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Date/Time: Fri, 03 Dec 2021 16:53:31 +0000



Data available with Denali

[2021-10-20 18:50:34]
Steven P Leon - Posts: 63
I recently subscribed to the Denali service, CME only nonprofessional.
I am trying to understand what data i am able to access.
I understand that I can obtain real-time data for the CME equity markets
I dont know what other data i can get through Denali and/or Sierr charts
For example I dont get any information (on quote board as an example) for YM or for the Treasuries (CBOT). Should expect to see delayed data/end of day/historical or SIM data for these ?
At the same time I seem to be getting some kind of data (? delayed) for CL and GC even though not subscribed.
Finally I wanted to know what kind of Market indices I had access to; for example NYSE volume, VIX, NYSE Advance Decline Line.

Thank you
Steven Leon
[2021-10-20 23:34:46]
John - SC Support - Posts: 12484
It looks like your system is setup to connect to CQG. Therefore, we will go through your situation in this particular case, as what data you get is dependent on what your Global Settings >> Data/Trade Service Settings >> Current Selected Service is set to.

You are signed up to get the CME Exchange data from us through our Denali Exchange Data Feed. As such, you have access to the symbols that are listed on the File >> Find Symbol window under the CME section.

Any other Futures data would be coming from CQG. You must have the COMEX and NYMEX exchanges somehow authorized through your CQG account.

The Forex, CFD, Crypto, Indices and Market Statistics are coming from us (Sierra Chart). The Forex, CFD, Crypto, and Market Statistics are all real-time and provided at no extra cost. The Indices are delayed data (not streaming) unless you pay for the real-time data as part of our Sierra Chart Exchange Data Feed.

The other data you have available can be found in the following links:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SupportedExchanges

https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SupportedExchanges

You will find the list of indices in the second link above, as those are part of the Sierra Chart Exchange Data Feed.

The Market Statistics (such as NYSE Advance/Decline Line) are available with any Sierra Chart package. Refer to the information here:
https://www.sierrachart.com/index.php?page=doc/SCMarketStatistics.php
[2021-10-20 23:49:03]
Steven P Leon - Posts: 63
So if i understand correctly, I am not getting data presently from Denali feed even though I see (M) demarcated ? Or is it that I am getting both ? I am getting the MBO data which i thought was only through Denali.

What do i have to set it to in order to get the Denali feed ?

How can i still have it set for the CQG order routing with Denali as the data feed. Do I need to do anything specifically to have this combination ? i inquired about the Sierra Order Routing with both of the brokers I have accounts with and they said that they are not currently available but should in the future (AMP and Edge Clear).

I was not getting anything for the $VIX. Is that because I am using the CQG feed ?

Thank you
[2021-10-21 00:47:54]
John - SC Support - Posts: 12484
You are getting the Real-Time data from the Denali Exchange Data Feed for the CME Exchange (not the CME Group, just the CME Exchange) as you have the CME with Market Depth for Non-Professionals exchange activated.

Any other futures data that you may be receiving would have to be through CQG. For example, you should have the [M] symbol when you have a chart for the E-Mini S&P 500 (ES), but you should not for the Crude Oil (CL) (if you do, let us know, as this would be confusing to us).

If you just want the CME Exchange data for real-time, then there is nothing else you need to do. If you want to have other CME Group exchanges for real-time data, then you can change your exchange options at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

Just keep in mind that when you activate an exchange, you pay the full monthly amount, regardless of how much time is left in the month. So if you activated an exchange today (October 20, 2021) you would pay the full amount just for the remaining 11 days of October and then pay again on November 1, 2021 for November.

---------------------

In terms of the $VIX, that is a CBOE index. They do not allow any data without paying for it. If you want to get that data then you would need to use the Sierra Chart Exchange Data Feed and enable the CBOE Indices. Refer to the information at the following link:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
[2021-10-21 01:04:18]
Steven P Leon - Posts: 63
i follow everything you are saying.
i was able to change the data feed to SC Data-All Services (data)
The only problem i sthat when i do that as the selected service it turns off my CQG Web API (trading) and I can only use SIM to trade on the DOM. I did look through what you sent me but I dont know how to have both active at the same time. It seems like i can only select one or the other under Current Selected Service(List) under Data/Trade Service Settings ?

Thank you
Steven
[2021-10-21 09:39:13]
Sierra_Chart Engineering - Posts: 2140
To do this, refer to:

https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#IntegrationWithTradingServices (Integration with Trading Services)
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
Date Time Of Last Edit: 2021-10-21 09:39:42
[2021-10-21 13:27:25]
John - SC Support - Posts: 12484
As noted above, the way you do what you want is you keep your Current Selected Service set to CQG and as long as you have the option for Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds is set to Yes, then you will get the Denali, and other data as we specified above.

There is no reason for you to change the Current Selected Service to SC Data - All Services, unless there is some data that you are not getting that you want, such as the delayed streaming data for EUREX, or other CME Group exchanges for which you are not already getting real-time data.

If you can tell us what you are wanting to accomplish, then we can tell you how to set it up.
[2021-10-21 19:17:51]
Steven P Leon - Posts: 63
I have tried doing what you pointed me to.

Am I supposed to be using the CQG symbols or the Denali symbols when I have the CQG trading account selected ?

I prefer to use the Denali symbols but if i try to use the Denali symbols with CQG trading selected, the DOM does not show any activity/depth of market ?
[2021-10-21 21:03:16]
John - SC Support - Posts: 12484
You need to use the CQG symbols when your Service is set to CQG and you need to use the SC Data - All Services Symbols when your Service is set to SC Data - All Services.

In order to quickly get the symbols set properly after you change your service, select Edit >> Translate Symbols to Current Service after you change your Service.

At this point, make sure that your service is set to CQG and then open your Chartbooks and select Edit >> Translate Symbols to Current Service.

After you do this, you will be getting the real-time data for the CME exchange from the Denali Exchange Data Feed and doing your trading with CQG.
[2021-10-22 12:03:31]
Steven P Leon - Posts: 63
What will happen if i terminate the CQG data feed with with my broker at the end of the month for example.
I assume I will still use the CQG symbols ?
I guess i always associated the symbols with the data feed and not the order routing. Sounds like i was not thinking about this correctly.
The (M) symbol refers to the Denali feed ? or something else ?
what does the (CBV) refer to ? e.g. F. US.EPZ21 (CBV)(M)
Thank you very much for your help.

My plan is to cancel my CQG data with my broker at end of the month and use Denali data only. I am also waiting for my brokers to approve use of the Sierra Chart order routing
[2021-10-22 16:26:30]
John - SC Support - Posts: 12484
What will happen if i terminate the CQG data feed with with my broker at the end of the month for example.
I assume I will still use the CQG symbols ?
I guess i always associated the symbols with the data feed and not the order routing. Sounds like i was not thinking about this correctly.

The symbols are associated with the trading (order routing) service, so you can get your trades routed properly. It does not have anything to do with the data feed. Most of the time both are the same, which is why you probably never thought about it.

The (M) symbol refers to the Denali feed ? or something else ?

It means that the data for that symbol is coming from Sierra Chart. Refer to the information at the bottom of the following section:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#AllowSupportSierraChartDataFeeds

what does the (CBV) refer to ? e.g. F. US.EPZ21 (CBV)(M)

CBV means (C)ontinuous Futures Chart, (B)ack Adjusted, (V)olume Based. Refer to the table here:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#TextIndicatorDescriptionTable
Date Time Of Last Edit: 2021-10-22 16:27:09

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