Support Board
Date/Time: Sat, 23 Nov 2024 06:53:11 +0000
[Locked] - Upcoming Data Feed Plans 2, New Exchange
View Count: 17614
| [2020-11-02 23:01:32] |
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We have had another thread where we discussed upcoming data feed plans, but that did not work out as intended. So that plan was canceled. Currently our plans is to offer the EUREX extended order book data feed as part of the Denali data feed. This delivers full market depth data and delivered out of Frankfurt. We hope to get this out before the end of the year. This is a very costly venture for us and there is some concern with world conditions but we are still going to go ahead with it. We also will be adding NASDAQ stock data with level 2. This data feed will provide market data for all US equities and constitutes 50% of the traded volume. The exchange fee for this should be only about 1 or 2 USD per month. We will be adding NASDAQ global indices. We will be adding CBOE Futures. We intend for Sierra Chart to be the very best durable tool, for trading the financial markets. And we are looking at adding support for decentralized trading of crypto currencies. We have also long talked about creating our own exchange. While we continue to work on all the technical aspects of that at this time. That was put on hold so we could focus on our core business first and improve that and get things well organized. We have made a lot of progress over the last year on that. That is the reason for the delay. But we plan to resume the exchange idea this coming year. We also plan to add support for the Small Exchange which does offer an alternative to the CME for some contracts. We are just doing things as quickly as we can. 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: 2020-11-02 23:03:32
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| [2020-11-08 03:43:17] |
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If you think you can be helpful on the side of the exchange, not the technical side, but concepts and operations, then do get in touch with us through a support ticket: https://www.sierrachart.com/usercp.php?page=SupportTickets It may be some time for us to respond because this plan is still a ways off from implementation. Although the technical aspects are being worked on. 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 |
| [2020-11-10 18:01:57] |
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We are also going to be releasing support for the Binance market data feed. We hope this will be done by the the end of November.
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: 2020-11-10 18:02:07
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| [2021-02-16 11:38:35] |
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We are currently underway with the programming to support the CBOE Futures and NASDAQ data feeds. We hope to have CBOE futures out in March 2021 and NASDAQ in April 2021. CBOE Futures is relatively simple for us. NASDAQ will be more involved. So we just have to see how that goes. Maybe we will start with just level 1 data for now and try to get that done by April. This will also mean, that we will have very few users continuing to use the Sierra Chart Exchange Data Feed by the end of 2021 and the remaining exchanges may just get phased out by us and we may just remove that data feed. The soonest though this would happen would be December 2021 we forecast. We just want to let users know. For example on ICE we just have 7 users. The other exchanges that have significant number of users are US Equities and HKFE. The US equities users will move to our new NASDAQ feed and if necessary we can then add NYSE as well although you will have access to the NYSE stocks anyway through the NASDAQ feed. Regarding HKFE we will make a decision later in the year as to what to do with those users. And with ICE we just have so few users. So we recommend you get your ICE data from IQ Feed or CQG. There is no need to do anything now though. You can continue to get the ICE data from the Sierra Chart Exchange Data Feed until the end of the year. Please understand that we must focus our efforts, where there is the most demand and do a good job with those services. We cannot be everything to everybody and supporting exchanges where there are just one user or a few users. This makes no sense. We really do not foresee continuing with the Sierra Chart Exchange Data Feed beyond 2021. At this point, this is just a consideration and is not definite. It is very possible it continues beyond the end of 2021. Update: At this point it is almost certain, that the Sierra Chart Exchange Data Feed will not continue after 2021 and we will have replacement data feeds, for the most actively used exchanges on that data feed before then. Update 2021-08-07: We will be keeping the Sierra Chart Exchange Data Feed after 2021 and beyond, so there are no plans to discontinue it. 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: 2021-08-07 03:12:45
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| [2021-03-23 00:32:49] |
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Regarding the new data feeds, CBOE Futures and NASDAQ. The first one we will be able to release is CBOE Futures but this is getting delayed due to delays with setting up a new server in NY4. Due to these virus related policies.
