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Date/Time: Fri, 24 Jan 2025 18:31:06 +0000



User Questions

View Count: 875

[2019-01-25 23:32:44]
Sierra Chart - Max - Posts: 5779


could you please tell me if there is any data feed available for Sierra Chart that provides me Future data (especially for CL and ES) and data for shares (Nasdaq and NYSE)?

At the moment I’m using Rithmic but Rithmic only provides data for futures.


Sierra Chart Support
[2019-01-26 00:27:54]
Sierra Chart Engineering - Posts: 104368
Yes you can use the Sierra Chart Exchange Data Feed for this. Here is the complete information and instructions for that:

Sierra Chart Exchange Data Feed
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
[2019-01-26 11:33:56]
User528369 - Posts: 5
Hi Support,

thanks for the link. It is a very good Explanation. But one more question:

In the beginning there is written:

"If you are looking for a high quality futures and stock data feed for Sierra Chart, then this is an excellent choice. For example, if you are using the Numbers Bars study, this is one of the very best data feeds to use."

This is very good because I want to use the Numbers Bars study for Stocks and not only for futures. For that reason I Need the market depth data.
Ok so far. So it Looks good, but later on there is written:

"Market Depth Data: For futures markets only. In the case of the CME, to receive market depth data, you need to activate an exchange fee which includes market depth data."

So this means again, that market depth data is not available for stocks. But this would mean that I cannot use the Numbers bars study in Sierra Chart for stocks. Is this correct?

And if I go on and look an the table for the available Exchange Name, I find the following entry:

"U.S. Equities (NYSE, NASDAQ, AMEX, BATS)
Market Depth Included: No"

So please tell me, can I really use that datafeed for stocks and work with the numbers bars study or is it not possible for stocks?

Kind Regards
Adrian
[2019-01-28 19:45:03]
Sierra Chart Engineering - Posts: 104368
Yes, you can use the Sierra Chart Exchange Data Feed for stocks and use that with the Numbers Bars study, even though the Market Depth data is not available for stocks.

Keep in mind, the Numbers Bars study uses the data for the trades that occur and whether each trade is a Bid or Ask trade. It is not dependent on the Market Depth which shows the orders that are in the market waiting to be filled at a specific price.

Refer to the following for information on the Numbers Bars study:
Numbers Bars: Introduction
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
[2019-01-29 10:13:58]
User528369 - Posts: 5
OK thanks for that answer. Then I will try it next week with the Trial package for 14 days for 5 USD.

Kind Regards
Adrian

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