Support Board
Date/Time: Tue, 16 Sep 2025 04:48:59 +0000
Error downloading historical Intraday data
View Count: 1341
| [2020-12-27 22:58:36] |
| seandunaway - Posts: 353 |
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HD Request # 1 | Downloading Intraday chart data for F.US.EPH21 to the file F.US.EPH21.scid. Service: cqg | 2020-12-27 14:53:40.513 HD Request # 1 | Download start date-time: 2020-12-24 10:14:59.000000. File last date-time: 2020-12-24 10:14:59.924000 | 2020-12-27 14:53:40.513 HD Request # 1 | Requesting historical Tick data. | 2020-12-27 14:53:40.513 HD Request # 1 | Error downloading historical Intraday data for F.US.EPH21. Data for instrument F.US.EP (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2020-12-27 14:53:40.634 HD Request # 1 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPH21 | 2020-12-27 14:53:40.634 |
| [2020-12-27 23:02:38] |
| seandunaway - Posts: 353 |
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How do I set SierraChart to pull it from the CQG servers instead?
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| [2020-12-28 02:26:10] |
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This is already the case based upon your Message Log in the first post: How do I set SierraChart to pull it from the CQG servers instead?
Refer to this post: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG ---- We are no longer as of December 27, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps. In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required. For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided. Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time data. 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: 2020-12-28 02:28:04
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| [2020-12-28 05:57:36] |
| seandunaway - Posts: 353 |
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Thank you. I was under the impression that I had front contract historical tick data from CQG because that's how it has worked with other platforms on the same feed. Is it being limited at all on the SierraChart side?
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| [2020-12-28 06:05:42] |
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Is it being limited at all on the SierraChart side? No.What exchanges do you require data for? The best solution is going to be to use our data feed. 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: 2020-12-28 06:06:37
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| [2020-12-29 20:43:39] |
| User268341 - Posts: 15 |
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Just so I understand because I received the CQG message when I logged in regarding historical data. If we move over to Denali I can cancel CQG altogether on my broker side? Or will I still need them for whatever else. Also I need tick by tick data and number bars that CQG had. Does Denali have that as well or did i misread? It's always a little bit nerve racking changing things up after all these years. I just want to make sure. Thanks for your help! |
| [2020-12-29 21:10:37] |
| User112473 - Posts: 7 |
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Am struggling with the same. Is this (CQG) cost assumption right: SC Denali Datafeed Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts 31.20 USD Sierra Chart Futures Order Routing Service With Data 20.00 USD This is not clear to me: what else do we need to take into account at our broker providing the CQG connection? Just the CME Fixed fee? 15 Euro in my case? Or something else? |
| [2020-12-30 17:13:08] |
| SC Support - Posts: 2007 |
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Hi User268341, regarding your question: "If we move over to Denali I can cancel CQG altogether on my broker side?" -- Yes, if you are with a broker that supports the SC Order Routing Service, also sometimes called "TTFIX Order Routing" (see the list below), also the cost of Denali is discounted to $20/mo if you are connected to the SC Order Routing Service. For a list of the Brokers / Clearing Firms that support the SC Futures Order Routing service see #2 here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions Regarding "Also I need tick by tick data and number bars that CQG had. Does Denali have that as well or did i misread?" -- moving off of CQG to Denali will open up our full 10 years of Tick Data to you, we understand that CQG would like to charge you $75 to $100/mo for their best historical data, which is still not as good as what Sierra Chart offers. Regarding "It's always a little bit nerve racking changing things up after all these years. I just want to make sure. Thanks for your help!" -- we understand this and want to help, please tell us which broker you are with? |
| [2020-12-30 17:33:34] |
| SC Support - Posts: 2007 |
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Hi User112473, regarding "Am struggling with the same. Is this (CQG) cost assumption right: SC Denali Datafeed. Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts 31.20 USD" -- the $31.20 is the Data Exchange Fee of $30 + payment processing fee of $1.20 -- the Data Exchange Fee goes direct to the Exchange, whether you are on Denali or CQG or anything else, that fee will be the same, its the CME Group's money. Regarding: "Sierra Chart Futures Order Routing Service With Data. 20.00 USD" -- Yes $20 for Denali if you are on the SC Order Routing Service, $25 if you are not. This is the cost to the client to provision the Real Time CME Group Feed, the licensing with the Vendor of Record, the Server Infrastructure, the hosting (in the same Data Center as the CME matching engines). Regarding: "This is not clear to me: what else do we need to take into account at our broker providing the CQG connection? Just the CME Fixed fee? €15 Euro in my case? Or something else? -- I can give you a quick call to speak about this, are you paying CQG for historical data at this time, we understand their best historical data costs $75 to $100/mo for, which is still not as good as what Sierra Chart offers at no extra cost with Denali. The first question is what broker are you with: For a list of the Brokers / Clearing Firms that support the service see #2 here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions |
| [2020-12-30 17:58:12] |
| User268341 - Posts: 15 |
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I am currently using Advantage Futures. I am a bit confused on the Sc order routing service. Am I currently using the cqg ordering routing service because I'm hooked up to their feed and would need to switch or the advantage futures routing service. I guess I don't understand what is this SC order routing service is.
