Login Page - Create Account

Denali Exchange Data Feed


Introduction

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

Up to 1400 levels of market depth data is provided for CME, CBOT, NYMEX, and COMEX.

Two simultaneous connections to this data feed are supported on the same computer only. Additionally, multiple instances of Sierra Chart on the same computer can use the data feed through the Accessing Market Data from Other Instances of Sierra Chart method.

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. The first month is free. Pricing is below.
  2. The Exchange Fees. These are billed in full each month no matter when they are activated.

    Some exchanges offer a trial until the end of the month they are activated in. So it does make sense to wait until the start of a new month before activating exchanges to take advantage of the trial, if you want.

    When a trial is activated for one exchange, there is no longer the possibility of trials for other related exchanges. For example you cannot activate the CME exchange and get a free trial and in the same month activate the CBOT exchange and get a free trial. You are only entitled to a trial of one of them.

The Sierra Chart software is an 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.

Activating exchanges is essential when using the Denali Exchange Data Feed. Otherwise, it offers no value to have the data feed active but not exchanges.

It must also be understood that when you have activated and are using the lower-cost nonprofessional CME exchange fees that these require a verified funded trading account with a supported trading service. For more information, refer to Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges.

The Denali Exchange Data Feed can be used with any of the Sierra Chart supported trading service providers or on its own.

When using the Sierra Chart Order Routing Service for trading, then the cost for the Denali Exchange Data Feed is reduced by 5 USD.

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

  • Denali Exchange Data Feed for SC Order Routing Service: 20 USD/month. This discounted price is provided when you are using the Sierra Chart Order Routing Service.
  • Denali Exchange Data Feed for other services: 25 USD/month.

The Denali Exchange Data Feed is free for the first month it is activated in. So it does make sense to wait until the start of a new month before you first activate the Denali Exchange Data Feed to take advantage of the trial, if you want.

If you already used the free trial of the Denali Exchange Data Feed at any time in the past, there is no longer a free trial. When you activate the data feed again in a different month, it is prorated based upon 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.

It must also be understood that in order to use the lower-cost nonprofessional CME exchange fees that these require a verified live funded futures trading account with a supported Trading service and Sierra Chart needs to connect to that account or in the case of the Sierra Chart order routing service has that account assigned to your Sierra Chart account. For more information, refer to Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges. Also, refer to Integration with Trading Services. A good recommended solution in most cases is to follow the Easy Solution to CME Funded Trading Account Requirement.

If you are not entitled to use one of the nonprofessional exchange fees, then you must pay for the higher-priced professional exchange fees for real-time data. For more information, refer to CME Exchange Fees for Professionals and Users Without a Supported Trading Account.

Exchange Price (USD/month) Market Depth Trading Account Required (*Info*) Symbol Link
Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts 31.20 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 10.40 USD / month CME, GBLX
CME, For professionals and users without a trading account 109.20 USD / month CME, GBLX
CME, For professionals - Netting CME, GBLX
CME E-mini, For professionals and users without a trading account 62.40 USD / month GBLX
CBOT with Market Depth for nonprofessional Trading accounts 10.40 USD / month CBOT, CBOTM
CBOT, For professionals and users without a trading account 109.20 USD / month CBOT, CBOTM
CBOT, For professionals - Netting CBOT, CBOTM
CBOT E-mini, For professionals and users without a trading account 41.60 USD / month CBOTM
COMEX with Market Depth for nonprofessional Trading accounts 10.40 USD / month COMEX, CXMI
COMEX, For professionals and users without a trading account 109.20 USD / month COMEX, CXMI
COMEX, For professionals - Netting COMEX, CXMI
NYMEX with Market Depth for nonprofessional Trading accounts 10.40 USD / month NYMEX, NYMI
NYMEX, For professionals and users without a trading account 109.20 USD / month NYMEX, NYMI
NYMEX, For professionals - Netting NYMEX, NYMI

Setup Instructions

Follow the Step-by-Step instructions below to activate the Denali Exchange Data Feed for your account.

It must also be understood that in order to use the lower-cost nonprofessional CME exchange fees that these require a verified live funded futures trading account with a supported Trading service and Sierra Chart needs to connect to that account or in the case of the Sierra Chart order routing service has that account assigned to your Sierra Chart account. For more information, refer to Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges. Also, refer to Integration with Trading Services. A good recommended solution in most cases is to follow the Easy Solution to CME Funded Trading Account Requirement.

