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Date/Time: Fri, 29 Mar 2024 08:50:46 +0000



Not gettng bid/ask orders on my DOM today

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[2014-07-03 14:15:22]
todds - Posts: 64
There are no bid/ask orders on my DOM today.

Thanks
[2014-07-03 16:03:36]
Sierra Chart Engineering - Posts: 104368
We see you are using the Sierra Chart Real-time Exchange Data feed and you have activated the CME exchange which does not include market depth.

Therefore, you will not see market depth data. Only the best bid and ask.
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
[2014-07-03 18:04:19]
todds - Posts: 64
So for the past many months I have been using the Sierra charts real time data feed with no problems including with the DOM. Yesterday I was told that I needed to add the CME exchange fee for $3.25, and that this was a new requirement in order to get real time data from the Sierra Charts Data feed, so I did. Now I no longer have market depth.

How do I use the Sierra Charts data feed and also get market depth like I had before these changes?
[2014-07-03 18:05:43]
todds - Posts: 64
The reason I was told that I needed to add the CME fee is because I was not getting the data from the Sierra Charts data feed. (there was no [M]
[2014-07-03 22:11:09]
Sierra Chart Engineering - Posts: 104368
Right, this is correct. But to also get market depth which we did not know that you needed, you need to choose the 15.75 USD CME exchange fee.

The problem is if you activate this exchange fee now, then for this month you would be charged 19 USD for both of these fees together. Would that be all right? If so, we will go ahead and do that for you. It is very difficult to avoid this. Once these fees are billed, they are not refundable.
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: 2014-07-03 22:13:05
[2014-07-04 00:21:38]
todds - Posts: 64
just so I am clear about what has changed and what I will need to pay in the future, in summary:

Previously, I was able to get bid/ask and market depth data with just the Sierra Charts Real Time data feed and the Sierra Charts platform. This was a $35/mo charge and a $27/mo charge for a total of $62.

Now if I want the same data I pay the $62 plus an extra $15.75 for the CME exchange. Correct?

Question 1: when did the new CME charge go into effect?

Question 2: Do you know of a data feed that provides 20 levels of market depth for futures?


[2014-07-04 00:39:49]
Sierra Chart Engineering - Posts: 104368

Now if I want the same data I pay the $62 plus an extra $15.75 for the CME exchange. Correct?
Yes this is correct.

1. The CME began to charge exchange fees effective March 1, 2014 and it has caused a lot of problems and there are a lot of unhappy customers and brokers. So we know about the problems and they know about the problems.

2. The CME does not offer 20 levels of depth on any of their products. We know because we have our own direct CME feed and we have never seen more than 10 levels.
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

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