The Sierra Chart Denali Exchange Data Feed provides high-quality, low-latency market data for traders requiring real-time and historical information. This service integrates seamlessly with various trading platforms and supports multiple exchanges, making it a versatile solution for active traders.
What is the Denali Exchange Data Feed?
The Denali Exchange Data Feed delivers real-time and historical market data for major exchanges, including CME, CBOT, NYMEX, COMEX, EUREX, CFE, NASDAQ TotalView, US Equities Consolidated Tape, and CBOE Indices. It offers up to 1400 levels of market depth per side (bid/ask) and supports three simultaneous connections per device.
Key features include:
- Tick-by-tick data delivery
- Full unfiltered market depth data
- Millisecond timestamp precision
- Direct exchange integration
- Support for futures options and exchange-traded spreads
Supported Exchanges and Data Coverage
The Denali feed provides comprehensive coverage across multiple asset classes:
CME Group Exchanges (CME, CBOT, NYMEX, COMEX):
- Historical tick data for popular futures contracts from 2011
- 1-minute data from June 2008
- Full market depth support
- Futures options data
EUREX:
- Historical tick data from 2013
- 1-minute data from 2010
- Full order book data from Frankfurt servers
US Equities:
- NASDAQ TotalView with full market depth
- US Equities Consolidated Tape (NYSE, AMEX, NASDAQ)
- At least one year of historical tick data
- 1-minute data from 2008
Other Markets:
- CFE options exchange
- CBOE Global Indexes
- Historical daily data (15+ years for most symbols)
Integration with Trading Services
The Denali feed integrates seamlessly with supported trading services:
- Interactive Brokers
- Rithmic Trading Platform
- Teton Order Routing Service
- CQG Trading Platform
This integration allows Sierra Chart to remap trading service symbols to actual exchange symbols automatically, ensuring you receive real-time data regardless of your broker's symbol conventions.
Monthly Verification Requirement
For non-professional CME Group data users, you must connect to your live, funded futures trading account at least once per month to maintain access to reduced exchange fees. If you maintain a constant connection to your trading account, this verification occurs automatically.
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Pricing Structure
The Denali Exchange Data Feed costs consist of two components:
- Sierra Chart Service Package: Requires an Integrated package (starting at $36/month)
- Exchange Fees: Vary by exchange and data type
CME Group Exchange Fees (Non-Professional):
- Full CME Group with Market Depth: $39/month
- Full CME Group (top-of-book only): $6/month
- Individual exchanges with depth: $13/month
- Individual exchanges (top-only): $2/month
Other Exchange Fees:
- EUREX EOBI: $25/month
- CFE Market Depth: $12/month
- NASDAQ TotalView: $17/month
- US Equities Consolidated Tape: $10/month
Professional rates are significantly higher, typically 3-5 times non-professional pricing.
Setup and Activation Process
Step 1: Service Package Activation
Ensure you have an appropriate Integrated Service Package:
- Log into your Sierra Chart account
- Navigate to Services Activation page
- Select an Integrated package
- Ensure sufficient account balance for monthly renewals
Step 2: Exchange Agreements
Complete required exchange agreements:
- CME Group requires Uniform Subscriber Agreement and Non-Professional Certification
- Other exchanges have similar agreement requirements
- Provide accurate trading account information for non-professional status
Step 3: Exchange Activation
Activate desired exchanges through your account panel:
- CME/CBOT/NYMEX/COMEX exchanges
- EUREX, CFE, NASDAQ, and other exchanges
- Exchanges bill fully monthly regardless of activation date
Step 4: Software Configuration
Configure Sierra Chart software:
- Enable "Allow Support for Sierra Chart Data Feeds"
- Set appropriate service (SC Data - All Services or your trading service)
- Update symbol settings
- Translate existing chart symbols to current service
Data Quality and Performance
The Denali feed provides exceptional data quality through direct exchange connections:
CME Group Data:
- Direct connectivity within CME Aurora data center
- 10Gb connection to CME MDP multicast feeds
- High-performance server processing
EUREX Data:
- Frankfurt-based servers colocated with Deutsche Börse
- Direct connectivity to T7 Reference Data and EOBI
- Full order book with all market depth levels
US Equities:
- New York-based servers for NASDAQ data
- Low-latency direct connections
- Complete consolidated tape coverage
Advanced Features
Futures Options Trading
The Denali feed supports CME futures options with:
- Historical intraday data from September 2017
- Real-time options data
- Integration with trading services for options execution
- Symbol discovery through Sierra Chart interface
Exchange-Traded Spreads
Access historical and real-time data for CME Group spread contracts:
- Historical data from September 2015
- Support for both Sierra Chart services and external brokers
- Manual symbol entry for expired spreads
Market Depth Management
Control market depth levels through Sierra Chart settings:
- Adjust number of depth levels displayed
- Manage bandwidth usage
- Customize data display preferences
Connection Management
The Denali feed supports:
- Up to 3 simultaneous connections per device
- Multiple device support with additional exchange fees
- Automatic reconnection on failure
- Sub-instance data sharing through DTC protocol
For multiple computer access, you must purchase additional exchange fees through your account panel. Alternatively, use the delayed data feed on secondary devices.
Frequently Asked Questions
What's the difference between professional and non-professional status?
Non-professional status requires having a personal trading account not used for commercial purposes. Professionals (those using data for business purposes) must pay higher exchange fees.
Can I use the Denali feed with my existing broker?
Yes, if your broker is among the supported trading services. The feed integrates seamlessly with Interactive Brokers, Rithmic, Teton, and CQG services.
How do I know if I'm receiving Denali data?
Charts using Denali data will show an [M] indicator after the symbol name. If this doesn't appear, check your symbol settings and exchange activation status.
What historical data is available?
Historical data varies by exchange: CME futures tick data from 2011, EUREX from 2013, US equities tick data for 1+ years, with 1-minute data available further back.
Can I change my exchange selections mid-month?
You can deactivate exchanges at any time, but fees are not prorated. Activated exchanges remain available through month-end. New exchanges activate immediately at full monthly cost.
What if I lose connection to my trading service?
Sierra Chart will attempt to reconnect automatically. If connection cannot be restored, you may need to switch to SC Data - All Services mode temporarily.
Troubleshooting and Support
Common issues and solutions:
No [M] Indicator:
- Verify exchange activation
- Check symbol settings
- Ensure proper service configuration
- Contact support if issues persist
Connection Limits:
- Update to latest Sierra Chart version
- Check number of active connections
- Verify multiple device authorization
Data Not Updating:
- Restart Sierra Chart after account changes
- Verify sufficient account balance
- Check exchange activation status
For additional support, contact Sierra Chart through their support board with specific details about your configuration and issues.
The Sierra Chart Denali Exchange Data Feed provides institutional-quality market data to retail traders with flexible pricing and extensive exchange coverage. Proper setup and monthly maintenance ensure uninterrupted access to high-quality real-time and historical market data.