At certain steps in the following instructions, depending on your browser, you may get a pop-up message asking the question Are you sure that you wish to continue?. When prompted with this, always select OK.

Be sure to go through all the required sections below that are part of these Setup Instructions. The following sections are all part of these Setup Instructions:

Denali Exchange Data Feed Activation

Account Preparation (Denali Exchange Data Feed Setup Instructions)

These are initial steps in the Setup Instructions for the Denali Real-Time Exchange Data Feed. The purpose of these steps is to ensure that your account balance has enough credit to pay for the Denali Exchange Data Feed, and that your version of Sierra Chart has support for the Denali Exchange Data Feed.

  1. Login to your account. You can access the Sierra Chart User Control Panel and login from within Sierra Chart, by selecting Help >> Account Control Panel.
  2. Add sufficient credit to the Services Balance on your account to cover the cost of the data feed for the current month. To do this, go to the Add Account Credit page. Refer to the image below.

    To determine how much credit you need to add, refer to the Pricing and the Supported Exchanges sections on this page.

    You also need to be sure your account has a sufficient credit balance before the beginning of the next month to cover the cost of the data feed and exchange fees for the next month. Otherwise, you will lose access to the market data feed service.
  3. The Denali Exchange Data Feed requires that the Sierra Chart software is at version 2057 or higher. To update Sierra Chart, refer to the Fast Update instructions. It is recommended to update to the current version.

Sign the Agreements (Denali Exchange Data Feed Setup Instructions)

This section of the Setup Instructions for the Denali Exchange Data Feed has you complete and sign the data agreements. The required agreements must be completed in order for Real-Time data to be supplied to your Sierra Chart software.

Denali Activation Exchange Agreements

The data agreements have questions related to whether you are considered a Professional or a Non-Professional Trader. If, for some reason, you do not understand whether you should answer a question a particular way based on what you believe your status to be, then stop the Setup process and post your question on the Sierra Chart Support Board.

It is necessary to electronically sign both the Uniform Market Data Subscriber Agreement and the CME Non Professional Certification

  1. Select the link for Exchange Agreements.
  2. Go to the Available Agreements section on that page.
  3. Select the Uniform Market Data Subscriber Agreement.
  4. Verify that the information at the top is correct. If any of it is incorrect, then exit from the agreement, go to Manage Account Information, and update your information, then select the Update Account Information button.

    Return to the Exchange Agreements and select the Uniform Market Data Subscriber Agreement.
  5. Enter the required information at the bottom of the form and select the Submit button.
  6. Return to the Exchange Agreements page.
  7. Go to the Available Agreements section on that page.
  8. Select the CME Non-Professional Certification.
  9. Enter your name and select the Yes or No button as appropriate. Select No if you are a Professional according to the exchange.

Activate Service (Denali Exchange Data Feed Setup Instructions)

This section activates the data feed itself. The selection of the right data feed option is dependent on whether you are using the Sierra Chart Order Routing Service not.

Denali Activation Select Service

The cost for the Data Feed is pro-rated for the current month. The pulldown menu for the selection of the Data Feed displays the cost for the remainder of the month followed by the full cost for following months.

  1. Go to the Denali Exchange Data Feed section of the Services Activation page.
  2. Select the pulldown next to the number 2 and select the appropriate Data Feed option. If this same Sierra Chart account is using the Sierra Chart Order Routing Service, then select the option for Denali Exchange Data Feed for SC Order Routing Service, otherwise select the Denali Exchange Data Feed for All Services.
    Denali Agreements Select Service Choice

Activate the Exchanges (Denali Exchange Data Feed Setup Instructions)

This section gives instructions to activate the specific exchanges for which Real-Time data is desired.

Denali Agreements Activate Exchange

The cost for the exchanges is in addition to the cost for the Denali Exchange Data Feed service. Therefore, it is necessary to have a sufficient Services Balance on your account to cover the cost of the Exchanges that will be activated.

You will not receive real-time data for symbols on exchanges that are not activated.

The CME Group of exchanges offer a trial for the first month they are activated in. This trial ends at the end of the month, so is not necessarily a full month.

When activating an exchange option that includes multiple Exchanges, it is not necessary to also activate the individual exchanges as well. The individual exchanges are an optional selection for those only need symbols from up to two of the CME Group of Exchanges. Otherwise, it is cheaper to activate the entire CME Group.

Denali Exchanges
  1. Go to the Activate/Deactivate Denali Exchange Data Feed Exchanges page.
  2. Select the Activate button for the exchange(s) that are required.

