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Date/Time: Fri, 28 Feb 2025 04:59:20 +0000



live feed for simulation trading

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[2021-07-30 16:28:41]
silvereagle - Posts: 23
hello Sierra :)

A few months ago I did the trial demo with your software and was very happy with it. It's a great product! I knew my next step in trading was to sign up with a broker and fund a futures account so I did that, and when they asked I said I'd be using Sierra. For data, at the time the broker just set me up with CQG. I wasn't that concerned about data feeds at that point as I was still just learning the capabilities of your software. At the time I remember signing all that paperwork such as non-professional trader stuff through them.

A little bit later, my sierra demo expired, and I pulled the trigger and bought Sierra Package 10 which came with Denali.

Since then, It's been enough for me to work with the delayed feed and market replay to continue to work on my system, but now I'm at the point where I want to connect to one of my live feeds and sim trade on live data. This is where I'm stuck.

I thought that Denali was a live data feed, but I'm seeing in my Account Control panel I have to "Activate" an exchange... and pay for that as well per month on top of Denali? I know it says in your help docs: "The Denali Exchange Data Feed provides real-time and historical data for the CME, CBOT, NYMEX, COMEX, and EUREX exchanges." so, I'm confused.

I know I get cgq and denali. I'd like to keep my costs low while I'm learning. Right now, all I want to do is begin forward testing the system by simulation trading on a live feed. Can you please advise me, what steps I should take or refer me to the correct help pages I might not have seen? Should I just use CQG at this point since I get that already, or do I need to pay additional exchange fees on top of denali?

Much thanks for helping me figure out my next steps, and again, great product guys I'm really happy with these charts :)
Curt
[2021-07-31 02:21:35]
SC Support - Posts: 1937
Regarding "I thought that Denali was a live data feed, but I'm seeing in my Account Control panel I have to "Activate" an exchange... and pay for that as well per month on top of Denali?"
-- Denali is the infrastructure, hosting, the provisioning of the Raw Data Feed, its still necessary to activate and pay the CME Group for its Real-time Market Data Exchange Fees, see here:
Denali Exchange Data Feed: Supported Exchanges (Exchange Fees)

In order to get live CME Group Futures Data flowing to your charts while maintaining your right to the Non-Professional Data discount, you are going to have to (1) activate an exchange (see above) and also (2) connect Sierra Chart to your Futures Trading Account -- you need to do this once a month:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees

It sounds like your broker can provide you with the CQG WebAPI login credentials and with those in-hand, here are your connection instructions:
CQG Trading Platform Service: Setup Instructions
[2021-08-02 01:35:09]
silvereagle - Posts: 23
Thanks for clearing that up. I read more of your documentation, and found key information for what I am trying to accomplish:

I wanted to use bracket orders, that is attached orders to my parent order –basically a profit target and a stop loss. I would prefer the attached orders be located either at the exchange, or a server co-located with the exchange and not on my machine (client).
According to this documentation page:

Sierra Chart / Trading Technologies Futures Order Routing Service
1.  This service supports a large number of clearing firms (list below) since the order routing in the background is through Trading Technologies (TT). So in other words it is broker/firm neutral.
2.  Trouble-free and properly managed server-side bracket orders. This is a huge advantage as compared to other supported services. This is functionality that you do not have when you are using CQG, Rithmic, CTS, Transact, Gain Capital or Interactive Brokers. For example, there is no support for server-side bracket orders when using CQG with Sierra Chart.

The list of clearing firms on that help page does not include my clearing firm (ADMIS). However, going back to point 1 earlier, routing through TT. I found a few websites that seem to confirm that ADMIS works with TT.

https://optimusfutures.com/tradeblog/archives/admis-review-2019
We recommend ADMIS to traders looking for:
Rithmic/CQG/CTS/TT based execution for Active Self-Directed Accounts, Managed Futures, Cross-Margin Based Accounts and Broker Assisted Trading.
https://www.businesswire.com/news/home/20121106005335/en/ADM-Investor-Services-Companies-and-Trading-Technologies-Enter-into-Global-Software-and-TTNET%E2%84%A2-Distribution-Agreement

It says that ADMIS supports TT. Can you confirm that sierra server side order service works with ADMIS customers? If this is the case, then could you tell me what I need to do to switch from what they set up (CQG) and transition to TT and use of your server side order service?

Thanks for helping me piece this together!
[2021-08-02 08:57:00]
Sierra Chart Engineering - Posts: 104368
The problem is that ADMIS will not support the TT based Sierra Chart Order Routing Service. The reason is related TT and not Sierra Chart.

Maybe when we have our direct routing to the CME they would be interested in supporting that but we have not approached them on that and it would not be anytime soon.
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: 2021-08-02 08:57:29
[2021-08-05 00:42:41]
silvereagle - Posts: 23
Ok got it. I'll be moving to Phillip Capital then so that I can use your server side order service: last question: you list Phillip in your docs that they support your server side service --is this still true? (help docs can go stale) I'm checking first because it will cost me money to close admis and transfer.

Thanks!
[2021-08-05 02:28:30]
Sierra Chart Engineering - Posts: 104368
Yes you can use Phillip Capital.

you list Phillip in your docs that they support your server side service --is this still true?
Yes this is the case when using the Sierra Chart Order Routing Service with Phillip Capital.
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
[2021-08-05 12:52:24]
SC Support - Posts: 1937
We have Direct Phillip Capital clients using SC / TT(FIX) Order Routing, also the Introducing Brokers (1) AGN Futures & (2) Edge Clear have clients clearing through Phillip Capital that are using SC / TT(FIX) Order Routing. Thank you

For a list of the Brokers / Clearing Firms that support the TT-FIX Order Routing Service see #2 here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

Thank you
Date Time Of Last Edit: 2021-08-05 12:52:48

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