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Date/Time: Tue, 26 Nov 2024 05:52:47 +0000



Post From: Delta Vol Bars

[2024-01-05 16:12:18]
John - SC Support - Posts: 36286
You are using our Denali Exchange Data Feed for your data. You have the following exchanges active:
- CME Non-Professional Top-of-Book
- COMEX Non-Professional Top-of-Book
- NYMEX Non-Professional Top-of-Book

Sierra Chart is setup such that if you are subscribed to the data from us, then you will get our data regardless of what service you are connected to. For any exchanges that you are not subscribed to from us, the data would come from the service you are connected to. Refer to the following for further information on this:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

Keep in mind, the need to connect to a live broker is a CME Group requirement in order to get the data at the non-professional rate.

Given the above, you are able to get the Delta Volume Bars properly because you are using our data. Your friend is using data from Interactive Brokers which does not have the proper Bid/Ask information to generate the those bars.

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Separately, we would like to point out that you have 3 of the 4 CME Group exchanges active. You could save $0.50 per month and get all 4 exchanges by subscribing to the "Full CME Group (CME, CBOT, COMEX, NYMEX) for non-professional Trading accounts".

If you want to make this change, then you should wait until next month, as the exchanges renew on a calendar month basis, and they do not give refunds. Therefore, what you would do is deactivate the current exchanges that you have active at any time this month - doing this just sets them to not renew, you will continue to get the data through the end of this month. Then on the first day of the following month, activate the new exchange.

You make changes to your exchange options at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing