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Date/Time: Mon, 17 Jun 2024 06:03:18 +0000



No market depth data - Denali

View Count: 114

[2024-04-26 10:52:34]
parwizsierra1 - Posts: 1
Hi,

I am using rythmic with denali data feed, yet I am not getting any market depth data beyond the current price bid/ask.

Things I have checked:

(1) Subscribed to appropriate denali exchange - Yes, subscribed to "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts" - incluides Market Depth data.

(2) Allow Support for Sierra Chart Data Feeds is enabled.

(3) I have checked chart market depth settings and changed it from default 10 to 50 and no change.

(4) Checked the Message Log. It looks is correct (see below):

2024-04-22 11:09:56.920 | Enabled for: Advanced Features 2.
2024-04-22 11:09:56.920 | Enabled for: Sierra Chart Historical Data Service.
2024-04-22 11:09:56.920 | Enabled for: Denali Real-Time Exchange Data Feed.
2024-04-22 11:09:56.920 | Enabled for: Delayed Denali Exchange Data Feed.
2024-04-22 11:09:56.920 | Enabled for exchange2: CME (Trading Account Required)
2024-04-22 11:09:56.920 | Enabled for exchange2: CBOT (Trading Account Required)
2024-04-22 11:09:56.920 | Enabled for exchange2: COMEX (Trading Account Required)
2024-04-22 11:09:56.920 | Enabled for exchange2: NYMEX (Trading Account Required)
2024-04-22 11:09:56.920 | Enabled for exchange2: EUREX EOBI
2024-04-22 11:09:56.920 | Allow Support for Sierra Chart Data Feeds is enabled.
2024-04-22 11:09:56.920 | Current selected Data/Trading service: Rithmic Direct - DTC
2024-04-22 11:09:56.920 | Custom symbol settings values: enabled


Note: for DAX (FDXM0624.EUREX) I get all market depth so im not sure why I do not get the same for all symbol on the other main exchanges such as CME/CBOT/COMEX and NYMEX.
Also - all my charts have the [C] symbol after as they're continuous contracts but no other symbols, if that is any clue to whats going on here...
Date Time Of Last Edit: 2024-04-26 10:55:07
[2024-04-26 11:55:23]
Sierra_Chart Engineering - Posts: 14941
Regarding this exchange:

(1) Subscribed to appropriate denali exchange - Yes, subscribed to "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for non-professional Trading accounts" - incluides Market Depth data.

The reason you are not getting real-time data from the Denali Data Feed, and historical data from the Denali Data Feed in the case of when using an external Trading service (Rithmic, CQG, Interactive Brokers), from the CME Group of exchanges is that you activated the *Non-Professional* exchange fees. However, you have not verified in the last month that you have a live, funded, futures trading account, which the CME needs in order to allow you data at the lower priced fees.

Refer to the "Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges" section here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges

Rithmic paper trading or trading evaluator accounts are not considered a live funded futures trading account.

Refer to the following for instructions on how to connect once a month to your *live funded* trading account to qualify for the lower-priced exchange fees:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees

If you do not have a funded trading account or one with a supported Trading service, then refer to this solution:
Easy Solution to CME Funded Trading Account Requirement

Consider the above solution to avoid this problem in the future.
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

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