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Is Historical and Real-time Futures Data Included?


Is Historical and Real-time Futures Data Included?

We often receive questions about futures data. The usual question is whether Sierra Chart includes futures data and how to obtain futures data.

Sierra Chart software Service Packages Standard and Advanced, and the trial package do include historical futures data through the Sierra Chart Historical Data Service (Follow the instructions on the page linked to, to get started using that service). Use the Sierra Chart Historical Data Service for historical futures data and for demonstration purposes to get to know the software. The Sierra Chart Historical Data Service is included in the free Sierra Chart trial.

Real-time futures data is not included with the Sierra_chart Service Packages, and is instead supported and provided by many of the Data and Trading services that provide futures trading and futures data feeds, which are listed in the Supported Data/Trading Services section. Many of the supported Trading services will provide a temporary trial for you to receive real-time futures data. Check with them about this. These are external services.

The TD Ameritrade service does not provide real-time futures data. This is something that you must be aware of if you are using TD Ameritrade.

Futures data is also provided by the Sierra Chart Real-Time and Historical Exchange Data Feed which has to be separately activated and paid for. This is not included in the free trial. To take advantage of reduced exchange fees from the CME (Chicago Mercantile Exchange) you need to have a trading account when using the Sierra Chart Exchange Data Feed. More information can be found in the Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges section. A trial is available for this data feed for 5 USD for two weeks.

When using any of the supported Data or Trading services which provide real-time futures data, historical futures data will also be provided for those services as well, by Sierra Chart systems.

The general rule with futures data is that if you have a funded futures trading account with a broker/trading service, you will pay lower exchange fees compared to when you do not have a funded futures trading account.

With a funded futures trading account, typically you will pay 5 to 15 USD per month for Chicago Mercantile Exchange (CME) fees. Without a futures trading account the costs can potentially go up to 378 USD per month (94.5 USD/month for the CME, CBOT, NYMEX, COMEX each) if you want access to all of the CME futures contracts across all four market data centers in real-time. However, for the major stock index futures (like ES, NQ, and others), the cost will be 42 USD per month for the CME exchange fee if you do not have a trading account.

Therefore, you can see it is advantageous cost wise to have a futures trading account. With some brokers you can open an account with as little as 1000 USD.

The EUREX has reasonable exchange fees for around 15-20 USD per month if you do not have a futures trading account.

When using the Sierra Chart Real-Time and Historical Exchange Data Feed, the exchange fee for ICE US and Europe is 115 USD each, whether you have a futures trading account or not.

If you still have confusion about this particular subject, contact us on our Support Board. We wish this were an easy subject, but because exchanges tightly control their market data and have various rules regarding the use of their real-time data, is the basic reason that this becomes so complicated. The complexity of this is a common complaint in the industry.

If exchanges did not have strict rules and high costs for accessing their real-time market data, then it would be a very easy thing for Sierra Chart to provide a single unified server to provide market data across a large array of exchanges consistently and reliably.

So to summarize, the Sierra Chart Service Packages and do not themselves include real-time futures data but they support Data and Trading services that do provide this data. Only historical futures data is included.

How Much Does Futures Data Cost?

This section explains the cost of real-time futures data.

There is no additional cost for historical futures data. Historical futures data is included with all Sierra Chart Service Packages.

Real-time futures data is an additional cost to the cost of a Sierra Chart Service Package and can be provided either by the Sierra Chart Exchange Data Feed or an external Data or Trading service (most common).

Cost for Real-Time Futures Data When Using External Trading Service

An external trading service refers to a Trading service supported by Sierra Chart where you have a live funded trading account with which Sierra Chart can connect to access the real-time futures data it provides. This is the most common way that Sierra Chart users access real-time futures data.

External trading services also provide demo accounts for up to 30 days for accessing real-time futures data. But the maximum time length will be 30 days.

The following are the costs in this case:

  • Monthly connection fee charged by the Trading service. For the specific fee, refer to the list of supported Trading Services for the supported Trading services and Trading Platform services.
  • Plus the cost of Exchange fees. You need to contact the Trading service you are using for the specific cost of these fees. For a general indication of the cost, refer to Supported Exchanges. The Trading service you use may provide access to more or less exchanges than in this list. And the fees are generally going to be slightly lower. All exchange fees are paid directly to the Trading service and not to Sierra Chart.

This generally is going to be lowest-cost option for real-time futures data.

