Sierra Chart Exchange Data Feed
- Supported Exchanges
- *Setup Instructions*
- Symbol Limits
- Stock Symbols
- Stock Index Premiums
The Sierra Chart Exchange Data Feed offers historical and real-time market data from various worldwide exchanges. This data feed is fully integrated with the trading services Sierra Chart supports or it can be used independently.
This is a high quality and low latency data feed that provides tick by tick data.
This data feed includes numerous exchanges and can be used for any or all of them at the same time. If only data from the CME Group of exchanges (CME, COMEX, NYMEX, and CBOT) is required, then it is more cost-effective to use the Denali Exchange Data Feed.
If only historical data is required, then use the Sierra Chart Historical Data Service instead.
If Real-Time data is only required from the CME Group of exchanges, then it is more economical to use the Denali Exchange Data Feed instead of this data feed.
The information contained within this page is specific to the Sierra Chart Exchange Data Feed. For general information that applies to both the Sierra Chart Exchange Data Feed and the Denali Exchange Data Feed, refer to the Real-Time Exchange Data Feeds Available From Sierra Chart page.
Data Feed Pricing
There are 2 components to the costs for the Sierra Chart Exchange Data Feed.
- The Sierra Chart 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.
The following is the pricing for the Sierra Chart Exchange Data Feed itself. Exchange fees are an additional cost. Refer to the Supported Exchanges section for the required exchange fees for each exchange.
- For 100 Real-Time Symbols: 1st connection 35.00 USD/month. 2nd connection 20.00 USD/month. 3rd connection 20.00 USD/month. 4th connection 20.00 USD/month.
- For 200 Real-Time Symbols: 1st connection 45.00 USD/month. 2nd connection 25.00 USD/month. 3rd connection 25.00 USD/month. 4th connection 25.00 USD/month.
- For 500 Real-Time Symbols: 1st connection 75.00 USD/month. 2nd connection 40.00 USD/month. 3rd connection 40.00 USD/month. 4th connection 40.00 USD/month.
- For 20 Real-Time symbols (*Cash* Indices Only): 1st connection 15.00 USD/month. 2nd connection 15.00 USD/month. 3rd connection 15.00 USD/month. 4th connection 15.00 USD/month.
- For 20 Real-Time Symbols: 1st connection 25.00 USD/month. 2nd connection 20.00 USD/month. 3rd connection 20.00 USD/month. 4th connection 20.00 USD/month.
These prices are in addition to the cost of Sierra Chart which is separately paid for.
If your Sierra Chart account is provided through a Reseller or your Broker, there might be an additional charge. Refer to the Real-Time Data Connections section on the Exchange Data Feed Features for the pricing that applies to your account.
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 page.
To get started using the Sierra Chart Exchange Data Feed, follow the Setup Instructions on this page.
Up to 2 Week Trial for 5 USD
The Sierra Chart Exchange Data Feed offers a two-week trial for 5 USD plus the cost of exchange fees.
To activate the trial, select it in the pulldown options for the Activate/Deactivate Exchange Data Feed Features and Exchanges
This is a one time trial for a maximum of two weeks and stops at the end of the current month. Therefore, it can be less than two weeks if activated near the end of the month.
Exchanges still need to be activated and paid for during a trial. Some exchanges offer a trial and some do not. The exchange trials are only up until the end of the current month.
The following exchanges are currently available. After each exchange is the exchange fee price from the exchange itself. This does not include the cost of the data feed. For the cost of the data feed, refer to Data Feed Pricing.
Some exchanges have trials for the first month which means there will be no cost for that exchange during the month it was activated in. The following month will be billed at the normal price. To see if a trial is available, refer to the list of exchanges on the Sierra Chart Exchange Data Feed Features page.