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 |
| [2021-05-24 07:34:35] |
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We expect to release the CBOE Futures data feed, June 1. We will post information about the exchange fees as soon as we have them. Therefore, there will no longer be a need to use the Sierra Chart Exchange Data Feed for this data. You will just need to use service packages 10, 11 or 12 and pay the exchange fee. We are continuing work on the NASDAQ data feed. We do have the server set up in the New York 4 data center which is where we access the CBOE futures and NASDAQ data feeds. Version 2263 or higher is what is required to use the new CBOE Futures (CFE) 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: 2021-05-24 19:06:34
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| [2021-05-25 01:52:02] |
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CBOE Futures Exchange Fees Top of book nonprofessional: 3 USD Market depth nonprofessional: 5 USD Top of book professional: 15 USD Market depth professional 40 USD 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: 2021-05-25 01:52:31
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| [2021-06-01 03:49:20] |
| Sierra_Chart Engineering - Posts: 17145 |
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We have now released the new CBOE Futures (CFE) data feed as part of the Denali Exchange Data Feed. The main futures contract this offers is the volatility index futures (VX). There is no longer a need to use the Sierra Chart Exchange Data Feed for this exchange.. All existing users who have been using CBOE futures (CFE) real-time data through the Sierra Chart Exchange Data Feed have already been moved over to this new data feed which is part of the Denali Exchange Data Feed. For these users, there are additional instructions you will need to follow which are further down. This data feed provides full market depth data, if the market depth exchange fee is activated, and market by order data. Delayed data is also provided. You will want to use this data feed, if you want the CBOE Volatility Index (VIX) as it represents the volatility index. There is no longer a need to use the Sierra Chart Exchange Data Feed and the CBOE Indices exchange for this. Instructions to use this data feed for existing users of CFE data through the Sierra Chart Exchange Data Feed: 1. Update Sierra Chart to the current version. You need to be on version 2268. Instructions: Software Download: Fast Update 2. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings If you have not already been using CFE data through the Sierra Chart Exchange Data Feed and now want to use this exchange through the Denali Exchange Data Feed, then you need to go to this section to complete the agreements and activate the exchange: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliCFE We are still in the process of moving the historical data from the old data feed to the new data feed. So there is limited historical data at this time. This will be done within the next day or so. ----- Here is a screenshot of the CBOE Volatility Index futures with market depth and market by order data: http://www.sierrachart.com/image.php?Image=1622532189143.png 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-01 07:26:13
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| [2021-06-01 07:23:44] |
| Sierra_Chart Engineering - Posts: 17145 |
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Here is a screenshot of the CBOE Volatility Index futures with market depth and market by order data: http://www.sierrachart.com/image.php?Image=1622532189143.png This is also an example of what we will be able to achieve with the NASDAQ data feed as well. We should be able to provide something like market by order data as well. Although that has still yet to be determined. We also want to point out, that all we have achieved with these data feeds, from the CME Group, EUREX, CBOE, and NASDAQ is a major technical and infrastructure achievement. This puts us in a position far far beyond most of our competitors. And combined with direct CME routing and later EUREX, which we are working with one clearing firm to release, we are now in a position similar to businesses like CQG and TT. However, our pricing is far lower than them and we operate much more efficiently and reliably. For example TT would charge a clearing firm 5000 USD per month per exchange. So a firm would have to pay 10,000 USD per month to TT for CME Group and EUREX order routing. Whereas we can offer this to clearing firms, for 0 USD per month and deliver a reliable solution. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-01 07:30:53
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| [2021-06-02 05:20:29] |
| Sierra_Chart Engineering - Posts: 17145 |
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We are having a problem with the new CFE data feed. Some symbols are not providing real-time data when they should. There is some problem, related to the mapping of data from the CFE data feed, to the symbols. The CFE feed in this regard is rather complicated. We are going to be working on it tomorrow. We have reverted back to the old data feed for the time being. There are no changes required for users. For the time being there is no market by order data or extended Market depth. We expect to have this issue resolved, no later than this Wednesday afternoon. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-02 05:21:45
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| [2021-06-03 05:54:00] |
| Sierra_Chart Engineering - Posts: 17145 |
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The issue in post #10 has been resolved. And we have switched over to the new data feed, this evening. It was a very minor issue which was causing the problem and once determined, we already had a solution which was easily applied. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-03 17:38:19] |
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The release of the NASDAQ data feed is going to be delayed by 2 months due to all of the work involved in obtaining the physical connectivity. This is a very involved process taking considerably longer than thought.
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: 2021-08-03 22:54:15
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| [2021-08-07 03:13:41] |
| Sierra_Chart Engineering - Posts: 17145 |
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Update 2021-08-07: We will be keeping the Sierra Chart Exchange Data Feed after 2021 and beyond, so there are no plans to discontinue it like previously forcasted, so this datafeed will remain. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-12 02:46:04] |
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We are finally a step closer, with the upcoming NASDAQ full order by order data feed. We now have a connection to the NASDAQ test facility, to our server in NY4. But we still need to work out, other details like IP address, and username/password for connectivity to the NASDAQ server. Progress is being made, but moving slowly. 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: 2021-09-12 02:46:49
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| [2021-09-23 02:12:05] |
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We now finally have access to the NASDAQ full order by order data feed. And we are doing testing now. This is just a test data feed. Not the actual production data feed. However, it looks like we can probably actually finally release this data feed towards the end of October 2021. 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: 2021-09-23 02:12:12
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| [2021-10-10 16:41:57] |
| Sierra_Chart Engineering - Posts: 17145 |
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We are doing our best to get the NASDAQ full order book data feed (TotalView), out either in late October or early November. This data feed, provides market data with market depth data and market by order data for all of the NASDAQ stocks and NYSE stocks as well. Only the trading activity for NYSE stocks which occurs on the NASDAQ exchange/system, will be reported. However, we are told this is about 50% of the volume. The exchange fee will be 15 USD per month. This data feed will be provided with service packages 10, 11, 12. We will see about offering it with our other packages ( 3, 5). 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-10-10 16:42:14
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| [2021-10-20 14:58:54] |
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Market data for the FairX Exchange has been released. Instructions to use: 1. Update to the latest prerelease of Sierra Chart: Software Download: Fast Update 2. Select File >> Find Symbol >> Futures-FairX. 3. Expand the list. Select (Get FairX Symbols). Press the Get Symbols button. 4. The list of symbols will display within about five seconds. Select the symbol you want to chart from the list. And press the OK button. 5. The Selected Symbol box will be filled in with the selected symbol. Press Open Intraday Chart or Open Historical 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: 2021-10-20 19:57:16
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| [2021-10-20 19:57:45] |
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Post above updated with a missing step.
