Support Board
Date/Time: Sun, 24 Nov 2024 14:41:41 +0000
[Locked] - Notice: New Futures Real-Time Data Feed
View Count: 21518
| [2013-10-16 04:49:54] |
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We are moving closer to offering our own CME real-time data feed. This initial offering will be for customers with trading accounts on the following trading backend trading platforms: TransAct/Infinity Interactive Brokers Rithmic CTS T4 TT FIX AMP/TTNet TD Ameritrade OEC Zen-Fire General features: -The price will be 35 USD month for the first connection. 20 USD month for additional connections. Up to three connections are possible. -Tick by tick data feed. -Full market depth data. -Tick by tick historical data. -Low latency. Servers co-located in same data center as CME. -Direct CME FIX data feed integration at our backend. -Our own high-performance hardware using SSD drives. -Seamless integration with the trading service you are using. There is no need to run a second copy of Sierra Chart or enter any additional symbols or use any additional settings. For example if you are using Interactive Brokers, you have enabled this data feed on your Sierra Chart account, you are connected to your live account, and you have a chart open for ES-201312-GLOBEX, you will be receiving this data feed straight into the chart. Nothing special to do. The only thing that you may want to do is to re-download the data to get the best quality of data into the chart. You can do that by going to the chart and selecting Edit >> Delete All Data and Download. -Supported Exchanges and Markets: CME futures, CBOT futures, NYMEX futures, COMEX futures. Exchange traded spreads are coming. [ offer for users to test this data feed has been removed] - In the next phase of this offering, we will be adding in the ICE and EUREX , stock exchanges, cash indices, our own custom calculated market statistics , and historical data offerings. We expect this data feed will be ready by the end of this October as long as there are no unexpected complications. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-23 22:52:49
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| [2013-10-17 03:46:34] |
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Preliminary documentation: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php This data feed is still under development and it is not yet available. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-17 04:18:29
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| [2013-10-17 09:51:23] |
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Supported Exchanges and Markets: CME futures, CBOT futures, NYMEX futures, COMEX futures. Exchange traded spreads are coming.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-18 02:39:31] |
| vegasfoster - Posts: 444 |
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Hi, will we be able to get historical data over the weekend? I currently can't with TT data. Thanks.
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| [2013-10-18 03:17:36] |
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Yes you will be.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-18 19:25:03] |
| User21223 - Posts: 92 |
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When CME real-time data feed for clients without trading accounts
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| [2013-10-18 19:46:17] |
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It will be before the end of the year. The main reason that this is time-consuming is because we have to develop a system to control authorization to all of the various exchanges and collect exchange fees and maintain the necessary records for the exchange. None of this is particularly easy. It can get complicated rather fast. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-19 01:19:59
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| [2013-10-19 12:06:35] |
| Trint - Posts: 115 |
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Will the 2% discount on the standard subscription apply to the CME Data feed fee of $35 for those who prepay several months in advance..? edit: ...or what I should've really asked is, will there be an opportunity for those non-US dollar paying account holders to pay for several months usage in advance so we can avoid the currency fluctuations. Date Time Of Last Edit: 2013-10-19 12:34:50
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| [2013-10-19 19:06:02] |
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There is no discount and there is no refund. These are rock-bottom prices. With no margin for discount at all. We do plan to accept euro payments soon. And quite honestly, the fluctuations between currencies like the euro and US dollar are so insignificant relative to what is being paid for and with prices so cheap, you cannot possibly be concerned about a currency fluctuation. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-19 19:44:51] |
| Trint - Posts: 115 |
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You can't blame me for trying SC.. ;) If it's any consolation I did feel rather guilty when I submitted that last post as I'm an extreme 'tight-wad' at heart when it comes to paying for things (no matter how good a value) and with other financial subscription obligations elsewhere too the costs do add up. I have to agree though that this is a v.good price for a CME data feed, particularly when you'll be introducing other markets like ICE EUREX etc... for the same cost..? Date Time Of Last Edit: 2013-10-19 19:59:28
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| [2013-10-20 04:01:04] |
| M5amhan - Posts: 468 |
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I have a question about this data feed.. I am very interested in signing up once ICE exchange is supported too (at least the Russell 2000) when you say $35 a month, does that include the direct fee paid for a package 3 ($27/m) or is the $35 added on top of that? also I use the ATcharts version so if I paid the $35 a month directly to Sierra, would I be enabled for the feed? thanks |
| [2013-10-20 22:50:12] |
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ICE and EUREX will have exchange fees on top of the 35. But the same $35 price will include them if the exchange fees are paid. The $35 a month is on top of any of the package prices. We do not make any money on the $35. There is only about a $2-$3 profit margin in it. You will require a direct account with us to use this new futures data feed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-20 22:50:36
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| [2013-10-21 00:53:52] |
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At this point, we have 6 users who want to test this data feed. Thank you. At this time we are not accepting any more new offers for testing.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-21 09:17:25] |
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We are planning to develop a feature before year-end to back adjust the prior contract data in continuous futures contract charts. And also greatly improve the performance of loading a Continuous Futures Contract chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-21 09:19:22
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| [2013-10-21 12:11:14] |
| Zosimus - Posts: 345 |
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This is great news.