To activate any of these exchanges on your Sierra Chart account, go to the Sierra Chart Exchange Data Feed Features page. 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, For professionals - Netting||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, For professionals - Netting||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|
|COMEX, For professionals - Netting||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|
|NYMEX, For professionals - Netting||NYMEX, NYMI|
|ICE USA||115.50 USD / month||ICEUS|
|ICE USA (Professional)||115.50 USD / month||ICEUS|
|ICE Europe||131.25 USD / month||ICE, LCE|
|ICE Europe (Professional)||131.25 USD / month||ICE, LCE|
|Eurex with Market Depth||21.00 USD / month||EUREX|
|Eurex Professional Feed, including Market Depth||84.00 USD / month||EUREX|
|Euronext Futures Indices||57.75 USD / month||EUIDX|
|Euronext Futures Commodities||26.25 USD / month||MATIF|
|LIFFE Futures||115.50 USD / month||LIFFE|
|LIFFE Futures (Professional)||115.50 USD / month||LIFFE|
|S&P Indices||5.25 USD / month||S&P Indices|
|Dow Jones Indices||5.25 USD / month||Dow Jones Indices|
|Dow Jones Indices (Professional)||5.25 USD / month||Dow Jones Indices|
|CBOE Indices||5.25 USD / month||CBOE Indices|
|NASDAQ Indices||5.25 USD / month||NASD Indices|
|U.S. Equities (NYSE, NASDAQ, AMEX, BATS)||10.50 USD / month||New York Stock Exchange, NASDAQ, NYSE MKT, BATS|
|U.S. Equities Professional (NYSE, NASDAQ, AMEX)||AMEX - 24.00 USD / month billed by the exchange.
NYSE - 50.00 USD / month billed by the exchange.
NASDAQ - 25.00 USD / month billed by Barchart
|New York Stock Exchange, NASDAQ, NYSE MKT|
|CFE Futures||15.75 USD / month||CFE|
|CFE Futures (Professional)||21.00 USD / month||CFE|
|BATS (NYSE, NASDAQ)||4.25 USD / month||BATS|
|TSX Equities||36.75 USD / month||TSX, TSX-V|
|TSX Equities (Professional)||78.75 USD / month||TSX, TSX-V|
|Montreal Futures||10.50 USD / month||MNTRL|
|BM&F Futures||79.00 USD / month||BMF|
|BM&F Futures with Market Depth||100.00 USD / month||BMF|
|Hong Kong Futures Exchange||16.00 USD / month||HKFE|
|Hong Kong Futures Exchange with Market Depth||23.00 USD / month||HKFE|
Follow the step-by-step instructions below to activate the Sierra Chart Exchange Data Feed for your account.
Notice: To receive the real-time CME Group futures data at the reduced exchange fees, 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.
Real-Time data can be received from all of the other supported exchanges with or without a funded trading account.
- 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.
- Go to the Activate/Deactivate Exchange Data Feed Features and Exchanges page to activate and deactivate the market data features on your account.
- Set your Location and Futures Broker. It is not possible to proceed to activate a market data feed on your account until this step is completed.
- Select the number of symbols that you require in the Real-Time Data Connections >> Set the number of real-time symbols per connection list. In most cases you will want to select the default of 100 Real-Time Symbols. If you will only be activating the cash indices exchanges like CBOE Indices, Dow Jones Indices, etc., then you can select 20 Real-Time Symbols (Indices Only). With this last option, you are limited to 20 symbols and you can only activate the * Indices exchanges.
- On the Exchange Data Feed Features page, go to the Real-Time Data Connections section. To activate the market data feed on your Sierra Chart account, press the Activate button in the row for the first Connection. Refer to the image below. When the real-time data connection is activated, the Ending Date will be set to the last day of the month.
For a reduced cost trial, press the Activate Trial button instead on the row that says Trial in the Connection column. In this case do not activate the first Real-time Connection. The trial is a maximum of two weeks and ends after two weeks or the end of the month, whichever comes sooner.
As long as the market data feed feature is enabled on your account and there is a sufficient Services Balance on your account, at the beginning of each month, the Ending Date will be updated to the end of the current month.
The billing for each month is prorated. Therefore, if you activate the market data feed anytime after the first day of the month, then the amount deducted from your Services Balance will be less than the full amount for the feature.
