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Date/Time: Thu, 28 Mar 2024 19:13:12 +0000



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

View Count: 7731

[2021-03-28 17:40:11]
Sierra Chart Engineering - Posts: 104368
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:
Denali Exchange Data Feed

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. 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: 2021-03-28 17:41:30
[2021-03-29 08:50:12]
User507265 - Posts: 7
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: 104368
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. 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
[2021-03-29 19:18:52]
User507265 - Posts: 7
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: 104368
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. 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: 2021-03-29 22:34:26
[2021-03-30 09:20:19]
opci - Posts: 90
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: 104368
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:
Delayed Exchange Data Feed
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: 2021-03-30 14:17:26
[2021-03-30 15:27:00]
opci - Posts: 90
Do you require real time CME data.....yes ,nonpro
[2021-03-30 19:03:18]
manfretto - Posts: 117
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: 104368
Do you require real time CME data.....yes ,nonpro
In this case you will need the Denali Exchange Data Feed:
Denali Exchange Data Feed

Follow the instructions on that page. Let us know if you need help. Also be aware of:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges
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
[2021-03-31 13:12:05]
Sierra Chart Engineering - Posts: 104368
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. 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
[2021-03-31 21:23:49]
opci - Posts: 90
Description of Service Packages and Pricing

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: 104368
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. 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
[2021-04-02 14:40:33]
User286466 - Posts: 12
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: 104368
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. 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
[2021-04-09 12:15:36]
eatsleeptrade555 - Posts: 12
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]
opci - Posts: 90
(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: 104368
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:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges
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: 2021-04-12 14:44:37
[2021-04-12 15:52:38]
eatsleeptrade555 - Posts: 12
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: 104368
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:
Easy Solution to CME Funded Trading Account Requirement


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. 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
[2021-04-12 16:11:14]
eatsleeptrade555 - Posts: 12
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: 104368
Yes this is possible.
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
[2021-04-14 19:12:00]
canudropit2 - Posts: 1
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: 104368
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:
Sierra Chart Exchange Data Feed
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: 2021-04-15 22:22:46
[2021-04-16 16:30:56]
User936417 - Posts: 10
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 Sierra Chart / Trading Technologies Futures Order Routing Service: 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

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