historical data DOM for ES
[2021-03-19 15:44:51]
AndreyPoroshin - Posts: 102
You write such a clause in answer to my question: - Sierra Chart Order Routing Service - $ 0.10 per side order routing fee
Earlier, the broker calculated this from me. How can I avoid double collection from you and my broker? And this means that I have to have a lot of money on my balance, since I execute 50-100 trades daily or are you invoiced at the end of the month?
[2021-03-19 16:33:34]
John - SC Support - Posts: 31240
When will you start offering CBOE Volatility Index futures as part of the Denali data stream?
Not for another few months at least.

Please, tell me if you can download high-quality historical data DOM for ES
Yes, through the Denali Exchange Data Feed. Refer to the following for how far back the data is available:
Sierra Chart Historical Data Service: What is Included

You write such a clause in answer to my question: - Sierra Chart Order Routing Service - $ 0.10 per side order routing fee
Earlier, the broker calculated this from me. How can I avoid double collection from you and my broker? And this means that I have to have a lot of money on my balance, since I execute 50-100 trades daily or are you invoiced at the end of the month?
Based on your Account Name, we assume that you are still with AMP. AMP is no longer supporting the Sierra Chart Order Routing service. They should have moved you to CQG. As such, there is no longer the $0.10 charge per side from Sierra Chart.

-------------------------------

In order to connect Sierra Chart to your CQG account, follow these instructions:
CQG Trading Platform Service: Setup Instructions

After that is done, open your Chartbooks and select Edit >> Translate Symbols to Current Service. This will change your symbols to match the CQG symbols.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-19 19:00:38]
AndreyPoroshin - Posts: 102
Yes, I am using AMP. But I didn’t understand that if I connect Denali data stream through you, I don’t need CQG. But my broker is AMP. Is it possible?
[2021-03-19 19:10:53]
AndreyPoroshin - Posts: 102
Yes, through the Denali Exchange Data Feed. Refer to the following for how far back the data is available:
Sierra Chart Historical Data Service: What is Included

I was interested in the historical data of the market depth. I know that you can record yourself, but for example I need data for the last month, I did not record Depth of Market data at that moment
Date Time Of Last Edit: 2021-03-19 19:11:37
[2021-03-19 19:37:38]
John - SC Support - Posts: 31240
Yes, I am using AMP. But I didn’t understand that if I connect Denali data stream through you, I don’t need CQG. But my broker is AMP. Is it possible?

You can use the Denali Exchange Data Feed while trading with CQG. This is true for all of the supported trading services that we work with. Refer to the following:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

I was interested in the historical data of the market depth. I know that you can record yourself, but for example I need data for the last month, I did not record Depth of Market data at that moment
We have 60 days of historical Market Depth data available for the CME Group.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-19 21:43:35]
AndreyPoroshin - Posts: 102
Can I stay with my AMP broker, not use CQG, but connect to your SierraChart order routing service? earlier I did this through a broker, but it seems that now the broker does not connect to this service?
[2021-03-19 21:46:26]
AndreyPoroshin - Posts: 102
We have 60 days of historical Market Depth data available for the CME Group

how do i connect this?
Date Time Of Last Edit: 2021-03-19 21:49:12
[2021-03-20 05:54:11]
tobi - Posts: 351
When will you start offering CBOE Volatility Index futures as part of the Denali data stream?
Not for another few months at least.

Would it not be fair at least to offer the 10$ credit when using both data feeds until VIX is available for the Denali feed?!
Real-Time Exchange Data Feeds Available From Sierra Chart: Using Both Denali Exchange Data Feed and Sierra Chart Exchange Data Feed
[2021-03-20 07:55:54]
Sierra Chart Engineering - Posts: 104368
Can I stay with my AMP broker, not use CQG, but connect to your SierraChart order routing service? earlier I did this through a broker, but it seems that now the broker does not connect to this service?
In this case you need to use a different broker than AMP. For the list of brokers, refer to Step 2 here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

It will not be a few months for the CBOE futures data feed to be available with the Denali Exchange Data Feed. It should become available in April.

We have 60 days of historical Market Depth data available for the CME Group
Refer to:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
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: 2021-03-20 07:58:06
[2021-03-20 08:59:32]
tobi - Posts: 351
It will not be a few months for the CBOE futures data feed to be available with the Denali Exchange Data Feed. It should become available in April.
This is good news.

Will the Cboe Volatility Index (VIX) also be part of this data feed (as it is within your CBOE Indices feed)?
The Index (not the futures) is particularly important for ES/US indices traders.
[2021-03-23 09:16:29]
Sierra Chart Engineering - Posts: 104368
Will the Cboe Volatility Index (VIX) also be part of this data feed (as it is within your CBOE Indices feed)?
No not the cash index.
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
[2021-03-23 17:00:51]
tobi - Posts: 351
No not the cash index.
So when you eventually will drop the Sierra Chart Real-Time and Historical Exchange Data Feed the VIX cash index won't be available any longer via Sierra Charts?
[2021-03-24 16:57:44]
AndreyPoroshin - Posts: 102
Can I stay with my AMP broker, not use CQG, but connect to your SierraChart order routing service? earlier I did this through a broker, but it seems that now the broker does not connect to this service?
In this case you need to use a different broker than AMP. For the list of brokers, refer to Step 2 here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

It will not be a few months for the CBOE futures data feed to be available with the Denali Exchange Data Feed. It should become available in April.

We have 60 days of historical Market Depth data available for the CME Group
Refer to:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

The point is that I cannot change the broker, and only after a while. I have to trade now. The question is: Having a Denali data feed and CQG routing, can I send orders to the exchange from the DOM in which I can see the Denali data feed? I would not like to enable the CQG WEB Api, since the symbol of the tool will change in the DOM and the quality of the incoming data will change (they differ from Denali). I read your manual where you suggest replacing the symbol, but I ask this question, because I still don't understand how I can trade without using quotes from CQG in the DOM.
Date Time Of Last Edit: 2021-03-24 17:08:20
attachmentreal CQG_record SH.mp4 - Attached On 2021-03-24 17:08:15 UTC - Size: 35.78 MB - 351 views
[2021-03-24 17:06:09]
John - SC Support - Posts: 31240
can I send orders to the exchange from the DOM in which I can see the Denali data feed?

Yes, you can send orders to CQG while using the Denali Data. It is setup to do this. You will need to use the CQG symbols, but you will be getting the data from the Denali Exchange Data Feed. Refer to the information here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services[/quote]
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-03-24 17:06:18
[2021-03-24 17:11:21]
AndreyPoroshin - Posts: 102
that is, I will be able to see and analyze just a pure high-quality data feed, just the name of the symbol will be from CQG?
[2021-03-24 17:16:52]
John - SC Support - Posts: 31240
that is, I will be able to see and analyze just a pure high-quality data feed, just the name of the symbol will be from CQG?

Yes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-03-24 17:17:22

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