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Denali Exchange Data Feed


Introduction

The Denali Exchange Data Feed provides real-time and historical data for the CME, CBOT, NYMEX, and COMEX exchanges.

Two simultaneous connections to this data feed are supported, and there are no symbol limits imposed as to how many symbols you can receive real-time data on concurrently.

This is a high quality and low latency data feed that provides tick by tick data.

In order to use this data feed, the Sierra Chart software needs to be at version 1967 or higher.

If only historical data is required, then use the Sierra Chart Historical Data Service instead.

If Real-Time data is required from any exchange other than the CME Group of exchanges, then it is necessary to use the Sierra Chart Real Time Exchange Data Feed instead of this data feed.

The information on this page is specific to the Denali Exchange Data Feed. For general information that applies to both the Denali Exchange Data Feed and the Sierra Chart Exchange Data Feed, refer to the Real-Time Exchange Data Feeds Available From Sierra Chart page.

Pricing

There are 2 components to the cost for the Denali Exchange Data Feed.

  1. The Denali Exchange Data Feed itself which is prorated based upon when the data feed is activated within the month.
  2. The Exchange Fees. These are billed in full each month no matter when they are activated.

Exchange fees and the cost for the Sierra Chart software are at additional cost. Refer to the Supported Exchanges section for the required exchange fees for each exchange. Also, refer to the Cost of Sierra Chart for pricing for the Sierra Chart software.

The Denali Exchange Data Feed can be used with any of the Sierra Chart supported trading service providers. But when using the Sierra Chart Order Routing Service for trading, then the cost for the Denali Exchange Data Feed is reduced.

The following is the pricing for the Denali Exchange Data Feed itself.

  • Denali Exchange Data Feed for SC Order Routing Service: 20 USD/month.
  • Denali Exchange Data Feed for other services: 25 USD/month

The Denali Exchange Data Feed does not have a trial period option. The cost for the data feed itself, however, is pro-rated based on the number of days left in the month in which it is activated.

To get started using the Denali Exchange Data Feed, follow the Setup Instructions on this page.

For further information refer to the Understanding Sierra Chart Exchange Data Feeds Pricing and Automatic Renewal section of the Real-Time Exchange Data Feeds Available From Sierra Chart.

Supported Exchanges

The Denali Exchange Data Feed offers support for the exchange options listed in the table below.

The CME Group of exchanges have trials for the first month which means there will be no cost for that exchange during the month it is activated in. The following month will be billed at the full price.

To activate any of these exchanges for the Denali Exchange Data Feed, go to the Denali Exchange Data Feed Available Exchanges section. A Real-time Data Connection must also be activated before an exchange can be activated.

Exchange Price (USD/month) Market Depth Trading Account Required Symbol Link
Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts 15.75 USD / month CME, GBLX, CBOT, CBOTM, COMEX, CXMI, NYMEX, NYMI
Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts 3.25 USD / month CME, GBLX, CBOT, CBOTM, COMEX, CXMI, NYMEX, NYMI
CME with Market Depth for nonprofessional Trading accounts 5.25 USD / month CME, GBLX
CME, For professionals and users without a trading account 115.50 USD / month CME, GBLX
CME E-mini, For professionals and users without a trading account 42.00 USD / month GBLX
CBOT with Market Depth for nonprofessional Trading accounts 5.25 USD / month CBOT, CBOTM
CBOT, For professionals and users without a trading account 115.50 USD / month CBOT, CBOTM
CBOT, mini-sized products only (For users without a trading account) 21.00 USD / month CBOTM
COMEX with Market Depth for nonprofessional Trading accounts 5.25 USD / month COMEX, CXMI
COMEX, For professionals and users without a trading account 115.50 USD / month COMEX, CXMI
NYMEX with Market Depth for nonprofessional Trading accounts 5.25 USD / month NYMEX, NYMI
NYMEX, For professionals and users without a trading account 115.50 USD / month NYMEX, NYMI

Note that in order to use the lower priced, nonprofessional exchange data, the CME Group requires that the user have a live, funded, futures trading account. For more information, refer to Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges.

