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Date/Time: Thu, 27 Feb 2025 00:12:07 +0000



Delayed crude

View Count: 592

[2021-06-09 14:34:41]
User797992 - Posts: 18
Hi i'm with AMP futures. The ES contract is fine but the CL contract is delayed. I have done the monthly switch to CQG, then reverted back to SC all data but the problem persists ?

Thanks
[2021-06-09 15:25:45]
John - SC Support - Posts: 38222
The reason is because you only have the CME With Market Depth for nonprofessional trading accounts exchange enabled. This is just the CME exchange, not the CME Group. The CL trades on the NYMEX exchange.

Therefore, if you just need the CL data with Market Depth, the cheapest option is to add the NYMEX with Market Depth for nonprofessional trading accounts for an additional $10.40 USD per month.

If you are going to need data for symbols beyond those two exchanges (CME and NYMEX) then you should use the Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts exchange. Just keep in mind that whenever you activate an exchange you are charged the full amount for the remainder of the month in which it is activated. So if you are going to switch to the Full CME Group from the CME with Market Depth, then you may want to wait until the beginning of next month in order to not pay twice for the same data.

Or, another option would be to add the NYMEX with Market Depth for nonprofessional trading accounts now, and then switch to the Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts on July 1.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 15:30:09]
User797992 - Posts: 18
Thanks John, what I don't understand is that it hasn't been delayed for the last 3 months or so since I started using it ?
[2021-06-09 15:33:22]
John - SC Support - Posts: 38222
We see that you did have the Full CME Group with Market Depth exchange back in May, but then that exchange was not renewed, but the CME with Market Depth was then activated on June 1. So you should have had the data through the end of May, but then stopped on June 1.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 16:06:22]
User797992 - Posts: 18
Thanks. Sorry to be dense John, so what do I need to do ?
[2021-06-09 16:30:39]
John - SC Support - Posts: 38222
It depends. Answer these questions for me and I'll give you the instructions:
- Do you need data for any other instruments other than Crude?
- Do you need Market Depth data for Crude or for any other instruments.
- Can you wait until July 1 to get data for any instruments other than Crude?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 18:18:35]
User797992 - Posts: 18
Hi, Nope ES works fine it's just crude. Yes I want market depth (volume profile, not DOM), and no I would rather get it done now.
Thanks
[2021-06-09 18:53:23]
John - SC Support - Posts: 38222
Just to be certain, you state that you need Volume Profile, but not the DOM. The Market Depth is not needed for the Volume Profile. Are you perhaps thinking of the Market Depth Historical Graph (which does require the Market Depth)?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 20:07:16]
User797992 - Posts: 18
Yes, the chart is titled "market Profile Blocks", that's what I'm after. not the DOM.
Thanks
[2021-06-09 20:13:03]
John - SC Support - Posts: 38222
The Market Profile is what we call TPO. Refer to the information here:
Time Price Opportunity (TPO) Profile Charts

Again, that study does NOT use the Market Depth. The only place where the Market Depth is used is in the display in the DOM, showing you the limit orders waiting for the price to move their way, and the Market Depth Historical Graph, which gives you a "heatmap" of that same data over time. Refer to the following information for the Market Depth Historical Graph:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph

If you do not use the Market Depth in your trading, then there is no reason for you to be paying for it. You can get the entire CME Group data without the Market Depth for just $3.25 per month, saving you a little over $7.00 from what you are currently paying (it's not much, but again, no point in paying for something you don't use).

Let us know whether you think you need the Market Depth or not and we can go forward from there.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 20:18:09]
User797992 - Posts: 18
OK, cool. Let's just go for the TPO and ignore mkt depth. Thanks.
[2021-06-09 20:56:37]
John - SC Support - Posts: 38222
In that case, I would recommend activating the Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts right now and also deactivating the CME with Market Depth for nonprofessional Trading accounts. You can do this from this page:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed

The cost for this will be $3.25 for the new exchange you are activating.

As soon as you have that change done, you will have access to real-time data for all of the CME Group, beyond just Crude and the CBOT and CME exchanges.

Just be aware that you will still have Market Depth data through the end of the month for the ES (and other instruments traded on the CME exchange), since you already paid for that exchange option. When you deactivate it, you are really just setting to new renew for next month.
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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