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Date/Time: Thu, 18 Jul 2024 08:14:36 +0000

[Locked] - CFE (CBOE futures) Exchange Fee Price Increase

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[2023-07-15 09:07:29]
Sierra_Chart Engineering - Posts: 15496
To reflect the increasing cost of providing Real-time CFE (CBOE Futures Data to Sierra Chart Users we are making the following significant price changes starting August 1st, 2023:

#1 CFE Top Of Book Data (Non-Professional) which was previously $3/month is now $10/month
#2 CFE Market Depth Data (Non-Professional) which was previously $5/month is now $12/month

#3 CFE Top Of Book Data (Professional) which was previously $15/month is now $25/month
#4 CFE Market Depth Data (Professional) which was previously $40/month is now $50/month

We have absorbed the price increase from CFE for 6 months now, should we be able to make changes in the future that lower the total cost of providing this CFE Feed, we will come back to you and reinstate the old pricing.

For Users that do not want to continue with the CFE Data you might consider the $VIX-inspired VOLQ instrument from Nasdaq Global Indices.

VOLQ-NQGI is still free and part of the Nasdaq Global Indices Feed which includes NDX (the Nasdaq 100 Cash Index under the symbol NDX-NQGI) and many other cash indices -- it's available for activation here:


VOLQ tracks the 30-day implied volatility in the at-the-money options of the Nasdaq-100 Index (NDX-NQGI).

"VOLQ is calculated throughout the trading day using published, real-time bid and ask quotes on 32 of the most liquid NDX options. VOLQ is based on options with a strike price exactly equal to the forward price of the underlying instrument. These options are considered precisely at-the-money, what traders look at most."
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:

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-07-15 09:11:32
attachmentNasdaq-100_Volatility_Index_VOLQ_Methodology_Reference_Guide.pdf - Attached On 2023-07-15 09:11:28 UTC - Size: 1.91 MB - 226 views

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