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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, COMEX, and EUREX exchanges.

Up to 1400 levels of market depth data per side (bid/ask) is provided for CME, CBOT, NYMEX, and COMEX.

All levels of market depth data is provided for the EUREX.

Two simultaneous connections to this data feed are supported. Any number of 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.

Refer to Denali Exchange Data Feed on Two Computers Simultaneously for information about how to access this data feed on two computers at the same time.

There are no symbol limits imposed as to how many symbols you can receive real-time data for concurrently.

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

The Denali Exchange Data Feed, is not specific to any particular broker or clearing firm. It is a Sierra Chart data feed which you can subscribe to and pay for directly from your own Sierra Chart account without any involvement of a broker. It provides market data only. It can be used with any Trading service including the Sierra Chart Order Routing Service. Refer to Integration with Trading Services for setting up the Denali Exchange Data Feed with your trading provider.

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 or EUREX, 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. This fee is $10.00 USD / month before discount when paying for multiple months and is included with software packages 10, 11, and 12. Refer to the Service Packages page for pricing for these packages.
  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 in which it was activated. So it does make sense to wait until the start of a new month before activating exchanges to take advantage of the trial.

    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.

Activating exchanges is essential when using the Denali Exchange Data Feed to be able to receive the real time data. Otherwise, data for the symbols an exchange fee is not active for, will still be delayed.

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.

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 in which it is activated. 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 Activate / Deactivate Denali Exchange Data Feed Exchanges [CME / CBOT / NYMEX / COMEX] section for CME Group exchanges. For EUREX, go to Activate / Deactivate Denali Exchange Data Feed Exchanges [EUREX]. All steps prior to Activating the Exchange must be completed prior to activating an exchange.

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 have 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 recommended solution in cases where a trading account is not available through one of the supported services, is to use 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.

In order to avoid paying exchange fees twice when using the Denali Exchange Data Feed with a supported Trading service, you will want to cancel any exchange fees that you pay to the Trading service since you will be using the Denali Exchange Data Feed for data.

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 non-professional top-of-book 1.25 USD / month CME, GBLX
CME with Market Depth for nonprofessional Trading accounts 10.40 USD / month CME, GBLX
CME, For professionals and users without a trading account 115.00 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 non-professional top-of-book 1.25 USD / month CBOT, CBOTM
CBOT with Market Depth for nonprofessional Trading accounts 10.40 USD / month CBOT, CBOTM
CBOT, For professionals and users without a trading account 115.00 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 non-professional top-of-book 1.25 USD / month COMEX, CXMI
COMEX with Market Depth for nonprofessional Trading accounts 10.40 USD / month COMEX, CXMI
COMEX, For professionals and users without a trading account 115.00 USD / month COMEX, CXMI
COMEX, For professionals - Netting COMEX, CXMI
NYMEX non-professional top-of-book 1.25 USD / month NYMEX, NYMI
NYMEX with Market Depth for nonprofessional Trading accounts 10.40 USD / month NYMEX, NYMI
NYMEX, For professionals and users without a trading account 115.00 USD / month NYMEX, NYMI
NYMEX, For professionals - Netting NYMEX, NYMI
EUREX EOBI 25.00 USD / month
EUREX EOBI for professionals 115.00 USD / month
CFE Top Of Book 3.00 USD / month
CFE Market Depth 5.00 USD / month
CFE Top Of Book for professionals 15.00 USD / month
CFE Market Depth for professionals 40.00 USD / month

Exchange Fee Trials

The CME Group of exchanges (CME, CBOT, NYMEX and COMEX) offer a free exchange fee for one exchange for the remainder of the month in which the exchange is activated. EUREX does not have any free trial for their exchange.

In order to qualify for the free exchange fee, you need to have/do the following:

  • Not used the Denali Exchange Data Feed with an exchange from the CME Group within the past year.
  • Only one exchange may be activated for the free exchange fee. Once a single exchange is activated, any other exchanges will be charged at the full price for the remainder of the month.

In order to take advantage of this free exchange fee just follow through the Setup Instructions for the CME Group and when you activate the exchange it will be free for the remainder of the current month as long as you qualify per the above items.