Only one copy of Sierra Chart can directly receive the real-time data feed at a time. If you want to have a second or third copy of Sierra Chart receive this data feed at the same time, then activate a second or third real-time data connection.
- Necessary Step: Complete and sign the market data agreement for each of the Real-time Data Connections you have activated. Once you have activated a Real-time Data Connection, you will see an Agreement needs to be signed link on the Exchange Data Feed Features page as shown in the image below. Click on that link. You may need to do this for each of the connections you have activated.
If you will be activating the US Equities (NYSE/AMEX/NASDAQ) exchange, you must sign the agreement with the text (With US Equities Agreement).
- After you sign the market data agreement, you will need to refresh the Exchange Data Feed Features page in your web browser.
- Activate the Exchanges that you want to receive streaming real-time data for. Otherwise, you will not receive real-time data for the symbols of the Exchange you do not activate. It is necessary to activate the exchanges even when you have activated a Trial. Otherwise, real-time data will not be received.
It is necessary to have a sufficient Services Balance on your account to cover the cost of the Exchanges. Be aware that Exchange fees are billed in full for a month, no matter what date within the month they are enabled in (the exchange fees are not pro-rated). For Exchanges that are not activated, you will only receive historical data for them.
After clicking the Activate button and before the Exchange is actually activated, it is necessary to confirm the cost of the Exchange. You will see the following prompt. Press the Activate button to confirm and activate the Exchange.
Some 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. Refer to the image below.
- In the case of the US Equities exchange, it is necessary to complete the market data agreements again before activating the exchange if they were not already completed for US equities. Refer to the highlighted link in the image below. When you complete the agreements again at this point, the NASDAQ and NYSE agreements are included. It is important that if you are not a professional, that you do not state your occupation as a "trader" or an "investor". Otherwise, you will be considered a professional by the exchange and they will require substantially higher exchange fees. It is complicated to get this changed.
- Make sure you are on a current version of Sierra Chart. Update Sierra Chart by selecting Help >> Download Current Version. It is important be running a current version of Sierra Chart for proper access to this data feed.
- 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 needs to only be done once.
- Select Global Settings >> Data/Trade Service Settings on the menu.
- Enable the Allow Support for Sierra Chart Data Feeds option. Refer to the image below.
If, at any time, you do not want to use the Sierra Chart Real-Time and Historical Exchange Data Feed, then uncheck Allow Support for Sierra Chart Data Feeds and reconnect to the data feed with File >> Disconnect and File >> Connect to Data Feed, to use your Trading service provided data feed.
- In the Service list box in Global Settings >> Data/Trade Service Settings, select one of the supported Trading services (identified by [trading] at the end), to have the market data feed integrated with the Trading service you are using.
Do not use SC Data - All Services if the intent is to use this market data feed while trading from Sierra Chart. You need to set Sierra Chart to use your Trading service and the data feed will be automatically used.
To access the market data feed independent of a Trading account, you need to set the Service to SC Data - All Services. However, refer to the next paragraph below because this will not work with CME exchanges which have reduced exchange fees.
To access the CME, CBOT, NYMEX, and COMEX real-time data when using one of the CME exchanges which have reduced exchange fees, you must connect at least once a month to one of the Trading services that supports futures trading. There are several to choose from. Forex only services do not apply in this case. For additional information, refer to Integration with Trading Services.
- Press the SC Server Settings button. Set the Max Depth Levels to the maximum number of market depth levels you want to view. In order to minimize bandwidth and latency, set this number as low as you require. If it is set to zero (0), all market depth levels will be provided. We recommend starting with a setting of 50 or less to ensure that there are no issues with latency.
- Press OK to close the Data/Trading Service Settings window.
- Select File >> Disconnect on the menu.
- To connect to the data and trade server, select File >> Connect to Data Feed. To receive real-time data you need to be successfully connected.
- When you activated the data feed at the beginning of these steps, it does take the server about 3 minutes to receive the updated authorizations. Therefore, make sure that amount of time has elapsed before connecting to the data feed.
