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Date/Time: Sat, 20 Apr 2024 13:26:59 +0000



Help!! activating Denali feed ..

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[2022-03-21 08:56:14]
Sierra Chart Engineering - Posts: 104368
Being that Sierra Chart provides CME Group data directly from the exchange and delivers this data reliably, and comprehensively, it only makes sense that we do not support CME market data from any other source and only our own.

This will provide our users the most reliable data, the most complete data (historical, Real-time, market depth, and market by order data), and consistent data.

Our data feeds provide all of the data that Sierra Chart users require. Sierra Chart has extensive market data needs which cannot be met by CQG . Users will have less or no issues, and all users receive the same data. This is on a highly reliable and redundant network with multiple ISPs. It reduces our support load, gives users the best impression of Sierra Chart. It is foolish for us to be supporting CQG CME and EUREX data at all. And we will not do that and our position on this is very clear and firm.

So we cannot accept the claims that you are making and if CQG is actually providing you market depth data with the fee that you are paying of about 3.50 USD per month, we are going to report them to the CME because they are violating their market data policies. Although we really do not think they are doing that and there is some other explanation here.

And be sure to refer to our two posts above so they are not overlooked. Thank you.
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: 2022-03-21 09:02:37
[2022-03-21 12:00:12]
Edge Clear - Posts: 17
User630795,

To avoid confusion about data fee rates for CME products, we would like you to refer to this document from CME that details what the exchange real-time data fees actually are: https://www.cmegroup.com/files/download/cme-market-data-fee-list-jan-2022.pdf (updated CME Group Fee List)

See the highlighted version: https://downloads.edgeclear.com/webassets/images/CME%20Data%20Fees.jpg

CQG charges $33 for full depth (anything more than just the inside bid or ask which is also known as top-of-book). So top-of-book is just the best bid/ask and that is charged at $3 + vendor fee for all 4 CME exchanges. It is possible that you were paying $3.50 as mentioned but your clearing firm is not rebilling the correct amount against your account. Clearing firms often get a massive bill from data vendors and they are responsible for distributing the costs to the individual accounts. The correct amount you should be paying is shown in the CME document image above.

Edge Clear is more than happy to assist you with analyzing your fee structure and helping you find ways to save money including through competitive commissions/fees. Please feel free to reach out to us at https://edgeclear.com/sierrachart or by calling us at 773-832-8320 / 1-844-872-3320.

We look forward to welcoming you as a Sierra Chart user and a new member of Edge Clear or pointing you in the right direction.



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Date Time Of Last Edit: 2022-03-21 14:38:55
[2022-03-21 16:53:46]
AD544 - Posts: 64
CQG charges $33 for full depth (anything more than just the inside bid or ask which is also known as top-of-book). So top-of-book is just the best bid/ask and that is charged at $3 + vendor fee for all 4 CME exchanges.

Exactly! I confirm that

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