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Date/Time: Fri, 11 Apr 2025 02:16:20 +0000



Post From: Upcoming Data Feed Plans 2, New Exchange

[2021-06-01 03:49:20]
Sierra_Chart Engineering - Posts: 19122
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.

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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
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