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 |
| [2021-12-24 15:46:14] |
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It has been a very slow difficult process obtaining the NASDAQ ITCH TotalView data feed from NASDAQ. But we are getting there. We have the physical connectivity in place. We expect to have this available in January, 2022. There will be no exchange fee for it. It will be offered for free for users on package 10, 11 or 12. And we will provide delayed streaming data on the other packages. 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 |
| [2021-12-29 12:34:14] |
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The delay with the NASDAQ data feed is due to delays on the NASDAQ side and we are very disappointed in this. We have been delayed by months, due to delays on the NASDAQ side or with not getting clear information from them or not getting a resolution to issues within a reasonable time.
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: 2021-12-29 12:34:40
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| [2022-01-11 16:53:03] |
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We now finally have the NASDAQ production TotalView data feed. We are observing it now. We are very very impressed. This is the first time we have access to this. We see greater volume with NASDAQ stocks as compared to the US equities data feed provided by the Sierra Chart Exchange Data Feed, which utilizes Barchart Open Feed (Source data feed). With the NASDAQ TotalView data feed and the stock Amazon (AMZM) at the 9:30 open we are seeing about 5 times the volume. And over 11 times the number of trades and a wider high to low range. For NYSE stocks we do see reduced volume as compared to the US Equities data feed part of the Sierra Chart Exchange Data Feed, but we see a wider price range for the same time on NASDAQ TotalView. Therefore, overall the data quality should be more than acceptable. Regarding market depth, we are seeing extensive depth. Since we limit the number of levels to 1400 we cannot see beyond that, but we see 1400 levels on the bid and ask side for Amazon. 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: 2022-01-11 17:06:28
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| [2022-01-14 02:28:42] |
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We are seeing some performance issues, with processing this data feed. We are going to resolve that in the next 2 to 3 days. We also see that the data feed seems like it is replaying data, upon connection after the market closes. We need to look into this and ask NASDAQ support about this. We are going to get this data feed released, but it may be less than perfect and we may have to switch to the UDP multicast feeds rather than a TCP connection (SoupBin TCP which we are currently using). So there likely is going to be a period of time, where there are some issues. Although we will get these resolved. The market depth data though is working well. 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: 2022-01-14 02:29:26
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| [2022-01-14 16:22:21] |
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This replaying of data, with the NASDAQ data feed, is a real problem. We will have to switch to the UDP multicast NASDAQ feed. We are not going to be able to release this data feed, in January. It will need to wait until February.
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 |
| [2022-01-14 20:54:48] |
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We want to explain what we said here better: This replaying of data, with the NASDAQ data feed, is a real problem. We will have to switch to the UDP multicast NASDAQ feed. We are not going to be able to release this data feed, in January. It will need to wait until February.
Yes the replaying of all the order by order activity since the open upon connection, on this TCP type of connection to the NASDAQ server, is a major issue. However, based on the current arrangement we have with NASDAQ which changes, due to circumstances, we cannot release the feed publicly in January but can in February. So during this time we will be integrating to the UDP multicast feeds. But we could release, the data feed as it is now. We did make one small change, which resolves the most serious problem with this replay that occurs on connection. 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 |
| [2022-01-14 22:49:12] |
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We just observed something very interesting with Sierra Chart processing capabilities. As we explained previously, the NASDAQ SoupBin TCP data feed, retransmits all of the order by order and trading activity since the days open probably around 4 AM US Eastern time, when it is connected to. So now that the market is closed or the day session is closed, we saw this retransmission for the entire day! It occurred at 2 Gb (Gigabits) per second sustained , and that was being fed into Sierra Chart. The Sierra Chart network core, and market data processing thread, was receiving all of that data, although ignoring it. The data transfer was 45 GB. And the transfer occurred in about a minute or so, and the number of packets was ~711,000,000. So what we saw for the first time, is that Sierra Chart's own network core can easily handle, data rates of sustained 2 Gb per second. Probably more, but this is what we are aware of with this connection. Of course this depends upon the particular hardware of the system. It is a very fast system, with Xeon processors and 10 Gb network adapters. So users can see the awesome power of Sierra Chart. And this is the very same Sierra Chart, that you use yourselves. We use the very same Sierra Chart to process the NASDAQ data feed and redistribute it to 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: 2022-01-14 22:52:33
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