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Denali Data Feed

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[2021-12-29 17:16:14] #1 [Go To First Post]
Katherine Szewczyk - Posts: 8
Hi, I just started a sierra charts trial and understood that real-time Denali Data Feed is included. I was trying to look for a symbol EPH22 but it says it isn't available. Could you please help me navigate this issue? Thanks

[2021-12-29 17:39:14] #2 [Go To First Post]
John - SC Support - Posts: 31098
The real-time data from the Denali Exchange Data Feed is not included with the Trial. What is included is the delayed streaming data for the CME Group and EUREX. This data acts like real-time data, but is delayed by 10-15 minutes (depending on exchange). For more information on the delayed streaming data, refer to the following: Delayed Exchange Data Feed The other thing that you need to keep in mind is that each trading service uses a different symbol. The symbol you referenced - EPH22 - is not a correct symbol. It is part of the CQG symbol for the S&P 500 Index from the CME Group, but is not the full symbol needed. But, our servers show that you are not connected to CQG, but rather you are connected to SC Data - All Services. As such, you would need to use the symbol ESH22-CME. It is best to open a new chart for a symbol by using the File >> Find Symbol window, which will show you the proper symbols based on your service settings. Refer to the following for how to use the Find Symbol window: File Menu: Find Symbol (File) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 17:50:30] #3 [Go To First Post]
Katherine Szewczyk - Posts: 8
Hi, thanks for your prompt response. I have a couple of follow up questions since I'm a newbie to your service. Q1. Could you clarify what is the difference between CQG and the current connection to your services? Q2. Is there a difference between streaming EPH22 and ESH22-CME? Q3. What is the best way to connect to a CQG server? Thank you

[2021-12-29 19:35:08] #4 [Go To First Post]
John - SC Support - Posts: 31098
Q1. CQG is an order routing and data service. Your broker uses certain order routing companies (or perhaps does it themselves) in order to actually get your trade to the exchange. When the setting for Global Settings >> Data/Trade Service Settings >> Current Selected Service is set to SC Data - All Services (the default), then you are just connected to the data that is available for free from us (Sierra Chart). You are not setup to perform any live trading, as we are not a broker. Q2. It is not that there is a difference in streaming the different symbols, it's just that each company uses a different symbol and nomenclature. You do not really need to worry about that though, as once you are connected to your trading service, you can translate your symbols and you should use the Find Symbol window to find the symbol you want to open which will always show you the symbol for the service you are currently connected to. Q3. If your broker has you setup to use CQG for the order routing, then you would follow the instructions at the following link to connect your Sierra Chart to your CQG account: CQG Trading Platform Service: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 19:44:18] #5 [Go To First Post]
Katherine Szewczyk - Posts: 8
Okay great. My friend is connected to your server and the symbol at the bottom displays F.US.EPH22 [CBV] 1min. How can I connect to the same chart as him? Also he sent me a template that I want to implement onto the chart which includes order flow, however when I try to implement it onto the chart it says "This study requires a newer version of Sierra Chart or is no longer compatible". I tried it with the newest version and the one that he uses at the moment 2258. None of them are working. What can I do to retrieve the order flow? We are trying to replicate his chart on my end but we are struggling.

[2021-12-29 19:50:58] #6 [Go To First Post]
John - SC Support - Posts: 31098
Your friend is connected to his CQG account, which is why his symbol is "F.US.EPH22". Since you are using the Delayed Streaming Data from us, your symbol would be "ESH22-CME". It sounds like you have a chartbook from your friend, therefore open the chartbook and select Edit >> Translate Symbols to Current Service, which will translate the symbols to what you need them to be. In terms of the study, we are a bit confused as to why it works for your friend, but not for you - as there were changes from over a year ago that required updates to studies, but if your friend can run the study on 2258, then it should work for you. But, if the source code is available, then we would recommend rebuilding the study on the latest version and then you using that version of the study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 20:03:24] #7 [Go To First Post]
Katherine Szewczyk - Posts: 8
Okay great thanks. Since my friend is streaming in real time, is there a way for me to get real-time data via sierra? or should I also connect co CQG? Even after selecting "Translate Symbol to Current Service" the EPH22 symbol doesn't work, is it because of the delayed nature of my current streaming service? Yes we are also confused as to why the template works for him and not me, but he did get it a while back and not sure how to rebuild it onto the latest version. Is there any way you guys could help us if I send the template via private chat? Alternatively, do you have any recommendations on how to load order flow onto EPH22 chart or in my case ESH22-CME? Thank you.

