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Date/Time: Fri, 23 Apr 2021 05:19:56 +0000



[Sticky] - How to: Reducing Cost of Real-time CME Market Depth Data

[2021-03-28 17:40:11]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Now that we are doing only direct billing for Sierra Chart, we want to explain how to reduce the cost of CME Market Depth Data so your costs, will not be any higher, or about the same.

First we recommend that users use the Denali Exchange Data Feed for market data for Sierra Chart:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

You can then cancel market data exchange fees through your broker if they allow. If they do not allow please consider using a different broker.

The Denali Exchange Data Feed is now included with Sierra Chart service packages 10, 11, 12 and is 10 USD per month additional before discount. Or only 8 USD additional when you pay for multiple months.

When using this data feed, you should look at what particular symbols you require market depth data for. If you only require market depth data for the stock indexes like ES and NQ, and the micro versions, then you will want to use this exchange fee:
CME with Market Depth for nonprofessional Trading accounts   10.40 USD / month

And then if you require top of book data for all the other exchanges, activate this exchange fee:
Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts   3.25 USD / month

So these can be activated together. There is no conflict. This is lower cost, than activating the entire CME Group with market depth for ~30 USD per month.

For clarity, what we will do is also add the individual top of book exchange fees, for CME, CBOT, COMEX, NYMEX individually. These will be 1 USD each. We did not list them previously because the 3.25 USD covers everything and is already very low cost for the month.. So we did not want to clutter the list of CME Group related exchange fees with these additional ones.
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: 2021-03-28 17:41:30
[2021-03-29 08:50:12]
User507265 - Posts: 6 | Ending Date: 2021-05-21
I am using Service Package 5 and Denali Exchange Data Feed, I've been paying for each individually. In April I want to switch to the cheaper bundle, the "Package 11 with Denali Exchange Data Feed". Can you tell me how to do this seamlessly? I don't know if I have to first deactivate my current settings or if I just select the setting I want for April and if that will cancel my current setting. Thx.
[2021-03-29 13:21:47]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
In April I want to switch to the cheaper bundle, the "Package 11 with Denali Exchange Data Feed". Can you tell me how to do this seamlessly?
We are going to automatically do this for you just before the end of March.
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.
[2021-03-29 19:18:52]
User507265 - Posts: 6 | Ending Date: 2021-05-21
OK that sounds good, but I don't understand how Sierra would automatically know which package I want to switch to? Don't I have to change my settings from Package 5 to Package 11? Thx
[2021-03-29 22:34:15]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
We will do that for you. We will know that you want Service Package 11 because that is effectively the configuration that you have now.
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: 2021-03-29 22:34:26
[2021-03-30 09:20:19]
wetro - Posts: 90 | Ending Date: 2021-05-06
hello. i have a similar query, i contacted the broker amp and they replied that non pro forward data to you, i paid money to sierra account, i switched data trade service to sc all data service, before i had cqg at my broker. do i have to make to keep using cme for 10.40 usd a month? thank you
[2021-03-30 14:16:46]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
This is not very clear for us. Do you require real time CME data? You can use delayed data for now. Refer to the Delayed Exchange Data Feed for instructions:
https://www.sierrachart.com/index.php?page=doc/DelayedExchangeDataFeed.php
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: 2021-03-30 14:17:26
[2021-03-30 15:27:00]
wetro - Posts: 90 | Ending Date: 2021-05-06
Do you require real time CME data.....yes ,nonpro
[2021-03-30 19:03:18]
manfretto - Posts: 96 | Ending Date: 2021-04-29
I need Eurex with market depth. Economically. I understood from the new plans that the best is to have 11. Advanced with Denali Datafeed for 6 months that is 36.8 USD/monthly plus Eurex exchange fee for 20 EUR.
[2021-03-31 13:11:08]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Do you require real time CME data.....yes ,nonpro
In this case you will need the Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

Follow the instructions on that page. Let us know if you need help. Also be aware of:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#UnderstandingAccessingDataFromCME
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.
[2021-03-31 13:12:05]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
I need Eurex with market depth. Economically. I understood from the new plans that the best is to have 11. Advanced with Denali Datafeed for 6 months that is 36.8 USD/monthly plus Eurex exchange fee for 20 EUR.
Yes this does make sense.
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.
[2021-03-31 21:23:49]
wetro - Posts: 90 | Ending Date: 2021-05-06
https://www.sierrachart.com/index.php?page=doc/Packages.php

26 + 10 usd ..total of $ 36 each month non-pro?or only 10,40 cme? I had $ 11 + order fee for several years ,amp live,thx
[2021-04-01 02:49:25]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
You would need Service Package 10 for 36 USD per month before discount and then you pay the CME exchange fee whichever one you decide to choose.
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.
[2021-04-02 14:40:33]
User286466 - Posts: 12 | Ending Date: 2021-07-11
I currently have "The Denali Exchange Data Feed" with "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional accounts" for $31.20
which just renewed on April 1st.

I would like to change to "Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts 3.25 USD / month"
and "CME with Market Depth for nonprofessional Trading accounts 10.40 USD / month"

As suggested above.

Question: What day in April would be best to make the change? Deactivate / Activate so I don't pay twice.
[2021-04-03 03:00:01]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
The way to approach this is to deactivate the renewal of the exchange fee you currently have active, now. And then at the beginning of May, activate what you require. You can do this here:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed
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.
[2021-04-09 12:15:36]
eatsleeptrade555 - Posts: 4 | Ending Date: 2021-05-14
Hi,

My trial is about to end but I am a little confuse with your pricing package. Let me know whether I understand it correctly.

