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Date/Time: Fri, 03 May 2024 07:20:08 +0000



Totally lost in data feed types

View Count: 347

[2021-02-22 14:24:23]
User419765 - Posts: 2
Good afternoon,
I have read all topics related to the data feed subject and I am totally lost now.
All I am interested in is S&P500 futures and Crude Oil futures data to use that with vwap and footprint etc.
I do not have any futures account etc. what is my cheapest option? Am I supposed to subscribe to Denali depth data?
I am aware the answer is probably preety obvious for you but I can not figure it out and need your help.
Thank you in advance.
[2021-02-22 18:42:09]
John - SC Support - Posts: 31334
We do realize that this is complicated, but this is due to the rules of the CME Group.

In particular, their rule that in order to qualify for the Non-Professional exchange fees you need to have a funded futures trading account. In order to verify this, we ask that you connect your Sierra Chart software to that trading account at least once a month. You will find more information on this here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges

If you are not able to setup an account with a broker, then you would need to pay the Professional exchange fees, which would be the following exchange fees:
- CME E-mini, For professionals and users without a trading account: $62.40
- NYMEX, For professionals and users without a trading account: $109.20
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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