Sierra Chart Software Instructions (Denali Exchange Data Feed Setup Instructions)

This section of the Denali Exchange Data Feed Setup Instructions will go through the final steps that need to be performed within the Sierra Chart software in order to allow for the Real-Time data from the Denali Exchange Data Feed.

  1. Run the Sierra Chart software, if not already running.
  2. Select Global Settings >> Data/Trade Service Settings.
  3. Enable the Allow Support for Sierra Chart Data Feeds option.
  4. If you will be using the Denali Exchange Data Feed integrated with the Trading service you will be using Sierra Chart with, follow the Integration with Trading Service Instructions.
  5. If you will be using the Denali Exchange Data Feed independent of and not integrated with any particular supported Trading service, then select Global Settings >> Data/Trade Service Settings and set the Service to SC Data - All Services.
  6. If you are using one or more of the CME/NYMEX/CBOT/COMEX non-professional exchanges and you have your Service set to SC Data - All Services, then it is necessary to connect Sierra Chart at least once a month to your Trading account to qualify for the lower-priced fees. To do this, follow the Connecting Only Once a Month to Trading Account Instructions instructions.
  7. 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.
  8. Select File >> Disconnect.
  9. Open your Chartbooks through File >> Open Chartbook. After they are open, select Edit >> Translate Symbols to Current Service to translate the symbols.
  10. Select File >> Connect to Data Feed.
  11. Select File >> Find Symbol on the menu.
  12. Select a particular futures symbol you want from the list.
  13. 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.

Real-time Data Trial

Follow the instructions below for real-time data free trial. A trial is only going to be possible for those exchanges who provide a free trial.

  1. It needs to be understood that a free real-time data trial is connected the calendar month it is activated in.

    This means that when you activate a real-time connection which is free in the first month and you activate an exchange which is free in the first month, it is free until the end of that month. So if there are only 5 days remaining in the month you only have a free trial for the remaining 5 days. The next month you will be billed.

    Additionally, there is only one free trial possible. After you use it, there is no further entitlement to a free trial.

    So that is why it is advantageous if it is near the end of the month to wait until the next month to take advantage of the free trial.
  2. Follow the standard *Setup Instructions* on this page.
  3. When activating exchanges, you are only able to activate the exchanges listed in the CME Exchange Fees for Professionals and Users Without a Supported Trading Account section if you do not have a funded trading account with a supported trading service.

Connections

Denali Exchange Data Feed Connections on Same Computer Simultaneously

Up to 2 connections for the Denali Exchange Data Feed can be used on the same computer/device at the same time. This only applies to the same computer/device.

When exceeding the connection limit on a single computer, Sierra Chart will not be able to connect to the data feed and you will see this message in the Sierra Chart Message Log:

SC Data - All Services | Logon error received from server: Connection limit exceeded. | (Date-Time)

If you want to disable the use of the Denali Exchange Data Feed in an instance of Sierra Chart, then disable the Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds option in that instance of Sierra Chart.

Reconnect to the data feed after changing that option, with File >> Disconnect and File >> Connect to Data Feed. For additional information, refer to Integration with Trading Services.

It is possible to share this data feed to multiple installations of Sierra Chart on the same computer system. There are two ways this can be done.

The easiest way and recommended way is to simply use the File >> New Instance functionality to start a new instance of Sierra Chart. For complete documentation, refer to Using DTC Server for Data and Trading in Another Sierra Chart Instance.

The other method which would need to be used by separate installations of Sierra Chart on the same computer (not started using File >> New Instance), is documented in the Accessing Market Data from Other Instances of Sierra Chart instructions.

Denali Exchange Data Feed on Two Computers Simultaneously

When trying to access the Denali Exchange Data Feed on more than one computer/device at the same time, Sierra Chart will not be able to connect to the data feed and you will see this message in the Sierra Chart Message Log:

SC Data - All Services | Logon error received from server: Connection limit exceeded. | (Date-Time)

If you have a need to use the Denali Exchange Data Feed on a second computer at the same time, then you can pay for a second set of exchange fees. To enable this option go to the Denali Exchange Data Feed Exchanges webpage and set the option for Number of Systems to 2 Systems.

Denali Exchange Data Feed - Number of Systems

At the time that the Number of Systems is set to 2 Systems your account will be charged the full monthly exchange fees for all exchanges that are active, regardless of when in the month that this is activated. Note that only the exchange fees are charged, there is not an additional data feed fee.

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, 15th September, 2020.