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Date/Time: Fri, 29 Mar 2024 05:33:27 +0000



MBO data and using a trading combine to route and execute orders

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[2021-03-22 15:24:13]
User797603 - Posts: 29
I currently trade through a futures Combine with Paper Rithmic data and the R-Trader api to route and execute trades. I have been using Sierra charts to directly execute my orders from your chart trader for years. Now that you have the MBO (market by order data option) I would like to know if I can subscribe to the Denali exchange for the full CME group market depth to get this, and still route my orders from chart trading on sierra with a futures trading combine like Leeloo, which uses Rithmic. As you probably know all these combines use Rithmic data AND Rithmic does support MBO full depth. So if I subscribe to a level 12 package, can I use my Rithmic data feed to get the MBO book, or do I have to use the Denali exchange. If so, that's OK, but I still want to execute with sierra for trading the combine with Leeloo, because Sierra is simply the best chart trading platform that exists.
[2021-03-22 18:36:24]
John - SC Support - Posts: 30444
First, thank you for the kind words about our software.

Second, you CAN NOT get the MBO data for the Order List from the Rithmic data Feed. They are using it for Market Depth, and we do the same thing. But, in terms of seeing the Order List on the DOM from the MBO data that is part of Package 12 you need to use the Denali Exchange Data Feed from us. Refer to the following for what we are referring to in terms of the MBO data with Package 12:
Market By Order Data

Now, the real problem is that since you are using Rithmic through a Combine, like Leeloo, then that does not qualify as a Futures Trading Account for the CME Group. Therefore, you would not be able to get the Denali Exchange Data Feed and pay the Non-Professional Exchange Fees. Refer to the following for more information about the need for a Futures Trading Account for the Non-Professional exchange fees from the CME:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges

If you do not want to pay the Professional fees to get the Denali Exchange Data Feed, then we recommend reviewing the following service that you could connect to just once a month in order to validate your Futures Trading Account:
Easy Solution to CME Funded Trading Account Requirement

Also, refer to the following regarding connecting once a month:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-24 01:15:16]
User797603 - Posts: 29
This is what AMP told me

"Hello Brad,

We currently do not support TT order routing with Sierra Charts so this is not possible with AMP Futures.

Only CQG and Rithmic are available for trade routes via Sierra charts with AMP futures.
[2021-03-24 13:28:05]
John - SC Support - Posts: 30444
That is correct, AMP does not support the Sierra Chart Order Routing Service. You could still use AMP to create an account with CQG and use that to verify your Non-Professional status. You would just need to check with AMP on how much you need to deposit to open the account.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-28 20:10:16]
User797603 - Posts: 29
OK, Thank you

I have the account open with AMP and I'm currently working on funding it. I will let you know when it's completed
[2021-03-29 15:53:19]
User797603 - Posts: 29
hello,

I just wanted to check, do I have to get CQG data from AMP or can it be Rithmic?
[2021-03-29 17:52:06]
John - SC Support - Posts: 30444
We recommend using CQG for order routing. But we recommend using the Denali Exchange Data Feed for your data rather than CQG data. Refer to the following:
Denali Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-29 17:56:42]
User311344 - Posts: 136
John,

We recommend using CQG for order routing. But we recommend using the Denali Exchange Data Feed for your data rather than CQG data

That's what I want to acomplish but with no luck. Please respond in my ticket: No data after switching to CQG order routing

I hve no response from your support with my account support ticket and here.