[2021-12-29 20:11:33] #8 [Go To First Post]
John - SC Support - Posts: 31098
In order to get the data in Real-Time from us, you would have to connect to a live, funded, futures trading account. This is a requirement of the CME Group. For more information, refer to the following: Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges Do you have a trading account and is it setup to use CQG? The first thing with regards to the "template" is to ensure that you have the correct symbol for your setup. Is this a chartbook that you have from your friend? Or is it just the DLL? Please let us know what you have received in order for us to tell you how to proceed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 20:26:43] #9 [Go To First Post]
Katherine Szewczyk - Posts: 8
Okay so my friend says he pays 123 US dollars for sierra every month which includes advances + Denali Data Feed but at the same time recollects that he might have been connected to amp global when he first set up the account. Would that make sense as to why EPH22 real-time streaming works for him? On that note, can you clarify the benefits I receive from having for example amp global live trading account connected to sierra + additional sierra packages (Denali Data Feed) or just a live trading account on its own? Also since you clarified that the template only works for the correct symbol, I think the issue could be me trying to implement it on a delayed on ESH22-CME chart rather than real-time EPH22 chart, so I will try to sort it out first via making a live account and then see if it works.

[2021-12-29 20:38:06] #10 [Go To First Post]
John - SC Support - Posts: 31098
recollects that he might have been connected to amp global when he first set up the account. Would that make sense as to why EPH22 real-time streaming works for him? Your friend was, and still is, connected to CQG. Otherwise his symbol would be different. can you clarify the benefits I receive from having for example amp global live trading account connected to sierra + additional sierra packages (Denali Data Feed) or just a live trading account on its own? You will need to have a trading account in order to make trades. If you do not have a trading account and you are just wanting to do simulated trading for now, then just stay with the Delayed Streaming Data that we make available at no extra cost with any Sierra Chart package. You would not need to pay for real-time data if you are not actively trading. Otherwise, if you want to trade, and you have a trading account, then you will want to connect your Sierra Chart to that trading account. The specific instructions to do this will depend on what order routing service you get setup with through your broker. If you let us know what order routing service you are setup to use, then we can point you to the proper setup instructions. From there, you have a choice as to whether to get the data from your trading service or from us (Sierra Chart). Naturally, we feel that our data feed is superior, and we definitely have more historical data available (back to 2011 for every tick/trade from the CME Group). This would be our Denali Exchange Data feed - refer to the information (including Setup Instructions) for this data feed here: Denali Exchange Data Feed Also since you clarified that the template only works for the correct symbol, I think the issue could be me trying to implement it on a delayed on ESH22-CME chart rather than real-time EPH22 chart, so I will try to sort it out first via making a live account and then see if it works. The issue with the template is definitely not related to the delayed data. The delayed data acts the same as real-time data, so that is not the issue. But again, we really need to understand what exactly you are dealing with. Do you have a Chartbook, a DLL, a Study Collection, etc.? What exactly did you get from your friend? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 20:48:24] #11 [Go To First Post]
Katherine Szewczyk - Posts: 8
So I want to do live trading and for that reason I think I need live real-time data. So I understood I need to create an account with a broker and then use their data or your data. According my friends connection (ESH22-CME), we understood that he is still connected to CQG service (in this case amp global) but since he is paying sierra fees monthly, he must be getting data directly from you guys right? Regarding the template, when it was first sent to me, the file name ended in .cht. I went on youtube and watched instructions on how to add templates onto sierra chart and saw that the filenames ended in .StdyCollct so I changed it, added it to sierra data folder in C drive, then went on sierra "Analysis" tab and tried to implement it via there but it doesn't work saying "This study requires a newer version of Sierra Chart or is no longer compatible". Does the issue lay in me changing the name from .cht to .StdyCollct?

[2021-12-29 21:04:53] #12 [Go To First Post]
John - SC Support - Posts: 31098
So I want to do live trading and for that reason I think I need live real-time data. So I understood I need to create an account with a broker and then use their data or your data. According my friends connection (ESH22-CME), we understood that he is still connected to CQG service (in this case amp global) but since he is paying sierra fees monthly, he must be getting data directly from you guys right? It sounds like this is the case (that your friend is getting Sierra Chart and data from the Denali Exchange Data Feed) given what you stated he pays per month. He is then using AMP as his broker and they have him setup to use CQG for the order routing. Regarding the template, when it was first sent to me, the file name ended in .cht. I went on youtube and watched instructions on how to add templates onto sierra chart and saw that the filenames ended in .StdyCollct so I changed it, added it to sierra data folder in C drive, then went on sierra "Analysis" tab and tried to implement it via there but it doesn't work saying "This study requires a newer version of Sierra Chart or is no longer compatible". Does the issue lay in me changing the name from .cht to .StdyCollct? Yes, absolutely. You should not have changed the file extension. Change it back to .cht and then open it as a Chartbook by selecting File >> Open Chartbook. Refer to the following information: File Menu: Open Chartbook (File) Once the chartbook is opened, you will have a collection of charts that make up that Chartbook. You will first need to change the symbols by selecting Edit >> Translate Symbols to Current Service after which your charts should start to fill in with data. Let us know if you have any issues after that. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 21:39:52] #13 [Go To First Post]
Katherine Szewczyk - Posts: 8
Okay thanks guys. So I changed the filename back to .cht, put it into C folder sierra data, opened the chartbook, loaded the ESH22-CME and then translated the symbols to current service. So it looks like something has loaded but each indicator displays at the bottom of the tab seperately and even then its not sized to fit the screen. I will attach a screenshot, as you can see it shows order flow but its all in seperate tabs, it isn't moving with the time (the timer is static) and it isn't fitting the screen (I can't see the order numbers within the candlesticks). Could you give me advice on how to integrate them all into a single chart and fit the screen so that I can see the orders? Also I understand that it's delayed data, but how comes its static altogether?


