Support Board
Date/Time: Tue, 25 Feb 2025 07:08:23 +0000
NQ 100 CME Future Ultra low latency data feed
View Count: 1548
| [2021-03-29 23:00:06] |
| User219588 - Posts: 8 |
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Hello, upon researching I've found out that there are a number of data feed providers which are compatible with Sierra Charts such as IQfeed and CQG. I'm currently using Denali Exchange data feed on Sierra Charts for CME E-Mini futures. However I'm unsure of the latency times, is there a way to compare different data feeds ? if so how would I find the lowest latency data feed for CME E-mini futures. I've tried DxFeed with Quantower and that was very laggy and much worse than Denali Exchange data feed. I'm considering bloomberg terminal with B-Pipe feed, but it costs a lot more than all other options and I'd like a second opinion on what could be the best option for me. I'd also like to clarify that the current feed isn't lagging, its just that I believe the latency isn't the best in class (I could be wrong). Looking forward to your advice. Thank you |
| [2021-03-31 00:17:50] |
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Have a look at this video: http://videos.sierrachart.com/DenaliDataFeedSpeed_Video_2021-03-22_144752.webm You probably can improve latency. We could provide even lower latency for use within the same data center but that would have to be another separate project which we would have to work on later. 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 |
| [2021-03-31 10:50:22] |
| User219588 - Posts: 8 |
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Thank you for sharing the video, I'm currently using the same settings as guided in the video. I came across Upcoming Data Feed Plans 2, New Exchange Can you please shed some light on when the new exchange might be coming? and about having the same data center, will Sierra Charts be offering CME feed from their Aurora Center at any time this year ? Because I'd really like to be one of the early adopters even if the fees are higher. Lastly, I'm currently on a Standard + Denali Data feed package. Could moving to Advanced + Denali Data feed package help me have better latency times ? |
| [2021-03-31 11:46:47] |
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The data feed you are receiving from the Denali data feed is from the CME Aurora data center already. The latency will not change, based on your service package. 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 |
| [2021-03-31 19:14:58] |
| User852559 - Posts: 40 |
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I noticed in your video you were using standard compression instead of high compression under your SC Server Settings. In general, if you have a stable connection, which will give you the highest speed of order updates?
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| [2021-04-01 02:33:32] |
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Standard compression is what is recommended.
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 |
| [2021-04-03 23:18:32] |
| User219588 - Posts: 8 |
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https://www.cmegroup.com/market-data/licensed-distributors.html Hello, after you mentioned that the Denali Exchange Data is coming directly from the Aurora data center I checked out this list on CME Group official website. I was unable to find Sierra Charts or any other data provider with the name 'Denali' in the list. Can you please elaborate if Sierra Charts directly gets the feed from CME as a licensed distributor or if the data is sourced from another distributor. I'd really appreciate if you could share any information regarding this. Thanks |
| [2021-04-04 00:19:26] |
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you mentioned that the Denali Exchange Data is coming directly from the Aurora data center Yes this is true.Can you please elaborate if Sierra Charts directly gets the feed from CME Yes this is true.There is a different vendor of record though. The connectivity is still direct to the exchange. There is no other intermediary regarding connectivity. 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 |
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