- Open a Chart or Trade DOM through File >> Find Symbol. Select one of the symbols supported by your Trading service. Press Open Historical Chart, Open Intraday Chart, or Open Trading DOM.
Each Data and Trading Service uses different symbols. Therefore, it is essential for Charts, Trade DOMs, and Quote Boards to use the symbols in File >> Find Symbol which match the particular service you are using.
The market data feed into the chart or Trade DOM will now be from the Sierra Chart Exchange Data Feed if you have enabled the exchange that the symbol trades on. Existing chart and Trade DOM windows that use symbols supported by your Trading service will be receiving this data feed as well if you have enabled the exchange that those symbol trade on.
- 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. Refer to the image below.
- If you do not see an [M] indicator after some symbols and you have activated the exchange the symbols are on or the exchange is included, like the CME, 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.
- 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.
This service is provided in cooperation with Barchart Inc. Market data is delivered through Sierra Chart software and hardware technology and uses direct CME connectivity.
The Sierra Chart Exchange Data Feed has a limit on the number of real-time symbols that can be received concurrently. The number of symbols is controlled by the selection of the Real-Time Data Connections. For pricing for the different levels, refer to Data Feed Pricing.
The Sierra Chart Exchange Data Feed only allows for a selection of a maximum of 500 symbols concurrently. If you require more real-time symbols than 500, let us know and we can create custom pricing based on the total number of symbols needed.
The symbol limits are handled differently for futures and indices than they are for equities/stocks.
The following paragraphs explain symbol limits:
- If you have activated only futures and indices exchanges, then the real-time symbol limit is 100% of the nominal real-time symbol limit. For example, if the 100 symbol limit is selected, then 100 concurrent futures and indices symbols can be accessed simultaneously for real-time data.
- If you have activated only equities exchanges, then the real-time symbol limit is 100% of the nominal real-time symbol limit. For example, if the 100 symbol limit is selected, then 100 concurrent equities symbols can be accessed simultaneously for real-time data.
- If you have activated both equities and futures or indices exchanges, then the real-time symbol limit is 125% symbols in total and works as follows: Equities have a limit of 90% of the nominal real-time symbol limit, and futures and indices have a limit of 35% of the nominal real-time symbol limit for a total of 125%. For example, if the 100 symbol limit is selected, then 90 equities symbols and 35 futures and indices symbols can be accessed simultaneously for real-time data.
- In the case when the nominal real-time symbol limit is 500 or more symbols, and you have activated both equities and futures or indices exchanges, then the number of futures and index symbols is 20% of the nominal symbol limit, and the number of equities symbols is 100% of the nominal symbol limit.
Each running copy of Sierra Chart uses a separate connection to the Sierra Chart Data Feeds. Additional copies of Sierra Chart, whether running on the same system or another system, require a separate connection. Up to three total connections are possible. Each additional connection has an additional charge.
When more than one instance/copy of Sierra Chart is trying to connect to the Sierra Chart Exchange Data Feed at the same time and the number of connections has exceeded the number of connections you have paid for, Sierra Chart will not be able to connect and you will see this message in the Sierra Chart Message Log: Limited to one connection per username for the requested data source..
If you have paid for only one real-time connection to the Sierra Chart Exchange Data Feed, additional instances/copies of Sierra Chart which you also want to use the Sierra Chart Exchange Data Feed with, will only be able to connect to the Sierra Chart Exchange Data Feed if you have paid for additional connections. So you will need to pay for additional connections as you require. Alternatively, you can disable the use of the Sierra Chart Exchange Data Feed in an instance of Sierra Chart by following the instructions in Using Trading Service Provided Data Feed.
To activate additional real-time data connections, go to the Exchange Data Feed Features Real-Time Data Connections section and activate additional connections.
After activating an additional real-time data connection on your Sierra Chart account you might need to restart Sierra Chart for it to get the updated settings for this connection.
