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Date/Time: Tue, 28 Jan 2020 21:27:34 +0000



Information About Denali / Who is Denali?

[2019-12-10 16:12:13]
oshine - Posts: 35 | Ending Date: 2020-03-04
I apologize if this has already been answered, but I have spent a while looking for the answer in the forums and on Google.

Does anyone know anything about the company that hosts the Denali service? Who are they? Is this a Sierra Charts subsidiary?

Appreciate the help as always.
Regards
[2019-12-10 17:14:23]
Sierra Chart Engineering - Posts: 80524 | Ending Date: 2020-06-09
We think there is a misunderstanding here. Denali is just a name. It is named after Denali National Park in Alaska. That is a native Alaskan name:
https://en.wikipedia.org/wiki/Denali_National_Park#Naming_controversy

It is just a distinguishing name. Just like Intel processor codenames:
https://en.wikipedia.org/wiki/List_of_Intel_codenames
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-10 17:48:32]
oshine - Posts: 35 | Ending Date: 2020-03-04
The name doesn't interested me, I am interested in the company hosting the service. Denali has no origin on the internet, no presence except for here at Sierra Charts and a few forums online.

CQG is from cqg.com
Interactive Brokers is from interactivebrokers.com
BitMEX is from bitmex.com

All of these are companies we recognize that are hosting their data services. With Denali I have no idea who is hosting the service and no information about the company. It's coming from somewhere, but where and who? This is what I am interested to know.

Thanks as always
Date Time Of Last Edit: 2019-12-10 17:49:11
[2019-12-10 21:44:20]
User390455 - Posts: 19 | Ending Date: 2020-03-04
Hi,
Denali is data from CME and vendor is Nirvana TS.
Other feed from sierra the vendor is Barchart.
[2019-12-10 22:09:00]
Sierra_Chart_Engineering - Posts: 372 | Ending Date: 2020-11-26
The vendor is not Nirvana from the typical understanding of what someone thinks a vendor is.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation
Date Time Of Last Edit: 2019-12-10 22:09:36
[2019-12-10 22:15:00]
User390455 - Posts: 19 | Ending Date: 2020-03-04
Ok,
A partner service from CME Group :
Nirvana TS
https://www.cmegroup.com/partner-services/nirvana-technology-solutions.html

Can you give the good word to use for describe : Nirvana TS ?
Tks
Date Time Of Last Edit: 2019-12-10 22:15:28
[2019-12-10 23:38:11]
nosast - Posts: 70 | Ending Date: 2020-01-31
I would also appreciate some background on the technology of Denali feed and your order routing solution with TT. Been testing the service since a couple of month and find it to be the best option for Sierra. Rock solid and well thought out.

There are currently only two small issues left to get me really going:
- Matching depth levels with other services like Rithmic, CQG,... (keyword implied depth)
- Web based trading solution or iOS app for backup (internet, power, pc,..)

I really think you should do some solid "marketing" for this solution and describe in an article or video what's behind this. Reading the thread about implied depth sheds some dark light on Denali which clearly is not appropriate. Pretty sure the small issues will be fixed by your engineers shortly.
Date Time Of Last Edit: 2019-12-11 17:25:20
[2019-12-11 02:21:26]
Sierra Chart Engineering - Posts: 80524 | Ending Date: 2020-06-09
1. As you know from that one thread which lacks civility, we are working on the implied market depth among all of our other massive amount of development we have to do and support as well. We do have the one last known issue resolved that it is being tested right now on the delayed feed and we see no problems. If we run two days straight without any issues we can release it to the live feed.

The CME has no requirement for implied depth. It is a completely separate category of depth. We passed all necessary certifications with the CME for the data feed and certified that that the Denali market depth, matches the CME provided market depth exactly. That is certified and verified.

2. We expect to have this out next week. We could get it out this week but it requires an update of our order routing Sierra Chart processes, and those have to undergo careful testing before we do that.

implied depth sheds some dark light on Denali
It really does not from our perspective because we have a much greater insight of the actual facts.

And one question we have about implied depth, and this is something that we really do not know the answer to, is how often when the actual market reaches those implied depth levels, do those implied orders remain or get cleared under the circumstance where the current spread of the legs does not actually meet the spread orders. So the question is to what effect, is the implied depth really reliable. Which is the whole reason it is a separate category to begin with. Otherwise the CME would just include it themselves. What is the purpose of making it separate feed. And is the reason, why CTS does not provide this by default on their API, and even CQG makes it optional in their front-end.

Now having said all of this, we started implied depth support about six months ago in response to just one user asking about this. Although they were not specifically asking about implied depth, we knew that is what they wanted. Although we only supported the first level of the depth, to ensure a tighter spread on non-front month outrights.

And another interesting thing, is that as we were looking today at other feeds to seeing if they have implied depth we noticed one data feed that we support, that does not even do the merging properly and is simply giving erroneous depth quantities at the top two levels. What do you think about that. Why is it the CME is providing this as a separate stream when they can merge it themselves and do it properly and have everyone deliver it consistently?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-12-11 02:39:35
[2019-12-11 07:43:22]
nosast - Posts: 70 | Ending Date: 2020-01-31
You got my post completely wrong. I'm very happy with Denali and your order routing and don't want to start a new thread regarding implied depth. I also think that this additional depth levels are questionable and not consistently implemented across all providers and the whole concept of only showing 2-3 levels just doesn't make sense to me. For that please make sure to let us users turn this on and off and that it wont affect latency. The only interest I have regarding this topic is that the depth levels matches Rithmic and TT to don't have the feeling that other traders are seeing more "information" even when it's questionable.


implied depth sheds some dark light on Denali
It really does not from our perspective because we have a much greater insight of the actual facts.

What I wanted to say is that for the users reading this thread the solution sounds broken which clearly is not the case! And that you should give solid insights on the technology like a form of marketing for the feed and your order routing.

Again: From my perspective it is top notch and only needs the web-based trading and implied depth on/off switch and I know from your posts that both features are coming over the next couple of days. So I can really start migrating my trading beginning of January.
Date Time Of Last Edit: 2019-12-11 07:44:27
[2019-12-11 14:27:52]
SC Support - Posts: 222 | Ending Date: 2020-08-22
We can give you a call to speak through all this if you wish.
[2019-12-11 15:09:25]
nosast - Posts: 70 | Ending Date: 2020-01-31
We can give you a call to speak through all this if you wish.
Was this directed to me?

If so... I'm all good. I was just suggesting to give some insights into Denali and TT order routing technology in the Documentation section for the whole user base.

I don't have anything else to discuss beside the 2 already mentioned small features that are already shortly before their release.

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