Support Board
Date/Time: Tue, 26 Nov 2024 04:41:31 +0000
Data service packages - package 11
View Count: 1440
| [2022-12-15 01:27:10] |
| plutus1901 - Posts: 29 |
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Hello, I am new to sierra chart and I have question about the service package 11. 1.) Does service package 11 also includes the time and sales ? 2.) For the futures real time data, do we need to pay extra fee outside the service package 11 ? 3.) Does sierra charts also provides the level 2 data ? Thank You |
| [2022-12-15 15:51:07] |
| John - SC Support - Posts: 36286 |
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1) All packages include the Time and Sales data. 2) Yes, you need to pay the exchange fees for the exchanges that you activate to get the real-time data. 3) Yes, the level 2 data is available with the data from the CME Group, EUREX, CFE and NASDAQ TotalView exchanges. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-15 16:08:28] |
| plutus1901 - Posts: 29 |
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Thank you for the reply. Please correct my understanding if I am wrong. For example, even if i get the service package 11, I still have the pay the exchange fee to get the real time data ? 1.) If I have to pay the exchange fee, then what is the use of service package fee ? 2.) I trade stocks, ETFs, futures. So, do I need to pay the exchange fee for NASDAQ, NYSE, NYSE ARCA, CMEX ? 3.) Can you please share the link where the exchange prices are listed ? Thank you |
| [2022-12-15 18:14:28] |
| John - SC Support - Posts: 36286 |
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You do have to pay the exchange fees for the real-time data that you want. 1) The Service Package fee is the cost to use Sierra Chart in general. The exchange fees are the price that the exchanges charge for you to get their data. 2) You would need to pay for the NASDAQ TotalView exchange, which includes all the U.S. Stocks and ETFs, and you would also need to pay for the appropriate Futures exchanges (the CME Group has various options depending on what you need). 3) You will find the list of exchanges and their cost here: Denali Exchange Data Feed: Supported Exchanges (Exchange Fees) Also, be aware of the limitations of the NASDAQ TotalView data at this time by reviewing the information here: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-15 18:56:11] |
| plutus1901 - Posts: 29 |
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Got it. My use case: I want to see the footprint and depth of the market for futures and stocks. Does getting the service package 11 is enough or do I also need to subscribe to real time data from exchange to view footprint and depth of market ? Thank you |
| [2022-12-15 21:08:24] |
| John - SC Support - Posts: 36286 |
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If you do not use the real-time data, then you will be using our Delayed Streaming Data. Which we recommend doing while you are getting used to the system in order to not be paying for real-time data until you need to. With regards to the delayed streaming data, you can use the Numbers Bars (footprints) without any issue. But, with regards to the Market Depth data, it is available with the Futures data, but not with the U.S. Stock data. The NASDAQ TotalView exchange does not support the Market Depth data with the delayed streaming data. Therefore, it is up to you whether you feel you need the Market Depth data enough for the U.S. Stocks that you want to pay for the real-time NASDAQ TotalView exchange. Also, if you are going to use just the delayed streaming data, then you can be on Package 5 (Base Advanced), as you are not needing any real-time data and you are not making any external connections to trading services. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-16 01:58:29] |
| plutus1901 - Posts: 29 |
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To be honest, I am really getting confused with all the different data feeds that sierra chart is offering and what to choose. 1.) What is the difference between Denali data feed vs Exchange real time data vs sierra chart real time exchange data feed. 2.) I have interactive brokers account. So, in order to get the reduced price CME real time date, do i need to just connect my sierra chart with interactive brokers account ? My need is simple: I want to see the depth of market and footprint for futures, SPY, stocks & I don't any delayed data. Based on my requirement, Can you please let me know what all the data feeds do I require ? Thank You |
| [2022-12-16 13:52:34] |
| Sierra_Chart Engineering - Posts: 17179 |