Capture.JPG / V - Attached On 2021-12-29 21:39:33 UTC - Size: 306.91 KB - 135 views

[2021-12-29 21:47:37] #14 [Go To First Post]
John - SC Support - Posts: 31098
In the image you gave us, that is just the way that the person setup their chart. There are three regions with different indicators in each region of that chart. Refer to the following regarding regions: Working With Charts: Chart Window and Regions The top region has a Numbers Bars study on it, which tends to be hard to read due to the depth of the information in it. Refer to the following for information on scaling the Numbers Bars: Numbers Bars: Scaling a Numbers Bars Chart As to the chart being static - that is most likely due to your just having downloaded the historical data for that chart. As such, it actually downloads up to the current time. Therefore, you would need to wait 10 minutes for the delayed data to "catch up" to the data in the chart and then start printing forward in time. Just be careful, as in 13 minutes the CME stops for an hour, so don't be too impatient. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-29 22:58:16] #15 [Go To First Post]
Katherine Szewczyk - Posts: 8
Ah thanks John! You've been super helpful. Everything is working now. I will get back in touch if I need any more help. Have a good day.

[2021-12-30 14:52:44] #16 [Go To First Post]
User92573 - Posts: 481
Hi John That is one of the best threads I've read on why we often use CQG for order routing and possibly a different data connection for driving the platform, typically Denali/CQG. CQG is an order routing and data service. Your broker uses certain order routing companies (or perhaps does it themselves) in order to actually get your trade to the exchange. From there, you have a choice as to whether to get the data from your trading service or from us (Sierra Chart). Naturally, we feel that our data feed is superior, and we definitely have more historical data available (back to 2011 for every tick/trade from the CME Group). This would be our Denali Exchange Data feed. Nice and clear. Thank you.

[2021-12-31 03:54:36] #18 [Go To First Post]
1+1=10 - Posts: 270
Hi User528055. Yes, their delayed data is the exact same tick-by-tick data as the live data. All SC studies, indicators, etc. including Volume Profile work identically. I've been an SC user for years. The SC documentation explains in the link that follow: "The delayed data feed delivers identical performance to the real-time data feed. All of the functionality in Sierra Chart will continue to work the same as compared to when you are using a real-time data feed. The speed and performance of the data feed is the same other than it being delayed." (Delayed Exchange Data Feed)

[2021-12-31 13:53:07] #20 [Go To First Post]
1+1=10 - Posts: 270
You can do simulated trading on delayed data with any type of order. There’s 2 types of simulated trading — you can read the documentation to see the difference: Trade Simulation Simulated Futures Trading Service —————— I am not a representative of SC, Im just a user, so the following is my opinion but if you were intending to try live trading using delayed data, then don’t! You will just be throwing away your money. As a non-professional data subscriber, which requires a live trading account with some brokerage, you’d likely be paying around $40 month depending on the exchanges you subscribe to. If you feel like you can’t afford that you likely shouldn’t be trading.

[2021-12-31 15:02:25] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Hello, an Information: I intend to purchase the "service pack 10" subscription as it includes Denali data feed. As specified, your data feed provides deferred data free of charge accepting a delay of 10 '10 "(CME). My strategy is based on the volume profile. With data overdue, is it possible to have the volume profile? Is it also possible to have the volume profile on each single candle? Is the data tick by tick? Unfortunately it is not clear to me how it works with delayed data. Thank you If you just require delayed data you can use our Service Package 3 instead of 10. That package does support Volume Profiles. And you can do a volume profile in each single candle. The data is tick by tick. Package reference: Description of Service Packages and Pricing Refer to: Volume By Price Study: Introduction Specifically refer to: Volume By Price Study: One Volume Profile per Chart Bar 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: 2021-12-31 15:02:56

[2021-12-31 15:45:44] #22 [Go To First Post]
John - SC Support - Posts: 31098
In answer to your question about whether you can place a Market Order when using the delayed data, the answer is - yes, this can be done. Just be fully aware of what you are doing and that your data does not represent what is happening in the market at that moment. So when you place a Market Order it will be a price that is different from what is shown in your Sierra chart system. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-31 16:19:42] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you are placing an order in Trade Simulation mode, or the Simulated Futures Trading Service, the fill price will match the delayed data feed you are using. 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: 2021-12-31 16:19:59

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