Note that it is still necessary to be on Package 10, 11, or 12 in order to get the real-time data. The Denali Exchange Data Feed Fee that is built in to those packages does not have a free trial. But it is possible to change the package at any time, so if you only use the data for 10 days and are not going to continue to use it, then you would want to change your service package back to 3 or 5 in order to remove the data feed fee.

Technical Information

The following is the technical information for the Denali data feed.

  • The connectivity for CME Group data is directly within the CME Aurora data center. A 10Gb connection is used directly to the CME MDP multicast exchange feeds within the same data center.
  • Connectivity is to very high-performance servers.
  • This data is very efficiently processed and normalized into the DTC Protocol.

The EUREX data feed has the following features.

In April or May 2021 it will be a requirement to use this EUREX data feed for real-time EUREX data within Sierra Chart. After this time it will not be possible to access EUREX real-time data from any other source other than through the Denali Exchange Data Feed. Therefore, if you require real-time EUREX data, it is important that you begin to use the Denali Exchange Data Feed and activate the EUREX exchange as soon as possible. And then you will want to cancel any EUREX exchange fees that you pay through your other source of EUREX data such as CQG or Interactive Brokers.

  • Provided out of Frankfurt Germany with servers colocated with Deutsche Börse. 10Gb fiber link to Deutsche Börse T7 multicast feeds.
  • Each Sierra Chart user uses a dedicated connection to the EUREX data feed no matter your location. And no matter what other exchanges you are using. So if you are using CME data, that data comes out of Chicago and EUREX originates out of Frankfurt. Sierra Chart maintains separate connections for CME and EUREX.

    Which also gives you the advantage, of not running into connection limits even though you would be using two separate connections.
  • Low latency data.
  • Direct connectivity to Deutsche Börse T7 Reference Data (RDI) and T7 Extended Order Book Interface (EOBI). Sierra Chart is the first to be offering this for retail traders.
  • Full order book. All levels of market depth will be provided. If there are 1000 levels of depth, there will be 1000 levels of depth visible.
  • High-quality Sierra Chart market data delivery.
  • 100% accurate Bid Volume and Ask Volume based upon the exchange identification of the aggressor in the trade. There is no other data feed that Sierra Chart supports that has this 100% accurate. Even IQ Feed uses an estimation method.
  • Ability to recombine trades into the original summary trade based on actual exchange data. Supports the Combine Trades into Original Summary Trade feature.
  • Delayed version of data feed is provided without any additional fees.
  • Market by order data, supporting the new Market by Order feature. All orders with a quantity of 2 and greater are now provided.
  • Tick by tick data for futures contracts on the EUREX begins at 2013. Prior to this the EUREX data is in 1 minute units and begins at 2010.

Setup Instructions for CME Group Exchanges

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

It must 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 have 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 recommended solution in cases where a trading account is not available through one of the supported services, is to use 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 the necessary sections below that are part of these Setup Instructions. If you are setting up the Denali Exchange Data Feed for the first time, then it is necessary to follow the instructions in every section below. If you already have the Denali Exchange Data Feed active for your account, then some sections will not apply, this will be noted at the beginning of each section. The following sections are all part of these Setup Instructions for the CME Group:

Denali Exchange Data Feed CME Group 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.

If you already are using a Service Package that includes the Denali Exchange Data Feed (Package 10, Package 11, or Package 12), then you still need to go through the instructions in this section, however you only need to add enough credit to your account to cover the cost of the CME Group exchange fees that you will be adding.

  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 adding the data feed to your account. 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 exchange fees for the next month. Otherwise, you will lose access to the market data feed service.

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 CME Group 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 at the same time.

  1. Select the link for CME / CBOT / NYMEX / COMEX Exchange Agreements.
  2. Go to the Real-Time Data Agreements section on that page.
  3. Select the Uniform 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 CME / CBOT / NYMEX / COMEX Exchange Agreements and select the Uniform Subscriber Agreement.
  5. Enter the required information at the bottom of the form.

