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Date/Time: Wed, 17 Jul 2024 09:54:35 +0000



SPX Cash Index Feed

View Count: 2223

[2023-05-02 17:06:13]
Alex Q - Posts: 86
Greetings,

I'm looking to ascertain the best real-time data feed for the SPX cash index. I was using $INX but it appears to be delayed. Would an alternative be the symbol SPX500?
[2023-05-02 17:43:26]
John - SC Support - Posts: 33075
SPX500 is an option.

Also, you are setup to get data from the NASDAQ Global Indices, which has the symbol NQUS500LC-NQGI. Refer to the information at the following link for a comparison with SPX:
2023-04-11: Technical Notice and New NASDAQ Global Indexes Data Feed!

Also refer to the information at the following link for the NASDAQ Global Indices:
Denali Exchange Data Feed: Nasdaq Global Index Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-02 17:51:18]
Alex Q - Posts: 86
Okay got it. Thanks John, I believe using the symbol "SPX 500" will be the best option for me. I need the price range to be identical or as close a possible to the SPX Index. I've configured spreadsheet studies for calculating the differential between ES/SPX in order to plot SPX century figures/options strikes on my ES chart. For this I believe SPX500 will be the best option.
imageESM3.CME [CBV][M] 5 Min #12 2023-05-02 10_50_28.991.png / V - Attached On 2023-05-02 17:51:01 UTC - Size: 22.91 KB - 175 views
[2023-06-22 18:31:55]
Alex Q - Posts: 86
Is there any way to get an accurate real-time feed of the SPX cash index? I've built a system through the spreadsheet study to calculate the differential between ES and SPX which I then use in a myriad number of ways such as plotting specific SPX prices on the ES. Unfortunately the SPX feed accessed by the symbol "SPX500" is inaccurate as it is off by roughly 4.5 points at the moment. If the difference between the symbol 'SPX500' and the SPX cash index is static I could put it into the calculation and account for it?

Also, the symbol NQUS500LC-NQGI has totally different prices which renders it unusable for this purpose.
[2023-06-23 09:01:25]
Sierra_Chart Engineering - Posts: 15472
Is there any way to get an accurate real-time feed of the SPX cash index?
Not any longer directly from Sierra Chart.
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
[2023-06-23 16:49:47]
Alex Q - Posts: 86
Is there any plan to add this? With the 0-DTE's growing more and more popular it seems to be an imperative to pay very close attention to what is happening in the SPX. And when you say not directly is there another way to get accurate real time SPX cash index data onto a chart in Sierra?
[2023-06-28 22:39:58]
User682080 - Posts: 5
I am also looking for the SPX cash index.

I did not see a reply to the above post, so am curious if there are updates to re-add this feed.
Date Time Of Last Edit: 2023-06-28 22:43:44
[2023-06-29 13:40:43]
John - SC Support - Posts: 33075
There has not been anything done on this.

The alternative is to see if this data is available from your Trading Service, or you can see if IQ Feed has it. Refer to the following for IQ Feed:
DTN IQ Feed Data Service
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-11-28 16:42:25]
kienly03 - Posts: 13
since the last post 5 months ago, i was wondering if there were any work arounds to add the RT spx cash index or plans to in the near future?
[2023-11-28 16:56:51]
Sierra_Chart Engineering - Posts: 15472
No.
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
[2024-01-05 23:50:01]
Ryan Bailey - Posts: 53
I've been dealing with this for sometime after the removal of $INX and there is no good solution out there. I was recommended by Sierra to get my live SPX data from CQG and they did indeed have it. It was / is $13 a month. However it's not good data. What I mean by this is...
The daily and higher time frame is complete but when you go lower than this 4hr or below you only get about 1-3 weeks of data for whatever reason so if you are looking for any structure on a lower timeframe you are basically screwed. It's really sad because there is no good option from what I've found. I've actually been forced to go to trading view (I know redick) and they offer live CBOE SPX data for $4 a month. I love Sierra but IDK what they were thinking with removing $INX. If you look at or trade SPX Sierra has become obsolete
[2024-01-05 23:55:53]
Ryan Bailey - Posts: 53
Thanks John @Sierra Support
I just saw your thread on IQ feed and I will look into this option. Seems expensive but if it works and you guys connect to it then it may be the only option and something is better than nothing
[2024-01-05 23:57:35]
Alex Q - Posts: 86
Yes it’s unfortunate. I’ve created a spreadsheet study that autocalculates the difference between ES and SPX. You can enter SPX levels on the sheet such us important strikes, and they get autoplotted on the ES. The issue is that the available SPX symbol isn’t accurate, so the levels are off. I have to check the SPX symbol on think or swim and figure out the difference between that and the symbol Sierra provides and factor that into the formulas. It changes regularly so it has become quite a pain to factor into my trading intraday. Unfortunately, I have no choice as the SPX options market is integral to my trading.
[2024-01-05 23:59:42]
Alex Q - Posts: 86
I will look into something similar. So long as I can get an accurate feed of live SPX pricing it should be work beautifully.
[2024-01-06 01:02:21]
user_xyz - Posts: 387
Over the last few years SC has been evolving/improving certain data feeds. When they switched off the Barchart datafeed access to certain symbols like SPX, VIX etc became challenging. Often requiring using other third party solutions. I appreciated the effort with NASDAQ global indices but in reality I was very excited to see them moving here to the CBOE indices, this is the answer.