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Yes it is confusing because the data comes from different providers, and also exchanges make market data access very complicated. 1. Really at this point we just recommend you use, the Denali Data Feed and our NASDAQ TotalView data for the stock data. NASDAQ TotalView does not deliver the full consolidated tape volume but we will have the full consolidated tape volume with the Denali Data Feed some time in January. So the difference has to do with the full consolidated tape volume versus the volume of a stock traded on NASDAQ. All US stocks do trade on the NASDAQ system. 2. Yes exactly. Instructions: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services If you want to use the Numbers Bars feature with Stocks and ETF's then you really do need to use the Sierra Chart Exchange Data Feed and the US equities data feed for the consolidated tape. But if you are willing to wait until January, then that was what we recommend. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-12-16 13:53:49
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| [2022-12-16 15:47:05] |
| plutus1901 - Posts: 29 |
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Thank you for the reply. 1.) at this point, I don't need the numbers bars and tape , I can wait until January 2023 BUT I need the depth of market for CME futures and US stocks. 2.) There are some ETF's that trade only on NYSE ARCA exchange like SPY, does the NASDAQ totalview also cover the stocks/ETF that trade on NYSE ARCA exchange ? 3.) Please correct me, From January 2023, consolidated tape will be included in denali data feed but if I still need the footprint chart, do I need to still subscribe to sierra chart exchange ? 4.) Do I get the footprint chart for CME futures, once I subscribe to denali data feed ? THank you |
| [2022-12-16 17:09:39] |
| John - SC Support - Posts: 36286 |
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1) Then you just need to setup the Denali Exchange Data Feed for the CME Group and NASDAQ TotalView exchanges. 2) Yes, these are available through our NASDAQ TotalView exchange. 3) If you need the Numbers Bars (footprint) right away for Stocks/ETFs, then you really should use the Sierra Chart Exchange Data Feed with the U.S. Equities instead of Denali with NASDAQ TotalView. This is due to the Consolidated Tape issue. 4) Yes. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-03 10:18:58] |
| darrenn - Posts: 4 |
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Hii! Real-time numbers bar (footprint chart) for U.S. stocks/ETFs is what I'm looking for. From above I understand that I need to subscribe to Denali Exchange Data Feed US Equities Consolidated Tape .I have signed the agreement. Just gotta check if there is only 1 agreement to sign? And all I have to do now is wait for approval/vetting is that correct? |
 signed_denali_agreements.png / V - Attached On 2024-01-03 10:17:57 UTC - Size: 30.34 KB - 60 views |
| [2024-01-03 16:37:16] |
| John - SC Support - Posts: 36286 |
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You are correct, there is just the one agreement for that exchange. Your agreement has been reviewed and accepted. You can activate the exchange at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeedSTOCKS#Exchanges For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-04 14:36:14] |
| darrenn - Posts: 4 |
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Hii I have done that but it seems that I am still unable to view real-time data in the form of numbers bars for stocks like AMZN, SPY etc. Like in the screenshot, it still says delayed data as shown in the top even though markets have opened. (It is delayed by about 15 mins) I have followed this setup instructions as well. The [M] symbol is also visible. Denali Exchange Data Feed: *Setup Instructions: Sierra Chart Software Instructions* Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds is also set to YES. I looked into the message logs and referenced this: Real-Time Exchange Data Feeds Available From Sierra Chart: Determining Problem of Data Feed Not Being Received through Message Log Analysis And I see the mappings for the symbols, and I see Enabled for:Denali Real-Time Exchange Data Feed , but in the logs the lines still start with ... |Delayed Data Feed| ...
Date Time Of Last Edit: 2024-01-04 15:08:55
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| Screenshot 2024-01-04 223510.png / V - Attached On 2024-01-04 14:35:48 UTC - Size: 45.51 KB - 62 views |
| [2024-01-04 17:57:53] |
| John - SC Support - Posts: 36286 |
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You are entering the symbol with the -NQTV suffix. This specifies that you want the data from our NASDAQ TotalView exchange. For the U.S. Equities Consolidated Tape exchange just enter the symbol without any extension (AMZN).
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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