My situation
a) Sierra Chart with Advanced Features plus Denali Exchange Data Feed (46 USD)
b) I need to use live data feed from CME particularly ES (10.40 USD)
c) I am a non professional
d) I do not have a live funded account with any exchanges
e) I have a rhythmic account but only for getting CME data which I understood currently Sierra cannot connect to rhythmic for now until further notice

So total is 56.40 USD per month. Is that right?

Thank you
[2021-04-12 10:42:03]
wetro - Posts: 90 | Ending Date: 2021-05-06
(Posts: 95705 ) why was I automatically charged 26 usd from the sierra chart account when I haven't decided yet if I want to use live data .and I haven't included any packages? please turn it off for me next month, I don't know what I need to do to turn it off temporarily. thank you
[2021-04-12 14:42:48]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
My situation
a) Sierra Chart with Advanced Features plus Denali Exchange Data Feed (46 USD)
b) I need to use live data feed from CME particularly ES (10.40 USD)
c) I am a non professional
d) I do not have a live funded account with any exchanges
e) I have a rhythmic account but only for getting CME data which I understood currently Sierra cannot connect to rhythmic for now until further notice

So total is 56.40 USD per month. Is that right?
So you do not have a funded futures account with any futures broker? Did a broker provide you the Rithmic account?

For more information , refer to:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#UnderstandingAccessingDataFromCME
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: 2021-04-12 14:44:37
[2021-04-12 15:52:38]
eatsleeptrade555 - Posts: 4 | Ending Date: 2021-05-14
Thanks for the reply.

For your question.
I do not have any funded futures account with any futures broker.

I have a rhythmic subscription for the live data through bookmap.

Thanks for the link. I guess there's no other way for now but to either

a) get a live funded account from one of boards
b) refer to the list of brokers you have in the link

Right?
[2021-04-12 16:01:25]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
a) get a live funded account from one of boards
b) refer to the list of brokers you have in the link
Have a look at this page:
https://www.sierrachart.com/index.php?page=doc/EasySolutionToCMEFundedTradingAccountRequirement.php


You could use Rithmic but wait until our new integration we will be releasing next week. Although this is still very new and may have some issues until fully debugged by Rithmic.
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.
[2021-04-12 16:11:14]
eatsleeptrade555 - Posts: 4 | Ending Date: 2021-05-14
Thanks again! I will

a) wait for your rithmic to set up
b) Use your Sierra Chart Exchange Data feed and trade SPX (subscribing to CBOE indices)

Is that possible? Seems like a cheaper alternative. As I am using Oanda (already went through your forum and there's no plan for any integration with them)
[2021-04-14 03:20:48]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Yes this is possible.
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.
[2021-04-14 19:12:00]
canudropit2 - Posts: 1 | Ending Date: 2021-06-04
Hi,
I recently purchased Service package 12. I was just looking to use sierracharts for footprint purposes with stocks.
Did I select the wrong package?

I am non pro. I dont have any brokers that work with sierra, i only have Tradestation, Etrade and Bookmap.

Is there a better package to select that can give me realtime data for stock footprint charting?

Service Package 12 - Advanced MBO + Denali Data Feed
Date Time Of Last Edit: 2021-04-14 19:13:17
[2021-04-15 22:20:55]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Yes in this case you just need Service Package 5. We have changed your Service Package to 5.

And then you will want to use the Sierra Chart Exchange Data Feed for data:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
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: 2021-04-15 22:22:46
[2021-04-16 16:30:56]
User936417 - Posts: 6 | Ending Date: 2021-07-13
Hello,

Looking to change to your Sierra Chart Futures Order Routing Service With Data, currently I trade with Stage 5 may switch to EdgeClear. After reading https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#Introduction and looking at the Service Packages it seems that Service Pkg 11 would be what I need at a price of $36.80 mo (is this correct?), while reading the link above I saw it mentioned that the data feed pricing is $20 mo., is the $20 in addition to the $36.80 or part of the $36.80?

Also the $0.10 per contract fee is that per side or round trip at $0.20 per round trip?

thanks, bob
[2021-04-16 20:38:19]
John - SC Support - Posts: 7168 | Ending Date: 2022-04-04
it seems that Service Pkg 11 would be what I need at a price of $36.80 mo (is this correct?)

You will definitely need either Package 10, Package 11, or Package 12, as these include the Denali Data Feed Fee. You will need to determine which one of these 3 you need based on your charting needs. Refer to the descriptions for these here:
https://www.sierrachart.com/index.php?page=doc/Packages.php#Packages

I saw it mentioned that the data feed pricing is $20 mo., is the $20 in addition to the $36.80 or part of the $36.80?

That would be old information. It is no longer a $20 fee per month. Rather, the fee is part of the Package price and amounts to $10 of the total monthly package price, but then is further reduced when you purchase multiple months up front.

Another way to think of this is that it is part of the $36.80.

Also the $0.10 per contract fee is that per side or round trip at $0.20 per round trip?

It's per side.
[2021-04-17 05:31:43]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
This is old information and we have now updated the documentation:
I saw it mentioned that the data feed pricing is $20 mo.

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: 2021-04-17 05:32:06

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