Date Time Of Last Edit: 2013-10-21 12:12:44
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| [2013-10-21 19:53:09] |
| ejtrader - Posts: 688 |
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SC Team - Related to continuous contracts, would like to see an option to pick the next contract when the daily volume > current contract with NO Price adjustments ( Gap is expected ). Would it be possible to implement such feature? Or If this is going to be difficult, would you please have an option to have a join date(manual entry), but unchanged/Original price of the respective contracts? Thanks |
| [2013-10-21 20:39:23] |
| RafiH - Posts: 28 |
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How far back will historical Bid/Ask data be available?
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| [2013-10-23 00:46:12] |
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Both adjusted and unadjusted Continuous Futures Contract charts will be supported. The rollover can be based upon a calendar date or volume. Right now we offer Continuous Futures Contract charts where the rollover is based upon volume. We expect to have three years of historical Intraday data for the major markets which includes bid volume and ask volume . Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-23 00:47:12
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| [2013-10-23 17:48:56] |
| sbsierra - Posts: 71 |
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As one feature of the upcoming feed you wrote -Full market depth data. what does this mean? how many levels will be shown for dax future for example? |
| [2013-10-23 18:20:29] |
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We will not be offering the EUREX in the initial release. In the case of the EUREX, most likely there will be 10 levels of depth. We may be able to do more, but probably not from the start. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-24 10:47:27] |
| Trint - Posts: 115 |
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Do you have a monthly exchange fee cost for ICE in mind at the moment as I would be mainly interested in the real-time ICE US Dollar Index (USDX). Although FXCM's Dollar Index is good I do like the ICE version. When you officially release the CME (and other exchange data) will you be documenting what's included on the site and will non-subscribed exchanges still send data in the feed, albeit delayed (or EOD)..? Thanks. |
| [2013-10-24 13:01:26] |
| User16114 - Posts: 153 |
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support for DTN IQFeed symbols NYA.X (NYSE COMPOSITE INDEX) and VI7T.Z (NYA COMPOSITE INDEX VOLUME) would be appreciated when and if possible
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| [2013-10-24 15:00:32] |
| User16114 - Posts: 153 |
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as you probably know NYA.X at IQFeed costs a few more dollars a month and VI7T.Z is one of their basic mkt statistics included in all subscriptions - I have no idea why, just passing on info when it comes to the NYSE TICK (TICK.Z at IQFeed) I believe IQFeed creates their own TICK which is different from the TICK provided by others, ie: eSignal TICK seems to be quite different than IQFeed's. Will you be calculating your own TICK or providing a TICK datafeed? |
| [2013-10-24 18:11:13] |
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The ICE exchange fee will be what the ICE will charge. Of course we will provide complete documentation. For exchanges that require an exchange fee, delayed data will not be sent. Only delayed historical data. Longer-term, we do plan to calculate our own TICK. Currently we do offer a $TICK symbol: Http://www.sierrachart.com/index.php?l=doc/helpdetails66.html Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-10-24 22:06:29] |
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We would like to get an understanding of EUREX and ICE exchange fees charged by brokers. It is our understanding that these fees need to be paid by customers. We see that Interactive Brokers does charge the corresponding fees to their users. The ICE exchange fee is the most significant at 85 per month. If you receive ICE US data from a broker, do you pay an exchange fee? We would like some feedback from our users. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-10-24 22:06:52
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