You all can read about the upcoming changes here hopefully sooner rather than later.

Some Changes to be Completed in the First Quarter of 2024
5. NASDAQ global indices is going to be discontinued. We will be replacing it with CBOE global indices which will include the volatility index and S&P 500.
[2024-01-18 18:39:07]
Alex Q - Posts: 86
Revisiting this again. I was considering trying IQ feed or CQG as suggested, but if I'm to understand correctly, I'd need to run it on a separate instance to get that data in addition to my main provider? The problem I'd then have is that I wouldn't be able to reference it it any way on my main instance? Is this correct? Also, what is the timeline for the CBOE data - that I am very excited for!
[2024-01-18 18:51:42]
Ryan Bailey - Posts: 53
So IQ feed seems to be a good alternative for they have full SPX data as well as everything else. It is expensive. $160-180 a month. They have a 2 week trial to check it out but this is an alternative.
As far as running separate instances. If you are using a separate broker to trade futures you will need to run the IQ feed on a completely different install. I've noticed this is the best choice if your not sharing data feeds and it keeps your main instance from bogging down.
Hope this helps
[2024-01-18 21:00:13]
Alex Q - Posts: 86
Thanks for the info, Ryan. It looks like this won't work unless there is something I'm missing or some kind of work around. I need an accurate SPX cash index to pull information from within the same instance of my ES charts. I think I may have to hold out for Sierra to add CBOE data?
[2024-01-18 21:37:08]
user_xyz - Posts: 387
I think SC is about a week away from CBOE datafeed that will have SPX data (see link above)
[2024-01-23 18:39:51]
goodthinkin - Posts: 4
Ditto to all above. Waiting patiently for SPX data. Any update on roll-out? All info and efforts appreciated !
[2024-03-12 17:37:17]
Alex Q - Posts: 86
Is there any update on when this will be available?
[2024-03-13 22:21:42]
User396 - Posts: 54
I would greatly appreciate it if there is any sort of eta for the cboe vix data feed.
[2024-03-15 04:33:09]
Sierra_Chart Engineering - Posts: 15472
We do not yet have the real S&P 500 cash index or the CBOE cash volatility index yet. That still is probably two months away.
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
[2024-04-18 01:39:37]
joshtrader - Posts: 470
Wow, I had no idea SPX and VIX were in the works. +100000 for this.

In the meantime, does anyone on this thread have SPX500, US30, or NAS100 data going back further than last October (intraday, not daily)?

If so, please reply here, I'm happy to provide anything I can to you to get some older data, as currently Denali only provides 6 months worth of backfill data.
[2024-04-19 00:35:00]
User823591 - Posts: 21
joshtrader,

Disclaimer: Always backup or make a copy of your existing Sierra Chart File Folder (should you want to revert any changes)


To download more than the default 186 days .... open your Data/ Trade Service Settings (common settings) and change that value.

I would recommend closing all open chartbooks & disconnecting the Data feed before proceeding on downloading any large amounts of data.

Reconnect the Data feed, open a New Chartbook & load the intraday file you wish to expand .... before proceeding make sure your Intraday Data Time Storage Unit is set to what you require (this also applies for the days to load).

If everything looks fine, left click on edit located in the upper left corner of your Sierra Chart instance & click on Delete All Data & Download

Go to the Chart Settings (Data Limiting) and take note of the (Date Range In File From) while the data is downloading.
If you need to make adjustments to this start date, you can stop the download and make the changes in the Data/ Trade Service Settings (common settings) and change that value.

You will just repeat the process for each file you wish to expand .... if you want to use a different Intraday Data Time Storage Unit for a specific file (you may want to disconnect & reconnect the Data feed each time).

When done updating all specified files you may want to change the days to load back to (186 days) or to whatever value you want.
Date Time Of Last Edit: 2024-04-19 01:02:00
imageDataTrade Service.JPG / V - Attached On 2024-04-19 00:04:39 UTC - Size: 202.98 KB - 86 views

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