Cost for Real-Time Futures Data When Using Sierra Chart Exchange Data Feed *with* a Futures Trading Account

Cost for Real-Time Futures Data When Using Sierra Chart Exchange Data Feed *without* a Futures Trading Account

  • Monthly connection cost for the Sierra Chart Real-Time and Historical Exchange Data Feed. For pricing, refer to Data Feed Pricing.
  • Plus the cost of Exchange fees. For the cost of exchange fees, refer to Supported Exchanges. Without a funded futures Trading account it is not possible to take advantage of the lower-priced CME Group Exchange fees. You will have to pay more for Chicago Mercantile Exchange (CME, NYMEX, COMEX, CBOT) real-time data. This is the least desirable way to access real-time futures data from the CME.

Alternative to Futures Data

Since futures exchanges only make real-time futures data available to customers for monthly fees or require a funded trading account for reduced exchange fees, then if you wish to do practice trading and not open a trading account with a trading service, or you do not want to pay extra for the Sierra Chart Exchange Data Feed, then we recommend using the Sierra Chart Real-Time and Historical Forex and CFD Data Service.

This service provides historical and real-time data for the spot prices for the major foreign exchange currency pairs and the cash prices for gold, silver, oil, and major stock indexes like the S&P 500 (equivalent to ES futures), the Dow Jones Industrials (equivalent to YM futures), the German DAX, and many other major stock indexes around the world.

Still Confused?

If you want to receive real-time futures data and if you are still confused about the information on this page, and if you have a funded futures trading account with a futures broker / trading service, then start an Account Support Ticket to contact Sierra Chart support. Let us know who that broker is and that you want to access real-time futures data.

If we determine that the particular futures broker/trading service you have an account with is supported by Sierra Chart, then we will provide you the setup instructions to use that trading service.

If you want to receive real-time futures data and you are still confused about the information on this page, and you do not have a funded futures trading account with a futures broker / trading service, then follow through the Sierra Chart Exchange Data Feed Setup Instructions to activate the Sierra Chart Exchange Data Feed on your Sierra Chart account.

The cost of the trial is 5 USD for the data feed for up to two weeks. The CME and EUREX exchange fees are free until the end of the month they are activated in. If you want real-time data for the S&P 500 mini futures (ES), you need to activate the CME, Globex only (For users without a trading account) exchange. After the first month, the cost of that exchange fee is 42 USD per month if you do not have a trading account.

I Want Real-time Futures Data, I am Not Happy and I Want to Talk to Someone

You need to understand that real-time futures data is controlled by exchanges and they set the policies. These policies are irrational and greedy. Sierra Chart does not set these policies. You need to read through the information on this page and understand this subject. It is your responsibility to learn the information on this page. This is not difficult.

If you are not going to read this information on this page, then in general it is not worth our time to spend time on the telephone regarding this subject. We waste far too much time explaining real-time futures data and handling the associated problems. The information on this page is a manifestation of exchange policies. It is a complicated subject, but you need to take the time to read this page.

We have taken far too much abuse related real-time futures data. If you are looking to complain, do not complain to us. Direct your complaint towards the exchanges. It does not help to complain to us or tell us things are too complicated. Your complaint belongs with the exchanges.

Let us give you a particular scenario of why we will not talk to someone on the phone about this. Let's say you do not have a funded futures trading account, and you want real-time data for the S&P 500 futures and crude oil futures. You thought you could get this for 24 USD a month and then you learn that the real cost is going to be another 162 USD a month. You then say that this is not worth it, and you want a refund. Why are we going to be on the phone trying to sell services that we receive nothing for and are ridiculously overpriced?

You should have also been aware of what is included in the Service Packages. In no case does it say real-time futures data is included in the Service Package prices. What is included is clearly specified.

You also should be aware that there are alternatives to futures data.

The first thing that you should do is read the information on this page and then refer to the Still Confused? section.

If you are getting upset because you incorrectly believed that a Sierra Chart Service Package includes real-time futures data, you do not have a trading account with a futures broker, you just want that real-time futures data, you think the problem is with Sierra Chart and want to talk with someone, you need to realize that the Sierra Chart Service Packages do not include real-time futures data but support this real-time futures data through external supported services including the Sierra Chart Exchange Data Feed.

Sierra Chart Exchange Data Feed Related

Sierra Chart Exchange Data Feed Trial

The Sierra Chart Exchange Data Feed is a data feed provided by Sierra Chart which provides real-time and historical data from various exchanges.

This data feed has a two-week trial for 5 USD plus the cost of exchange fees. Some exchanges also offer a trial for up to 1 month. This includes the CME and EUREX.

For further information, refer to the Sierra Chart Exchange Data Feed Pricing section.

To use this data feed, refer to the Setup Instructions.

