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Date/Time: Fri, 29 Mar 2024 12:50:00 +0000



Denali Exchange Data Feed Agreement

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[2021-05-20 19:57:23]
Eighteen_0_Six - Posts: 17
thanks for your reply,


1) Do you confirm i can't get access anymore to cme dealyed streamed data on the live account? Means i have to switch from CQG web API to SC simulated in order to get the denali feed from my package 11?
2) Still missing historical data for Bund contract (from 12-1999 to 03-2006)


I'm really not sure to get everything understood with this CQG Web API. It would have been very great to get order routing from sierra charts with this AMP Account. I means An all in one package without anything related to CQG.
[2021-05-20 20:19:22]
John - SC Support - Posts: 30444
1) Since you are connected to CQG, the way the program is setup is that we expect the data to either come from us (Sierra Chart) and if not, then the data must be coming from the Trading Service you are connected to (CQG, in your case). The system does not really know that you are not getting the data from CQG either, therefore you are not going to get the delayed data.

If you are wanting to trade the EUREX and just get the CME Group data for other purposes, then we recommend having 2 installations of Sierra Chart. In the first one (the one you already have), you would be connected to CQG for trading and getting the Real-Time data for the EUREX from our Denali Exchange Data Feed. In the second installation, you would set the service to SC Data - All Services and then you would get the delayed data from the CME Group (along with real-time data from EUREX, but that is a bonus).

2) The following is our information on our historical data for EUREX:
Tick by tick data for futures contracts on the EUREX begins at 2013. Prior to this the EUREX data is in 1 minute units and begins at 2010.

So if you are getting data back to 2006, then that is very fortunate. But 2010 is as far back as we can promise.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-20 20:40:59]
Eighteen_0_Six - Posts: 17
Hi John,

Thanks for your reply.

Understood for point 1. It should not be a problem anymore when you'll be ready with SC order routing with CME and Eurex right? Then it is more a question of brokers using or not your new order routing?

Regarding point 2, i confirm i have historical data since 1990. I got a cut from 1999 to 2006 when i switched to live account via CQG, but then it appears again.

Best,
[2021-05-20 20:55:51]
John - SC Support - Posts: 30444
1. You are correct that when we have our direct order routing, things will be a bit easier, particularly with regards to the CME Group requirement to have a funded trading account. Just keep in mind, we are not yet working on a direct EUREX routing solution. We want to do this, but first it is just the CME Group.

2. Hmmm, well, I guess we have extra information for DAX.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-21 07:22:50]
Eighteen_0_Six - Posts: 17
Dax the same....28/11/1990

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