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Date/Time: Wed, 22 Jan 2025 23:01:45 +0000



SC Exchange Data and not able to chart spread of calendar spreads (i.e. Butterfly/Condors)

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[2018-10-30 12:57:17]
User213985 - Posts: 2
I got a direct account and have SC All data. I am able to get CLZ18-CLZ19.FUT_SPREAD.NYMEX either intraday or historical.
I am trying to do a difference of calendar spreads. In CQG I would do it as spread(CLES1Z18-CLES1Z19)

How can I get this to work with SC exchange data. All I want is historical (non realtime) difference of calendar spreads.I can use the difference or butterfly spread study but is there a way to input this directly

Also with my SC exchange data feed, I am not able to use the Get Spreads function (which is one of the reason I signed up for the direct account). My evaluation ends this week and I would very much like both to work to then sign up for the direct account
thanks
[2018-10-30 15:58:44]
Sierra Chart Engineering - Posts: 104368
You will need to activate the Sierra Chart Exchange Data feed to access the spread symbols. This is documented here:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ExchangeTradedSpreads

Is this an exchange traded spread?:
I am trying to do a difference of calendar spreads. In CQG I would do it as spread(CLES1Z18-CLES1Z19)

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
Date Time Of Last Edit: 2018-10-30 15:59:28
[2018-10-30 20:02:14]
User213985 - Posts: 2
Just to summarize:
a) First get a Sierra Charts Direct account - so either get a package 3 or 5
Then subscribe to Sierra Chart Exchange Data feed (which is 15.75 for 100 symbols)
Then I can get Sierra exchange spreads from the Find Symbol menu

But I do not want real time data since I will be getting that through CQG Fix through my broker and only want daily exchange spreads

Also if I do all this, can I still get spread of 2 exchange spreads i.e. (CLZ18-CLF19.FUT_SPREAD.NYMEX)-(CLZ19-CLF20.FUT_SPREAD.NYMEX)

OR
b) If anyway I cannot get (CLZ18-CLF19.FUT_SPREAD.NYMEX)-(CLZ19-CLF20.FUT_SPREAD.NYMEX) without using a Difference study,
can I just have the Direct account where I can type the exchange spreads manually with my CQG Fix realtime data feed

thanks much
[2018-10-30 20:08:32]
Sierra Chart Engineering - Posts: 104368

a) First get a Sierra Charts Direct account - so either get a package 3 or 5
Yes.

Then subscribe to Sierra Chart Exchange Data feed (which is 15.75 for 100 symbols)
No. You just need to pay for a real-time connection and the minimum price of that would be 25 USD per month.

You do not have to pay for any exchange fees just to get the historical spread data.


Also if I do all this, can I still get spread of 2 exchange spreads i.e. (CLZ18-CLF19.FUT_SPREAD.NYMEX)-(CLZ19-CLF20.FUT_SPREAD.NYMEX)
Yes, if this is an exchange listed spread. All of those will be available.

This is an example of an exchange listed butterfly spread symbol:
CL:BF Z18-F19-G19.FUT_SPREAD.NYMEX

can I just have the Direct account where I can type the exchange spreads manually with my CQG Fix realtime data feed
Yes as long as you know what the symbols are.
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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