If you do not have a funded futures trading account and you require data from CME / CBOT / NYMEX / COMEX you need to activate the following exchanges:

  • CME (For professionals and users without a trading account): Price 94.5 USD/month.
  • CBOT (For professionals and users without a trading account): Price 94.5 USD/month.
  • COMEX (For professionals and users without a trading account): Price 94.5 USD/month.
  • NYMEX (For professionals and users without a trading account): Price 94.5 USD/month.
  • Or for ES and NQ stock index futures, activate CME, Globex only (For users without a trading account): Price 42 USD/month.

Each of these is no cost for the first month they are activated in.

If you do have a funded futures trading account and you require CME / CBOT / NYMEX / COMEX data, then you can activate the following exchange: Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts - Price 3.25 USD/month. instead of the above.

CME Exchanges You Are Not Entitled to Activate Unless you are Using Supported Trading Service

If you will be using the Sierra Chart Real-Time and Historical Exchange Data Feed, the following are the Chicago Mercantile Exchange (CME) exchange fees which require that you have a trading account with one of the supported trading services / platform services that Sierra Chart works with.

  • Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts ( Price 15.75 USD/month. )
  • Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts ( Price 3.25 USD/month. )
  • CME with Market Depth for nonprofessional Trading accounts ( Price 5.25 USD/month. )
  • CBOT with Market Depth for nonprofessional Trading accounts ( Price 5.25 USD/month. )
  • COMEX with Market Depth for nonprofessional Trading accounts ( Price 5.25 USD/month. )
  • NYMEX with Market Depth for nonprofessional Trading accounts ( Price 5.25 USD/month. )

If you will be using the Sierra Chart Real-Time and Historical Exchange Data Feed, then due to Chicago Mercantile Exchange rules, you cannot use any of these exchanges listed above unless you have a trading account with or through one of the following supported brokers or supported trading platform services:

  • TransAct/Infinity (broker/trading service)
  • Interactive Brokers (broker/trading service)
  • Rithmic (trading platform service)
  • CQG (trading platform service)
  • Cunningham Trading Systems (CTS) (trading platform service)
  • TT (Trading Technologies) FIX (trading platform service)
  • TD Ameritrade (Minimum 500 USD balance required) (broker/trading service)
  • GAIN Capital (OEC Trader) (broker/trading service)

In the case of the above, a live funded trading account is required. Demo/simulation accounts are not eligible.

CME Exchange Fees for Professionals and Users Without a Supported Trading Account

If you will be using the Sierra Chart Real-Time and Historical Exchange Data Feed and you do not have a live funded trading account with one of the supported Trading services Sierra Chart works with, then you need to activate one or more of these exchanges listed below.

These exchanges also have a trial until the end of the month they are activated in.

  • CME, For professionals and users without a trading account: Price 94.5 USD/month
  • CME, Globex only (For users without a trading account): Price 42 USD/month
  • CBOT, For professionals and users without a trading account: Price 94.5 USD/month
  • CBOT, mini-sized products only (For users without a trading account): Price 21 USD/month
  • COMEX, For professionals and users without a trading account: Price 94.5 USD/month
  • NYMEX, For professionals and users without a trading account: Price 94.5 USD/month

For a list of the symbols each of these exchange fees supports, refer to the symbol links in the list of Supported Exchanges for the corresponding exchange.

Explanation of Different CME Exchange Fees

Below are some of the various CME exchange fees with descriptions for each one which effectively explain the differences.

  • CME, For professionals and users without a trading account: The cost of this is 94.5 USD/month. This can be used by professionals and nonprofessionals. It includes all of the symbols listed in the CME section. No other symbols are included. Contact the Chicago Mercantile exchange for the explanation about what is a professional and nonprofessional. That is not within the scope of this document and Sierra Chart support will refuse to answer this question. Market depth data is included.
  • Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts: The cost of this is 3.25 USD/month. This can be used by nonprofessionals only. And requires a funded trading account with one of the supported Trading services. Refer to CME Exchanges You Are Not Entitled to Activate Unless you are Using Supported Trading Service for further information about the requirement for a funded trading account. All non-pit traded symbols are supported from the CME, CBOT, COMEX, NYMEX exchanges. For the complete symbol lists, refer to Futures Symbols. Market depth data is not included.
  • CME with Market Depth for nonprofessional Trading accounts: The cost of this is 5.25 USD/month. This can be used by nonprofessionals only. And requires a funded trading account with one of the supported Trading services. Refer to CME Exchanges You Are Not Entitled to Activate Unless you are Using Supported Trading Service for further information about the requirement for a funded trading account. It includes all of the symbols listed in the CME section. No other symbols are included. Market depth data is included
  • CME, Globex only (For users without a trading account: The cost of this is 42 USD/month. This can be used by nonprofessionals only. It includes all of the symbols listed in the Globex section. No other symbols are included. Market depth data is included.

*Last modified Thursday, 18th May, 2017.