    In order to qualify for the Non-Professional exchange fees, it is necessary that the Uniform Subscriber Agreement has the information for your funded futures trading account. Ensure that the information for the Trading Account Number and Clearing Firm has been entered if you are a non-professional. Otherwise, if you are a Professional, then these fields can be left blank.
  6. Select the Submit button.
  7. Return to the CME / CBOT / NYMEX / COMEX Exchange Agreements page.
  8. Go to the Real-Time Data Agreements section on that page.
  9. Select the CME Non Professional Certification.
  10. At the bottom of the page enter your name and select either I am a Nonprofessional or I *do not qualify* as a Nonprofessional button as appropriate.

Change Service Package (Denali Exchange Data Feed Setup Instructions)

If you already are using Service Package 10, Package 11, or Package 12 for your Sierra Chart Service Package, then skip this section and go to the Activate the Exchanges section as the Denali Exchange Data Feed is already included with those Service Packages.

This section has you change your Service Package to one that includes the Denali Exchange Data Feed fee.

When changing Service Packages only the remaining Usage Time is adjusted based on the daily cost of the old and new packages, no additional funds are deducted from your account. In general, in this case, this would mean that the number of days will be reduced, since packages 10, 11, and 12 are more expensive than packages 3 and 5. Be sure to select the package time frame that is desired for the next renewal period.

Select Service
  1. Go to the Activate Services section of the Services Activation page.
  2. Select the pulldown in this section and select the appropriate Service Package (10, 11, or 12) with the number of months for which you will want to renew Sierra Chart.
    Select Service Package List
  3. Select either the Update/Set or the Update and Renew Now button, as appropriate. The only reason to select the Update and Renew Now button is if you want to pay immediately for the selection in order to add the time to your account (such as when making a change from a Trial package).

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 CME Group Activate Exchanges

The cost for the exchanges is in addition to other costs of Sierra Chart. 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 offers a trial for the remainder of the month in which an exchange is activated. 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 that 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 [CME / CBOT / NYMEX / COMEX] page.
  2. Select the Activate button for the exchange(s) that are required.
2

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.

If you have already been using the Denali Exchange Data Feed for the CME Group of exchanges, then you can skip this section and you are done with the setup for the EUREX exchange.

  1. Run the Sierra Chart software, if not already running.
  2. Select Global Settings >> Data/Trade Service Settings.
  3. Select the Common Settings tab.
  4. Ensure that the Allow Support for Sierra Chart Data Feeds option is set to Yes.
  5. 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.
  6. 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, or other appropriate setting for your particular setup.
  7. 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. Otherwise, you will receive delayed data.

    To do this, follow the Connecting Only Once a Month to Trading Account Instructions instructions.
  8. 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.
  9. Open your Chartbook(s) through File >> Open Chartbook. After they are open, select Edit >> Translate Symbols to Current Service to translate the symbols to the currently selected Service.

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 the specific symbols for which you do not see this indicator.

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 this 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.

*Setup Instructions for EUREX Exchange*

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

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 the necessary sections below that are part of these Setup Instructions. If you are setting up the Denali Exchange Data Feed for the first time, then it is necessary to follow the instructions in every section below. If you already have the Denali Exchange Data Feed active for your account, then some sections will not apply, this will be noted at the beginning of each section. The following sections are all part of these Setup Instructions for EUREX:

Denali Exchange Data Feed EUREX 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.

If you already are using a Service Package that includes the Denali Exchange Data Feed, then you still need to go through the instructions in this section, however you only need to add enough credit to your account to cover the cost of the EUREX exchange fee that you will be adding.

  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 adding the data feed to your account. 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 exchange fees for the next month. Otherwise, you will lose access to the market data feed service.

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 EUREX 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 Subscriber Agreement EUREX and the EUREX Non Professional Certification at the same time.

  1. Select the link for EUREX Exchange Agreements.
  2. Go to the Available Agreements section on that page.
  3. Select the Uniform Subscriber Agreement EUREX.
  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 EUREX 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 EUREX Exchange Agreements page.
  7. Go to the Available Agreements section on that page.
  8. Select the EUREX Non-Professional Certification.
  9. At the bottom of the page enter your name and select either NonProfessional or Professional button as appropriate.

