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Denali Data Feed Does Not Have Real Time Data for Certain CME Group Symbols

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[2022-01-05 03:24:53] #1 [Go To First Post]
fykemang - Posts: 49
I do not see real time data for CME Group Symbols like Russian Ruble - CME, Dow Jones AIG Excess Return Index - CBOT, or Dow Jones Real Estate Index - CBOT. Are these symbols excluded from the Denali Data Feed or am I missing something? I have CME Group Top of Book Non-professional from Denali. I am using SC Data - All Services. I am looking at historical charts. Date Time Of Last Edit: 2022-01-05 04:18:49

[2022-01-05 12:27:09] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes this is correct. We are not seeing volumes on these other than for the Russian ruble so we could add that. 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: 2022-01-05 12:27:42

[2022-01-05 16:10:08] #3 [Go To First Post]
fykemang - Posts: 49
Yes, it would be great if you could add Russian Ruble. By the way, I have checked some other data feeds, and I see pretty reasonable volume on the latter two products as well. For example, if you look at the CME Group statistics for volume on these contracts, they seem pretty reasonable: https://www.cmegroup.com/markets/equities/dow-jones/dow-jones-rei.volume.html. How does Sierra Chart filter what products get included in the Denali data? Why not include all products from CME Group regardless of volume?

[2022-01-07 01:27:00] #4 [Go To First Post]
fykemang - Posts: 49
Is there any update on this? It would be great to have more CME Group products included in the Denali data feed with real time data.

[2022-01-07 16:24:14] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. We will set these up as soon as 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

[2022-01-14 14:37:21] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
When using SC Data-All Services you can now receive the real time data for the Russian ruble. 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

[2022-01-14 19:46:23] #7 [Go To First Post]
fykemang - Posts: 49
Thank you for the speedy update. However, what about Dow Jones AIG Excess Return Index - CBOT or Dow Jones Real Estate Index - CBOT? Why can't Sierra Chart provide real time data for all CME Group products?

[2022-01-17 05:15:53] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Not all the products are set up in order to maintain system efficiency. We have added : Dow Jones Real Estate Index - CBOT This one we cannot find in a product file we have from the CME: Dow Jones AIG Excess Return Index - CBOT 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: 2022-01-17 05:16:13

[2022-01-19 17:09:12] #9 [Go To First Post]
fykemang - Posts: 49
Thank you for adding Russian Ruble and the Dow Jones Real Estate Index, but it seems like the new data is off for some reason. Any ideas as to what is going on? I attached screenshots below. https://www.sierrachart.com/image.php?Image=16426120764.png The screenshot I pasted is for Dow Jones Real Estate Index, but Russian Ruble is the exact same. Date Time Of Last Edit: 2022-01-19 17:09:29

[2022-01-19 20:31:27] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These are both resolved now. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 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

[2022-01-25 23:58:15] #11 [Go To First Post]
fykemang - Posts: 49
How is it possible that this product: https://www.cmegroup.com/markets/agriculture/commodity-indices/bloomberg-commodity-index.quotes.html does not exist in the product file from CME? Why would this be the case?

[2022-01-27 03:41:11] #12 [Go To First Post]
fykemang - Posts: 49
Could you guys please also add RY (EUR/JPY Cross), AN (AUD/NZD Cross), AJ (AUD/JPY Cross)? Thank you so much.

[2022-01-28 00:47:31] #13 [Go To First Post]
User220914 - Posts: 239
Hello Sierra, can you please add the majors like platinum and palladium? thank you (comex) also do you have the major softs listed ? cotton sugar cocoa etc?

[2022-01-28 01:11:54] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will follow up with the posts in this thread. Regarding post 11 you do have to ask the CME that question. We do not know. 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

[2022-01-28 23:22:29] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding post #13, those symbols would be listed under NYMEX. These ones are ICE US: also do you have the major softs listed ? cotton sugar cocoa etc? 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

[2022-01-29 00:16:14] #16 [Go To First Post]
User5044343 - Posts: 67
Can you add the COR3M index from CBOE ? https://www.cboe.com/us/indices/dashboard/COR3M/

[2022-02-03 08:15:11] #17 [Go To First Post]
fykemang - Posts: 49
I appreciate the speed with which you guys move. Any updates on AN (AUD/NZD Cross) and AJ (AUD/JPY Cross)? Also, when I switch from SC Data - All Services to Teton Routing, I find that many of the previously added symbols are not available. For example, I get "Symbol Settings Not Found For Current Service" for Russian Ruble futures when I switch to Teton routing service. Can the symbols for SC Data - All Services be reflected to Teton? Also, when I am using SC Data - All Services, how come the chart for the FairX exchange has the [CBV-D] symbol in addition to the [M] symbol?

[2022-02-17 03:18:19] #18 [Go To First Post]
fykemang - Posts: 49
Any updates on these issues? Is this just in the backlog? Date Time Of Last Edit: 2022-02-17 03:18:30

[2022-02-22 02:02:45] #19 [Go To First Post]
Sierra_Chart Engineering - Posts: 14106
We are working on this 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-02-27 23:42:38] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These have been added: AN (AUD/NZD Cross) and AJ (AUD/JPY Cross)? Also, when I switch from SC Data - All Services to Teton Routing, I find that many of the previously added symbols are not available. For example, I get "Symbol Settings Not Found For Current Service" for Russian Ruble futures when I switch to Teton routing service. Can the symbols for SC Data - All Services be reflected to Teton? The list of symbols that you see for Teton is going to primarily include what is tradable or what normally would be allowed to be traded by the clearing firms. Also, when I am using SC Data - All Services, how come the chart for the FairX exchange has the [CBV-D] symbol in addition to the [M] symbol? This is because there are no rollover rules set up. We need to get the rollover specifications for these contracts. 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: 2022-02-27 23:43:24

[2022-03-07 20:34:22] #21 [Go To First Post]
czapeczek - Posts: 13
It's now explicit from the thread - are you also are going to work on COR3M?

[2022-03-10 05:24:24] #22 [Go To First Post]
fykemang - Posts: 49
In regards to #20, I am seeing data for AJY and ANE, but I see no continuous futures chart for them. Can I get the continuous data for those contracts setup as well? Also, is it possible to set up the rollover specifications for J7 (E-Mini JPY/USD) so I also get continuous futures data for that contract?

[2022-03-18 13:12:08] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding post #22, this is now all done. Update the symbol settings and re-download the data in the chart. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings And refer to: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data We still have to check on this: Also, is it possible to set up the rollover specifications for J7 (E-Mini JPY/USD) Regarding post #21, we do not know about this. This depends upon what our data provider is offering. 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: 2022-03-18 13:12:44

[2022-03-18 15:30:57] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes this is now done: Also, is it possible to set up the rollover specifications for J7 (E-Mini JPY/USD) 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

[2022-11-03 10:10:36] #25 [Go To First Post]
User686802 - Posts: 69
I saw COR3M from CBOE asked for since Feb 2022, I am switching to Denali from InteractiveBrokers, I need https://www.cboe.com/us/indices/dashboard/cor3m/ -- I have to switch now because of my current package 5 plan ended, now package 11. I really want to stick with Denali but the COR3M is the last bit I still have to use InterativeBrokers for --which is a sad and shameful situation. Why is the specific issue COR3M being ignored and off the radar since Feb ???

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