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Date/Time: Sun, 24 Nov 2024 13:06:20 +0000



SPY data

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[2022-10-15 20:29:56]
User575399 - Posts: 322
I have an IB account with real time data. Can that be linked to Sierra charts for my data feed to get real time SPY data?

If so, are their any costs from Sierra charts I need to pay for live data on SPY?

I’d like to be able to read SPY footprint and orderflow if possible . Please let me know what steps are needed.

Thank you
Date Time Of Last Edit: 2022-10-15 20:49:13
[2022-10-17 16:34:32]
User575399 - Posts: 322
Bump
[2022-10-17 23:17:54]
Sierra_Chart Engineering - Posts: 17154
You will need to activate the Sierra Chart Real-time and Historical Exchange Data Feed.

And use the US Equities exchange. Full instructions are here:
Sierra Chart Exchange Data Feed

Let us know if you need help with the setup.
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: 2022-10-17 23:18:54
[2022-10-18 06:16:57]
User584084 - Posts: 262
I have an IB account. I am getting all my SPY, QQQ, IWM, DIA, ETFs, Stocks and Futures real time data for Sierra Chart from IB. I am not paying a 2nd time for the same real time data through SC. No additional exchange agreements for DENALI or SC Exchange Data Feed are needed because the real time data is coming from IB.

The only drawback is IB Intraday charts are limited to 30 days of historical data.

I am on Package 11, SC Version 2442 and offline IB TWS Build: 10.19.1c. You need package 11 for footprint and order flow charts. Use symbol SPY-STK-SMART-USD for SC intraday charts and symbol SPY for SC historical charts.

You will need to use "Interactive Brokers [trading]" for your Current Selected Service under "Global Settings, Data Trade Service Settings". The server address and port I use is 127.0.0.1:7496. You will also need to "Enable Active X and Socket Clients" in the API settings located in IB TWS Configuration.
Date Time Of Last Edit: 2022-10-18 10:39:22
[2024-06-03 17:47:08]
RockyEast - Posts: 4
Presently I trade the micro-mini NQs and would like to add a panel with the VIX. Do I have to pay extra to get VIX data and if so how much per month?
[2024-06-03 18:13:49]
Sierra_Chart Engineering - Posts: 17154
We now do have the CBOE volatility index. It is 6 USD per month for the entire CBOE Global Indexes. Do you want us to activate this for you?
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: 2024-06-03 18:14:17
[2024-06-03 19:33:12]
SC Support - Posts: 1895
Hi RockyEast, if you would complete this Market Data Agreement via #2 below, we can activate the VIX Index Data for you, also the SPX and OEX Cash Indices are a part of that Data Feed:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliCBOECGIFIndexes
[2024-06-03 20:07:55]
RockyEast - Posts: 4
Thanks. I've changed my mind.
[2024-06-03 21:08:58]
SC Support - Posts: 1895
No problem RockyEast, it is there for you if you need it in the future.

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