Change Service (Denali Exchange Data Feed Setup Instructions)

If you already are using Service Package 10, Package 11, or Package 12 for your Sierra Chart Service Package, then skip this section and go to the Activate the Exchanges EUREX section.

This section has you change your Service Package to one that includes the Denali Exchange Data Feed.

When changing Service Packages only the remaining Usage Time is adjusted based on the daily cost of the old and new packages, no additional funds are deducted from your account. In general, in this case, this would mean that the number of days for your account will be reduced, since packages 10, 11, and 12 are more expensive than packages 3 and 5.

Select Service
  1. Go to the Activate Services section of the Services Activation page.
  2. Select the pulldown in this section and select the Service Package to change to (Package 10, Package 11, or Package 12). The
    Select Service Package List
  3. Select either the Update/Set or the Update and Renew Now button, as appropriate. The only reason to select the Update and Renew Now button is if you want to pay immediately for the selection in order to add the time to your account (such as when making a change from a Trial package).

Activate the Exchanges (Denali Exchange Data Feed Setup Instructions)

This section gives instructions to activate the EUREX exchange.

Effective May 1, 2021 the EUREX exchange fee is expected to be reduced to 21 USD/month from 25 USD/month. This price can change based upon the EUR/USD exchange rate.

Denali EUREX Activate Exchanges

The cost for the exchange is in addition to other costs of Sierra Chart. Therefore, it is necessary to have a sufficient Services Balance on your account to cover the cost of the exchange that will be activated.

Denali Exchanges Eurex
  1. Go to the Activate/Deactivate Denali Exchange Data Feed EUREX Exchange page.
  2. Select the Activate button for the appropriate exchange.

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

If you have already been using the Denali Exchange Data Feed for the CME Group of exchanges, then you can skip this section and you are done with the setup for the EUREX exchange.

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. Select the Common Settings tab.
  4. Ensure that the Allow Support for Sierra Chart Data Feeds option is set to Yes.
  5. 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.
  6. 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.
  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 Chartbook(s) through File >> Open Chartbook. After they are open, select Edit >> Translate Symbols to Current Service to translate the symbols to the currently selected Service.
  10. Select File >> Connect to Data Feed.

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 the specific symbols for which you do not see this indicator.

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 this 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.

*Setup Instructions for CBOE Futures Exchange*

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

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 the necessary sections below that are part of these Setup Instructions. If you are setting up the Denali Exchange Data Feed for the first time, then it is necessary to follow the instructions in every section below. If you already have the Denali Exchange Data Feed active for your account, then some sections will not apply, this will be noted at the beginning of those sections. The following sections are all part of these Setup Instructions for CFE:

Denali Exchange Data Feed CFE 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.

If you already are using a Service Package that includes the Denali Exchange Data Feed, then you still need to go through the instructions in this section, however you only need to add enough credit to your account to cover the cost of the CFE exchange fee that you will be adding.

  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 adding the data feed to your account. 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 exchange fees for the next month. Otherwise, you will lose access to the market data feed service.

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 CFE 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 Subscriber Agreement CFE and the CFE Non Professional Certification at the same time.

  1. Select the link for CFE Exchange Agreements.
  2. Go to the Available Agreements section on that page.
  3. Select the Uniform Subscriber Agreement CFE.
  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 CFE 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 CFE Exchange Agreements page.
  7. Go to the Available Agreements section on that page.
  8. Select the CFE Non-Professional Certification.
  9. At the bottom of the page enter your name and select either NonProfessional or Professional button as appropriate.

Change Service (Denali Exchange Data Feed Setup Instructions)

If you already are using Service Package 10, Package 11, or Package 12 for your Sierra Chart Service Package, then skip this section and go to the Activate the Exchanges CFE section.

This section has you change your Service Package to one that includes the Denali Exchange Data Feed.

When changing Service Packages only the remaining Usage Time is adjusted based on the daily cost of the old and new packages, no additional funds are deducted from your account. In general, in this case, this would mean that the number of days for your account will be reduced, since packages 10, 11, and 12 are more expensive than packages 3 and 5.

