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Date/Time: Sat, 20 Apr 2024 10:54:27 +0000



Accessing Denali Exchange Data Feed CME/CBOT/NYMEX/COMEX Exchanges in Mainland China

View Count: 1029

[2021-11-26 16:05:15]
DLi - Posts: 5
Morning!

I'm wondering whether there's any latency in real-time data if I'm accessing the data feed in mainland China (compared to accessing the data feed in the U.S.)? Also, which server would you suggest using while I'm in China?

To clarify: I want to access real-time future data (Denali Exchange Data Feed CME / CBOT / NYMEX / COMEX Exchange) as a non-professional user. I understand there will be an extra cost in addition to the standard service package. This question is to confirm whether my location influences data quality and speed since I need to move around.

Thank you!
Date Time Of Last Edit: 2021-11-26 16:06:01
[2021-11-26 16:12:46]
Sierra Chart Engineering - Posts: 104368
You really have to test this. We have activated your account. Test the Delayed Exchange Data Feed.

You should only notice a delay of 10 minutes and not more. Documentation:
Delayed Exchange Data Feed

The server that you would use will be automatically selected. But if you would like to use a server on the West Coast of the US we can designate that as the primary. Let us know. Although this will not affect delayed data. Only real time.
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: 2021-11-26 16:13:46
[2021-11-29 01:20:30]
DLi - Posts: 5
Thank you. If the delayed exchange data don't delay more than 10 minutes (meaning physical location won't cause a noticeable latency), does that mean there won't be a noticeable latency (say 0.5 seconds) in real-time data?

I'll use the automatic server for the test.
[2021-11-29 02:57:40]
User897008 - Posts: 48
If you use automated trading, you can choose to place your server in the United States.
The network latency from China's first-tier cities to Chicago can be less than 300ms.

@SierraChart, Are you planning to start your cooperation project with Xinhu Futures(broker)? I recommend you to them, will there be no follow-up after you have a skype meeting? It's been over a year.
Date Time Of Last Edit: 2021-11-29 02:58:12
[2021-12-02 07:10:51]
DLi - Posts: 5
Hi @Sierra Chart Engineering,

Does "DD:00:10:10 (delayed)" on the graph below (circled in red) mean delayed time is 10 minutes and 10 secs?

Thank you
imageDelayed data test.png / V - Attached On 2021-12-02 07:08:58 UTC - Size: 233.61 KB - 163 views
Attachment Deleted.
[2021-12-02 08:19:04]
DLi - Posts: 5
Hi @Sierra Chart Engineering,

I ran the message log as instructed on https://www.sierrachart.com/index.php?page=doc/helpdetails4.html#SierraChartExchangeDataFeeds.

Most metrics look good, but I couldn't tell if the TransmissionDelayInMilliseconds metric is good enough.

On my log, transmissionDelayInMillioseconds=200, which is larger than the example given (see attached: the example shows 15).
- I'm not sure whether it's considered lagging? And if it indicates a data lag, what would be a good range?
- Or it's 200 only because I set Remote Buffer Delay Send Time in Milliseconds at 200? If this is the case, would you suggest setting it at a lower number? The instruction page says setting Remote Buffer Delay Send Time in Milliseconds between 100-200 for efficient data transfer so I set it at 200.

Thank you!

Daisy
Date Time Of Last Edit: 2021-12-02 08:21:05
imageSierra Chart Message Log Example.png / V - Attached On 2021-12-02 08:11:56 UTC - Size: 334.85 KB - 160 views
[2021-12-03 17:52:01]
Sierra Chart Engineering - Posts: 104368
Thank you. If the delayed exchange data don't delay more than 10 minutes (meaning physical location won't cause a noticeable latency), does that mean there won't be a noticeable latency (say 0.5 seconds) in real-time data?
Yes this is correct.

@SierraChart, Are you planning to start your cooperation project with Xinhu Futures(broker)? I recommend you to them, will there be no follow-up after you have a skype meeting? It's been over a year.
We were intending to use the FIX protocol which we can work with relatively easily. The problem was that protocol was no longer available for market data and then it required an API component which is something that we do not support and would be much more involved to interface to and have a lot of complications.


Does "DD:00:10:10 (delayed)" on the graph below (circled in red) mean delayed time is 10 minutes and 10 secs?
Yes that is the correct delay time.

- Or it's 200 only because I set Remote Buffer Delay Send Time in Milliseconds at 200? If this is the case, would you suggest setting it at a lower number? The instruction page says setting Remote Buffer Delay Send Time in Milliseconds between 100-200 for efficient data transfer so I set it at 200.
Yes this is a correct understanding and 100 or 200 would be fine. You could go a little lower like 80.
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: 2021-12-03 17:52:34
[2022-05-11 05:48:47]
User125278 - Posts: 5
博主你好,我也是中国用户
是否能向你请教一下你是如何成功使用CME非专业交易账户的么?

目前我知道的信息是在SC购买服务包后,通过支持SC的经纪商开户
但我遇到的问题是,国外的经纪商需要提供地址证明才能开户(到底要提供什么材料才能算是地址证明?),并且只接收电汇的方式入金,因为开户的目的是满足CME非专业交易用户的资格,并没有打算在开户的平台做交易,所以想用低成本来完成这件事,我咨询过招商银行,客服说电汇最低的费用是200+转账金额的%,而且不支持教育之外的电汇。

请求博主的帮助,感谢
[2022-05-11 10:14:51]
User897008 - Posts: 48
随便找一个保证金和佣金合适的期货公司开户就好啊。
你可以加我微信 lwq315
[2022-06-15 09:15:36]
Sierra_Chart Engineering - Posts: 14017
Regarding post #8, we see your Sierra Chart account is expired now. We have given you a new trial.

Also update Sierra Chart to the current version following these instructions:
Software Download: Fast Update

If you want CME Group real-time data and you do not have a funded trading account with one of the supported trading services already, you can follow this "solution" we have documented here:

Easy Solution to CME Funded Trading Account Requirement
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-15 10:28:58]
George Xia - Posts: 9
Regarding post #8, we see your Sierra Chart account is expired now. We have given you a new trial.
关于第八贴,我们发现你的 Sierra Chart 账户试用期过期了,已经给你延期了。

Also update Sierra Chart to the current version following these instructions:
请你下载最新版本的 Sierra Chart, 使用下方链接:

Software Download: Fast Update

If you want CME Group real-time data and you do not have a funded trading account with one of the supported trading services already, you can follow this "solution" we have documented here:
如果你需要 CME 的实时交易数据 同时不想创建真钱账户,你可也使用下方链接的办法:

Easy Solution to CME Funded Trading Account Requirement

我能提供中文客服
Email:george@sierrachart.com
George
Date Time Of Last Edit: 2022-06-15 10:36:25

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