Setup Instructions

Prior to starting the setup for the Denali Exchange Data Feed, it is first necessary to ensure that you have a sufficient Services Balance in your Sierra Chart account to cover the costs for the first month. To check your balance and/or make a payment to your account, go to the Make a Payment page.

The Denali Exchange Data Feed requires that the Sierra Chart software is at version 1967 or higher. Before you are able to use the Denali Exchange Data Feed within Sierra Chart, you will need to update Sierra Chart, if necessary, using these Fast Update instructions.

  1. Go to the Services Activation page.
  2. Complete the market data agreement(s) by selecting the link for Exchange Agreements.

    You must complete the following two agreements.
    • Uniform Market Data Subscriber Agreement
    • CME Non Professional Certification
  3. Activate the data feed by selecting the appropriate option under the Denali Exchange Data Feed on the Services Activation page.

    There are two data feed options available:
    • One for 20 USD per month that is to be selected when using the Sierra Chart Order Routing Service.
    • One for 25 USD per month that is to be selected when using any other supported Trading service or if you will not be using it with any Trading service.
  4. Activate the exchanges by going to the Activate/Deactivate Denali Exchange Data Feed Exchanges page. Activate the exchanges you require.
  5. Select Global Settings >> Data/Trade Service Settings. Enable the Allow Support for Sierra Chart Data Feeds option.
  6. If you want to use the Denali Exchange Data Feed integrated with the Trading service you will be using Sierra Chart with, follow the Integration with Trading Service Instructions.
  7. If you want to use the Denali Exchange Data Feed independent and not integrated with any particular supported Trading service, then select Global Settings >> Data/Trade Service Settings. Set the Service to SC Data - All Services.
  8. If you are using one of the CME/NYMEX/CBOT/COMEX nonprofessional exchange fees (lower-priced fees), then it is necessary to connect Sierra Chart at least once a month to your Trading account if you are using the SC Data - All Services Service. To do this, follow the Connecting Only Once a Month to Trading Account Instructions instructions.
  9. In Sierra Chart, select Global Settings >> Symbol Settings. Press the Update From Server button. Wait for the button to reenable and then press OK. This step is not necessary, but it is just precautionary to make sure you have up-to-date symbol settings.
  10. Select File >> Disconnect.
  11. Select File >> Connect to Data Feed.
  12. Select File >> Find Symbol on the menu.
  13. Select a particular futures symbol you want from the list.
  14. Press the Open Historical Chart, Open Intraday Chart, or Open Trading DOM button depending upon what you want to open.

The setup is complete and you should be receiving Real-Time data from the Denali Exchange Data Feed. You will know that this data feed is being used when you see an [M] indicator after the Symbol on the top line of the chart or Trade DOM.

If you do not see an [M] indicator after the symbol on the chart and you have activated the exchange the symbol is on, then symbol mapping may need to be set up by Sierra Chart support. In this case, contact Sierra Chart Support and let us know what specific symbols you do not see this indicator for.

If you have been using a different data feed, then you may want to re-download the data in your charts to get the best quality of data into the charts. You can do that by going to the chart and selecting Edit >> Delete All Data and Download. You only need to do this once for each symbol and chart type (Historical or Intraday). You should only do this for charts that have an [M] after the symbol, since those are the ones that are using this new data feed.

Cancelling the Denali Exchange Data Feed

Cancelling the Denali Exchange Data Feed is very straightforward and only requires a few steps. Once cancelled, the Denali Exchange Data feed along with the exchanges will continue to be available until midnight of the last day of the month in UTC time. There are no refunds for unused usage time associated with the Denali Exchange Data Feed.

In order to cancel your service to the Denali Exchange Data Feed, follow these instructions:

  1. Go to your Denali Exchange Data Feed Services section of the Activate Services webpage.
  2. If not already logged in, log in with the Sierra Chart account for which you want to cancel the data feed.
  3. Select the pulldown menu that lists the Denali Exchange Data Feed service that you are currently using, and change the selected option to Disabled.
  4. Select the Update/Set button.
  5. Close the webpage if desired.

*Last modified Tuesday, 27th August, 2019.