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Direct MessagesDate/Time: Sun, 08 Sep 2024 01:55:57 +0000
Post From: Package requirement for Equities & Equity Index Futures
| [2024-02-12 15:32:13] |
| John - SC Support - Posts: 34254 |
|
The package you would need would be the "Integrated Advanced" package (Package 11). You need this in order to be able to have access to the real-time data and for the specific options you want (TPO and Numbers Bars). For the data, we have two data feeds for U.S. Equities: - NASDAQ TotalView: Just has the volume information for the NASDAQ exchange and has Market Depth information. - U.S. Equities Consolidated Tape: Has the full volume information for all exchanges for an instrument, does not have any Market Depth data. You can also purchase both of these and combine them by using a suffix of _MBO for the symbol (IBM_MBO). This will then give you the full volume information with the market depth from the NASDAQ TotalView. There is nothing different you need for the CME Group data, apart from purchasing it. But, you do need to keep in mind that you need to have a live, funded, futures trading account in order to qualify for the non-professional exchange fees for the CME Group, and you need to be able to connect your Sierra Chart to that account at least once a month. Refer to the following: Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges The costs for the above are the following: - Integrated Advanced Package: $46.00 per month (can be reduced by purchasing 3 or 6 months up front) - NASDAQ TotalView exchange: $16.00 per month - U.S. Equities Consolidated Tape: $10.00 per month - CME Group Data: Depends on what you need, can range from $2.00 to $37.50 per month. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |