Denali Exchange Data Feed
- Supported Exchanges
- *Setup Instructions*
- Controlling Number of Market Depth Levels (Opens a new page)
- Cancelling the Denali Exchange Data Feed
- Managing Bandwidth Usage with the Denali Exchange Data Feed (Opens a new page)
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.
There are 2 components to the cost for the Denali Exchange Data Feed.
- The Denali Exchange Data Feed itself which is prorated based upon when the data feed is activated within the month.
- 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.
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.
Follow the Step-by-Step instructions below to activate the Denali Exchange Data Feed for your account.
Notice: To receive the real-time CME Group futures data at the reduced exchange fees for Non-Professionals, requires that Sierra Chart is directly connected to one of the following supported futures Trading services and that you have a live, funded account with them: TransAct/Infinity, Interactive Brokers, Rithmic, CTS T4, TT (Trading Technologies) FIX, TD Ameritrade, GAIN Capital (OEC Trader), or CQG. Otherwise, the charts will not update in real time. For additional information on connecting to your live account, refer to Integration with Trading Services.
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:
- Account Preparation
- Sign the Agreements
- Activate Service
- Activate the Exchanges
- Sierra Chart Software Instructions
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 add the Denali Exchange Data Feed, and that your version of Sierra Chart has support for the Denali Exchange Data Feed.
- 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.
- 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. You also need to be sure it is topped up sufficiently before the beginning of the next month to cover the cost of the data feed for the next month. Otherwise, you will lose access to the market data feed service.
- 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. It is recommended to update to the latest Release 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.
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
- Select the link for Exchange Agreements.
- Go to the Available Agreements section on that page.
- Select the Uniform Market Data Subscriber Agreement.
- 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.
- Enter the required information at the bottom of the form and select the Submit button.
- Return to the Exchange Agreements page.
- Go to the Available Agreements section on that page.
- Select the CME Non-Professional Certification.
- Enter your name and select the Yes or No button as appropriate.
Activate Service (Denali Exchange Data Feed Setup Instructions)
This section activates the data feed itself. The selection of data feed is dependent on whether you are using the Sierra Chart Order Routing Service not.
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.
- Go to the Denali Exchange Data Feed section of the Services Activation page.
- 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.
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.
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.
- Go to the Activate/Deactivate Denali Exchange Data Feed Exchanges page.
- 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.
- Open the Sierra Chart software, if necessary.
- Select Global Settings >> Data/Trade Service Settings.
- Enable the Allow Support for Sierra Chart Data Feeds option.
- 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.
- 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.
- 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.
- 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.
- Select File >> Disconnect.
- Select File >> Connect to Data Feed.
- Select File >> Find Symbol on the menu.
- Select a particular futures symbol you want from the list.
- 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:
- Go to your Denali Exchange Data Feed Services section of the Activate Services webpage.
- If not already logged in, log in with the Sierra Chart account for which you want to cancel the data feed.
- Select the pulldown menu that lists the Denali Exchange Data Feed service that you are currently using, and change the selected option to Disabled.
- Select the Update/Set button.
- Close the webpage if desired.
*Last modified Tuesday, 29th October, 2019.