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Date/Time: Tue, 16 Sep 2025 04:31:41 +0000



Error downloading historical Daily data

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[2020-12-30 18:03:11]
User945300 - Posts: 5
Hello,

I Have just got my cqg credentials login today. The issue is that it doesn't work to download intraday data from a symbol. I chose the package 3.

Regards,
MB
Date Time Of Last Edit: 2020-12-30 18:03:20
[2020-12-30 18:38:40]
John - SC Support - Posts: 41827
We are no longer as of December 28, 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

Also refer to this post for steps that you need to do now:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144

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.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-30 18:58:46]
User945300 - Posts: 5
Thanks for your answer.

I want to trade the eurobund on eurex. I am from Amp futures. So I need to pay:

Sierra Chart Exchange Data Feed: $25
EUREX Non-Professional Exchange Fee with Market Depth Data: $21
Denali Exchange Data Feed for TTFIX Order Routing: $20

Regards,
Malik Belabbas
[2020-12-30 21:28:50]
John - SC Support - Posts: 41827
Almost. If you are just trading on the EUREX (Euro Bund), then you do not need the Denali Exchange Data Feed at all, just the Sierra Chart Exchange Data Feed.

You will still need to go through the process of setting up the Sierra Chart Order Routing Service, but you will not need the Denali Data (just the EUREX, as described above). You will find the Setup Instructions for the Sierra Chart Order Routing Service here:
Sierra Chart / Trading Technologies Futures Order Routing Service

One other note, just so you are aware, it is not possible to have the payments for the Sierra Chart Exchange Data Feed paid through AMP. So you will need to pay those fees directly to us. Although this will be changing soon, as we get our Direct connection to the EUREX setup, as that will eventually be part of the Denali Exchange Data Feed.
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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