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| [2020-12-30 18:01:52] |
| User268341 - Posts: 15 |
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Also I see "Cost is .10 USD per contract for order routing. No other order routing fees will be billed from your clearing firm. Current data feed pricing starts at 20 USD per month." Would I need to pay the 10cents per contract on top of my broker fee per contract? Or would that be something else If I wanted specific order routing?" And I wont need that for quotes and to make trades? Thanks for your help! |
| [2020-12-30 18:38:50] |
| User112473 - Posts: 7 |
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Regarding: "This is not clear to me: what else do we need to take into account at our broker providing the CQG connection? Just the CME Fixed fee? €15 Euro in my case? Or something else?
-- I can give you a quick call to speak about this, are you paying CQG for historical data at this time, we understand their best historical data costs $75 to $100/mo for, which is still not as good as what Sierra Chart offers at no extra cost with Denali. It is my intention to go all in with the Denali feed and order routing, however: It is not clear for me, and my broker, what they need to activate to be able to allow order routing. It is under investigation by them. As the CQG fees would be withdrawn from my account tomorrow (31/12), I requested to pause all fees I'm paying to CQG until it is clear what needs to be activated by my broker (and at what cost). I don't expect it will be cheaper than it was before. My broker is WH Selfinvest, I believe they use Macquarie clearing. |
| [2020-12-30 20:17:11] |
| SC Support - Posts: 2007 |
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Hi User268341, regarding: "I am currently using Advantage Futures. I am a bit confused on the SC Order Routing service. Am I currently using the CQG ordering routing service because I'm hooked up to their feed and would need to switch or the advantage futures routing service. I guess I don't understand what is this SC order routing service is." Advantage Futures does support the Sierra Chart Order Routing Service, we can work with them to set you up today if you wish, just please complete the form here: https://www.sierrachart.com/UserControlPanel.php?page=SCOrderRoutingServiceTradingAccountAssignmentRequestForm Think of the Sierra Chart Order Routing Service + Denali Data as a substitute for CQG in this instance. Regarding: "Would I need to pay the 10cents per contract on top of my broker fee per contract? Or would that be something else If I wanted specific order routing?" And I wont need that for quotes and to make trades?" -- this $0.10 per side would substitute for your current order routing fee, $0.10 is industry standard and you are paying someone for this already (likely CQG) -- it would substitute that. |
| [2020-12-30 20:29:43] |
| SC Support - Posts: 2007 |
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Hi User112473, regarding: "It is my intention to go all in with the Denali feed and order routing, however: It is not clear for me, and my broker, what they need to activate to be able to allow order routing. It is under investigation by them." -- Thank you for your words of support, unfortunately at this time "WH Selfinvest" does not support the SC Order Routing Service which is built on TT (Trading Technologies). For a list of the Brokers / Clearing Firms that support the service see #2 here: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions Of course we would be happy to have WH SelfInvest with Macquarie Clearing to the list and it's situations like this that provide the initiative to get it done. However, as things stand you can use the Denali Data Feed with CQG Order Routing if you wish. Date Time Of Last Edit: 2020-12-30 20:30:04
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