Thank you
[2021-03-29 18:00:41]
User797603 - Posts: 29
Hello John,

but remember I am planning on doing my order routing through my leeloo trading combine. I am only setting up the AmP futures account to get the non-professional agreements for the CME like you told me above, for the Denali data to get the MBO level 12 package. I just want to make sure we're on the same page because I am wiring the money to AMP today to get the account up and running. Leeloo uses rithmic to route its orders. Nothing I can do about that..

thank you for all your help. Almost there
[2021-03-29 18:52:00]
John - SC Support - Posts: 30444
User797603:

What you are doing is correct. You will need to have that AMP account in order to validate your non-professional status to the CME Group. You will need to connect to that account at least once a month. Refer to the following:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees

If you then want to use Sierra Chart with LeeLoo, then you would need to make sure you have the Rithmic Bridge files. You will find the information here:
Rithmic Bridge Files
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-01 16:37:13]
User797603 - Posts: 29
Hello John,

I have my AMP account set up and I connected to it for a few minutes, I am now connecting to the Denali exchange and downloading the data, the question is how do I connect to Leeloo's rhythmic order routing without disconnecting the Denali data connection so I can get the MBO data to see big iceberg orders, that's really the whole reason I'm doing this. I had bookmap, but sierra is 10X better of a platform, but the MBO data and seeing large orders is a huge edge.. I have all the rhythmic bridge files already in the proper sierra folder.
[2021-04-01 18:43:48]
John - SC Support - Posts: 30444
You just setup your Sierra Chart to connect to Rithmic and set the settings as you need to for Leeloo.

Since you have verified your trading account, your status is now valid through May 1, 2021. So you will continue to get the data from the Denali Exchange Data Feed through then, at which point you will need to connect again to your AMP account.

As long as you have the option for Allow Support For Sierra Chart Data Feeds set to Yes, then any data that you have purchased from us will take priority.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-18 17:03:59]
Jeff M - Posts: 21

[2021-04-01 18:43:48]#12
John - SC Support [Direct Messages] - Posts: 7011 | Ending Date: 2022-04-04
You just setup your Sierra Chart to connect to Rithmic and set the settings as you need to for Leeloo.

Since you have verified your trading account, your status is now valid through May 1, 2021. So you will continue to get the data from the Denali Exchange Data Feed through then, at which point you will need to connect again to your AMP account.

As long as you have the option for Allow Support For Sierra Chart Data Feeds set to Yes, then any data that you have purchased from us will take priority.

Hello John, I have been contemplating trying leeloo myself but kept reading when searching eeverything that I would need an older copy of Sierra Chart to do so. However in reading this thread, am I correct that all I need is the Bridge files and I can use a current version of SC? If not, what is the last SC version I could use and do I still need the Bridge files with it or no? (yeah, I'm a little confused)

I already have an AMP account that I trade so I would be all set with the validation aspect. However I'm going to be adding the Denali but still use the AMP CQG for orders.
[2021-04-19 14:56:22]
John - SC Support - Posts: 30444
Hello John, I have been contemplating trying leeloo myself but kept reading when searching eeverything that I would need an older copy of Sierra Chart to do so. However in reading this thread, am I correct that all I need is the Bridge files and I can use a current version of SC? If not, what is the last SC version I could use and do I still need the Bridge files with it or no? (yeah, I'm a little confused)

We have heard a few issues related to current versions of Sierra Chart with Rithmic, but we do not know the validity or if this is a general issue. Therefore, we recommend giving it a try and see. You can find the bridge files here:
Rithmic Bridge Files

Or, Rithmic is getting close to putting out their new interface to Sierra Chart, so you may want to wait for that to get done.
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: 2021-04-19 14:57:38
[2021-04-19 15:13:48]
Jeff M - Posts: 21
We have heard a few issues related to current versions of Sierra Chart with Rithmic, but we do not know the validity or if this is a general issue. Therefore, we recommend giving it a try and see. You can find the bridge files here:
Rithmic Bridge Files

Or, Rithmic is getting close to putting out their new interface to Sierra Chart, so you may want to wait for that to get done.

Thank you.

Did Rithmic happen to give an estimated time for completion of the new interface?
Date Time Of Last Edit: 2021-04-19 15:14:17
[2021-06-04 08:36:48]
Sierra Chart Engineering - Posts: 104368
All we can say is 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

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