There is one exception to what is described above. Stock data from the Sierra Chart Exchange Data Feed uses a different network connection compared to Futures and Index data. This is done for performance reasons. Therefore, it is possible to receive Futures and Index data from the Sierra Chart Exchange Data Feed in one instance of Sierra Chart and Stock data also from the Sierra Chart Exchange Data Feed using another instance of Sierra Chart.
When you have activated a stock exchange like US Equities or BATS Exchange, you will not see the symbols listed in File >> Find Symbol. They need to be manually entered.
To manually enter a symbol, select File >> Find Symbol and type the symbol into the Selected Symbol box and press either Open Historical Chart or Open Intraday Chart.
Stock symbols need to be entered as they are listed on the Sierra Chart Real-time and Historical Exchange Data Feed Symbols Stock Symbols page.
When using the BATS exchange, add .BZ to the end of the symbol. Example: AA.BZ. NASDAQ and NYSE symbols are supported with the BATS Exchange. When using the BATS exchange, data is only from 9:30 AM to 4:00 PM US Eastern time. There is no premarket or post-market trading on that exchange.
The following Services in Sierra Chart selected through Global Settings >> Data/Trade Service Settings >> Service, support using the US Equities or BATS exchange symbols when you have activated one of these exchanges on your account. This provides seamless integration of the Sierra Chart Exchange Data Feed with any of these services:
- CQG FIX Trading
- CQG Web API
- CTS T4 FIX
- FXCM FIX Trading
- SC Forex Data
- Interactive Brokers
- GAIN Capital (OEC Trader)
- Rithmic Trading
- SC Data - All Services
- TransAct Trading
- TD Ameritrade
- (TT) Trading Technologies FIX
Stock Index Premiums
The Sierra Chart Exchange Data Feed provides stock index premium symbols. These symbols calculate the difference between the futures price and the cash index price.
To receive data for these premiums, it is necessary to activate and pay for the Sierra Chart Exchange Data Feed. Refer to the Introduction section on this page for more information.
In addition, you need to activate the particular futures exchange as well as the cash indices exchange for the symbols the calculations are done from.
Refer to the image below.
For example, to get data for ESU17-$INX you need to subscribe to the Full CME Group (CME, CBOT, COMEX, NYMEX) (assuming you have a supported futures trading account) and S&P Indices exchanges. If you do not have a supported futures trading account, then you would need to subscribe to the CME, Globex only (For users without a trading account) exchange.
What is Included
Go to the new What is Included section.
Integration with Trading Services
Go to the new Integration with Trading Services section.
Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees
Go to the new Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees section.
Understanding Sierra Chart Exchange Data Feed Pricing and Automatic Renewal
Go to the new Understanding Sierra Chart Exchange Data Feed Pricing and Automatic Renewal section.
Using Trading Service Provided Data Feed
Go to the new Using Trading Service Provided Data Feed section.
Behavior When Lost Connection to Trading Service When Using Sierra Chart Exchange Data Feed
Go to the new Behavior When Lost Connection to Trading Service When Using Sierra Chart Exchange Data Feed section.
Restarting Sierra Chart for Updated Settings
Go to the new Restarting Sierra Chart for Updated Settings section.
Automatic or Manual Deactivation of Data Feed
Go to the new Automatic or Manual Deactivation of Data Feed section.
Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges
Go to the new Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges section.
Adding Support for CME Market Depth Data
Go to the new Adding Support for CME Market Depth Data section.
Viewing Activated Exchane Data Feed Features within Message Log
Go to the new Viewing Activated Exchane Data Feed Features within Message Log section.
Go to the new Cash Indexes section.
Exchange Traded Spreads
Go to the new Exchange Traded Spreads section.
Go to the new Futures Options section.
Determining Problem of Exchange Data Feed Not Being Received through Message Log Analysis
Go to the new Determining Problem of Exchange Data Feed Not Being Received through Message Log Analysis section.
Low Bandwidth Option
Go to the new Low Bandwidth Option section.
*Last modified Thursday, 15th August, 2019.