Select Service
  1. Go to the Activate Services section of the Services Activation page.
  2. Select the pulldown in this section and select the Service Package to change to (Package 10, Package 11, or Package 12). The
    Select Service Package List
  3. Select either the Update/Set or the Update and Renew Now button, as appropriate. The only reason to select the Update and Renew Now button is if you want to pay immediately for the selection in order to add the time to your account (such as when making a change from a Trial package).

Activate the Exchanges (Denali Exchange Data Feed Setup Instructions)

This section gives instructions to activate the CFE exchange.

Denali CFE Activate Exchanges

The cost for the exchange is in addition to other costs of Sierra Chart. Therefore, it is necessary to have a sufficient Services Balance on your account to cover the cost of the exchange that will be activated.

Denali Exchanges Eurex
  1. Go to the Activate/Deactivate Denali Exchange Data Feed CFE Exchange page.
  2. Select the Activate button for the appropriate exchange.

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

If you have already been using the Denali Exchange Data Feed for the CME Group of exchanges or the EUREX, then you can skip this section and you are done with the setup for the CFE exchange.

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. Select the Common Settings tab.
  4. Ensure that the Allow Support for Sierra Chart Data Feeds option is set to Yes.
  5. 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.
  6. 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.
  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 Chartbook(s) through File >> Open Chartbook. After they are open, select Edit >> Translate Symbols to Current Service to translate the symbols to the currently selected Service.
  10. Select File >> Connect to Data Feed.

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 the specific symbols for which you do not see this indicator.

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 this 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 Free Trial and Alternatives

The CME Group offers a free trial for their exchange(s) for up to one calendar month, for the first time a customer is using the Denali Exchange Data Feed.

To use the Free Trial follow the *Setup Instructions* on this page and activate the exchange(s). If this is the first time using the Denali Exchange Data Feed, then the remainder of the month in which the exchange(s) is activated will be at no cost. Unless deactivated, prior to the next month, the full amount for the exchange(s) will be billed on the first of the following month.

A free real-time data trial is connected the calendar month it is activated in. This means that when you activate an exchange which is free in the first month, it is free until the end of that calendar 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 for the full amount of the exchange. 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.

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

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.

As an alternative to real-time data, it is recommended to use the Delayed Data Feed which will perform the same as the real-time data except it is delayed by 10 minutes and 10 seconds. Refer to the Delayed Exchange Data Feed page.

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. | MaxConnectionsForSameDevice = 1, NumCurrentConnectionsForSameDevice = 2 | (Date-Time)

The following is the message you would receive in the Message Log, when connecting from different devices at the same time if that is not authorized for your account.

SC Data - All Services | Logon error received from server: Connection limit exceeded. | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 2 | (Date-Time)

When receiving the above message and you do not have Sierra Chart connected from different devices but two instances on the same device, then reconnect them with File >> Disconnect and File >> Connect to Data Feed to resolve this issue.

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 >> Common 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, due to strict rules from the exchanges 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 as required by the exchange.

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.

As an alternative to the above, you can use the Delayed Exchange Data Feed on the second or more computers rather than paying the exchange fee. In the case of when using the Sierra Chart Order Routing Service, refer to Using Delayed Market Data.

Cancelling the Denali Exchange Data Feed

Cancelling the Denali Exchange Data Feed is very straightforward and only requires a few steps. There are no refunds for unused usage time associated with the Denali Exchange Data Feed.

  1. Go to the Activate 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 Sierra Chart packages and change to the appropriate selection for either Package 3 or Package 5. Typically you would select the number of months for the package based on your currently selected package. But if you want to make a change to the number of months to pay for up-front at the next renewal, then this can be done at this time.
  4. Select the Update/Set button.
  5. Close the webpage if desired.

Once the data feed has been cancelled you will no longer be able to receive data. Since the exchange data is paid for a full month, it can be advantageous to end the data feed at the end of a calendar month.


*Last modified Wednesday, 30th June, 2021.