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CME emini data

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CME emini data

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  #11 (permalink)
San Francisco, CA/US
Experience: Beginner
Platform: NinjaTrader
Broker: IB & Kinetick
Trading: Emini ES
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Thanks @Ironbeam & @Bob for the clarification and detailed explanation.

I am using IB for trading and Kinetick for testing currently and assume this is one of the best combination.


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bobwest View Post
We may have a little confusion here.

These are not separate things. All futures data is supplied by CME, the futures exchange, no matter how it gets to you.

If you are using IB, the data started out from CME and is sent to you through IB. If you are using any other data feed, the data started out from CME, and is sent to you through your particular data connection, which is provided by some company that obtains it first from CME. But CME does not have or provide a separate data feed you can use.

CME places the requirement that non-professional traders with funded broker accounts must pay CME $5 per month per exchange (CBOT, NYMEX, CME, COMEX -- these are all parts of CME Group). Professionals or people without a funded broker account pay $105 per month per exchange. (The particular futures contract you are interested in will be traded on one or another of these four "exchanges," so you may not have to pay for each. -- I apologize if this is getting confusing. Stay with it. It is actually simple enough once you get it.)

The CME-required fee is going to be paid no matter what data service you use to obtain your futures data (which is always CME data). You may also have a fee on top of that, which is added by the data service you use. There may be different deals and different combinations, but at the bottom of it is the data, which originally is provided by CME Group, and the CME fee, which is not the same as the fee that you have to pay in addition from a data service, whether IB or IQFeed or Kinetic (which is IQFeed ) or CQG or anything else.

The fees vary a lot, so you should look around.

But there's no "CME data connection" that is a better deal than IQFeed or IB or whatever. You always have the CME fee, then there's whatever else you have. Your broker is going to bundle all these charges for you on your statement, as part of the commission and fees.

I hope this is a little more clear now.



Edited to fix some dumb mistakes with the names and abbreviations. I hope no one saw this before I fixed it.

Yes, all data originated from CME. However in the Ninja connection window, there is no "CME Data" dropdown, if I remember correctly (it's been a while) there are options for CQG/Kinetick and maybe others.

It should also be noted that CME Non-Pro data is going up to $10/exchange or $30 for the CME bundle effective April 1st 2020.

Professional rates are not changing.

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  #13 (permalink)
Wilmington, NC
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eminibeginner View Post
I would like to get access to real time tick level data feed for CME emini
Both kinetic and iqfeed charged $111 and $112 respectively.(They include their basic service and consider this data as add on and charge $46 dollors)
Is there any cheaper service that provides only CME emini data for less ?

If you are new to futures you might want to just open an account with TD Ameritrade (you don't have to even fund it) and you can download for free Thinkorswim that you can sim trade from. You have to call them to ask for live data (it only installs with 20 minute delayed data) and they will change it for you. So you can have free data with a very nice platform to learn, practice an develop some strategies to test before going live. There are tons of videos available on youtube to teach you how to use the platform and I have called TD Ameritrate on several occasions to get help with their platform when I was first learning.

I also highly recommend when you do go to live trading, that you begin with micros. It might keep you in the game long enough to become successful. Best of luck!

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  #14 (permalink)
London UK
Experience: Intermediate
Platform: SierraChart/TT/
Broker: LCT/Denali
Trading: SandP futures
Posts: 419 since Jul 2013
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chingus View Post
Thanks @Ironbeam & @Bob for the clarification and detailed explanation.

I am using IB for trading and Kinetick for testing currently and assume this is one of the best combination.


The most cost effective way to get all charting and data to populate the charts is to use Sierra Charts with either their own data or (even cheaper) the Denali feed. These are all listed on their data feed pages.

EDIT: "The emini micro just tracks the main emini SandP market. There is a bit of slippage in comparison to the main contract (e.g. a low on the main ES contract might be beaten by a tick or two) on the micro emini market. If you're wanting to analyse the market then you must use the full ES contract and then use that info and price levels etc to trade the ES micro contract. Apologies if you knew that already."

I have used IQ feed and while it is good, it is expensive, and also during big news where a lot of volume comes through there was a noticeable data lag. I am based in the UK and they told me it was not their problem as it was probably the internet throttling the data once it had left their own servers. Yeah great, so my expensive data feed gets delayed at the most important times. Awesome. Might be different for those in the US.

Sierra Charts is v tricky to start with, it's not user friendly and there are SO many options and drop down menus in charts/indicators then it is hard to find anything. Well worth persevering with though. If you have an IB account and are non professional all you have to do is validate your account with the CME once a month in order to get cheap data.

Note that Sierra or any chart provider is not responsible for the exchange fees.
There will be 3 payments:
1) For the charts
2) For the data feed
3) For the exchange

People (including myself) tend to get points 2) and 3) all mixed up

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