Support Board
Date/Time: Wed, 26 Feb 2025 09:57:30 +0000
TPO on futures and stocks - data feed issue
View Count: 1200
| [2021-05-17 01:50:52] |
| User986574 - Posts: 3 |
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I am paying for data feeds at multiple brokers incl. CME at Tradovate, Level 2 in TD Ameritrade and NYSE and NASDAQ at CMEG/Dorman. Which Sierra package do I need to view real-time TPO charts in Sierra and get good info? I thought it was Package 5 but there's no indication of how to connect with Tradovate. Then I switched to Denali in package 11 but still don't understand why I'm paying for data feed in so many locations.
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| [2021-05-17 15:21:43] |
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What exchanges do you need real-time data for? Although you are using Sierra Chart Service Package 11, you still have not activated any exchanges.
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 |
| [2021-05-17 15:27:47] |
| User986574 - Posts: 3 |
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I guess I'm wondering what data feed I need to see TPO charts for futures and stocks. I have Level 2 in Tradovate for futures and Level 2 at TD Ameritrade to see stocks and futures but am using Sierra Charts just for charting.
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| [2021-05-17 17:55:32] |
| John - SC Support - Posts: 38172 |
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First, what you need to have is the Advanced Service Package with us in order to use TPO charts. From there, it is a matter of what data you want and what you can get, although we certainly do recommend using our data feeds. With regards to the futures data, what is the trading/data service you are using with Tradovate? If you are using CQG, then you could get that data into Sierra Chart. Let us know what you want to do with this and we can point you in the right direction. With regards to Stock data, we do not support TD Ameritrade, so you would need to get that data from the Sierra Chart Exchange Data Feed and activate the U.S. Equities exchange. Refer to the information here: Sierra Chart Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-18 14:07:47] |
| User986574 - Posts: 3 |
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Yes Tradovate can connect me via CQG. I prefer to trade directly on Tradovate for now and only use Sierra Charts for charting. Ultimately I'd like to be able to see TPO profiles in Sierra Charts on stocks and futures but not sure which way is cheaper to do that. If it's better to get the Level 2 in Sierra Charts for futures I can just do top of book in Tradovate and watch the rest in Sierra Charts. My confusion is that it seems I would need to run 2 data services in Sierra Charts to get the stock and futures data or get the Exchange Data Feed in addition to CQG from Tradovate. Is that correct? Or can i just do the whole thing from Sierra Charts and just do level 1 in Tradovate to be more cost effective?
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| [2021-05-18 14:47:04] |
| John - SC Support - Posts: 38172 |
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Since you are wanting to have data in two different places, you are kind of stuck in terms of needing to have 2 different data feeds, as the Sierra Chart data feeds do not work with other vendors, they only work with Sierra Chart. If you are wanting both Futures and Stocks, then you are correct in that you to use both the data feeds from Sierra Chart. The Denali Exchange Data Feed for the futures and the Sierra Chart Exchange Data Feed for stocks. You will need to look at what is going to be most cost effective for you. The one thing we want to make sure you are aware of is that you do not need the Level 2 data to see TPO charts. TPOs are based on the actual trades. But we do not know if you want the Level 2 data for other things. Refer to the following for the Denali Exchange Data Feed: Denali Exchange Data Feed And refer to the following for the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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