Support Board
Date/Time: Sun, 29 Jun 2025 14:13:13 +0000
Denali doesn't provide real time data and chart for ES options?
View Count: 901
| [2021-06-29 16:10:31] |
| WheresMoney - Posts: 62 |
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ES June '21 4260 Put expiring tomorrow (I think CQG symbol is P.US.EWN2142600) This worked great when I had both Denali CME data AND CQG CME data till yesterday. Now I only have Denali (which I thought is sufficient) and suddenly no bueno. The line in bold makes sense as I don't have data sub through CQG, but I thought I would be getting them through Denali and it won't be necessary. Please help. P.US.EWN2142600 1 Min #9 | Reloading chart. | 2021-06-29 11:00:13.403 P.US.EWN2142600 1 Min #9 | Currently no data in file to display. Will start historical data download and real-time updates. File: D:\tools\sc_sccqg_cqg\Data\P.US.EWN2142600.scid | 2021-06-29 11:00:13.422 CQG WebAPI | Starting real-time market data updates for: P.US.EWN2142600. ID: 37 | 2021-06-29 11:00:13.500 CQG WebAPI | Sending symbol resolution request for P.US.EWN2142600. ID: 380635 | 2021-06-29 11:00:13.500 CQG WebAPI | Requesting security definition data for: P.US.EWN2142600. ID: 37 | 2021-06-29 11:00:13.500 CQG WebAPI | Using primary service for historical data for P.US.EWN2142600 | 2021-06-29 11:00:13.500 Added historical Intraday data request for P.US.EWN2142600 to the queue. | 2021-06-29 11:00:13.500 Intraday data recording state for symbol P.US.EWN2142600 is set to download 'Pending'. | 2021-06-29 11:00:13.500 Triggering next historical data download in queue. | 2021-06-29 11:00:13.500 Delaying start of download for P.US.EWN2142600 | 2021-06-29 11:00:13.500 CQG WebAPI | Received symbol resolution report for symbol P.US.EWN2142600. Search Symbol: P.US.EWN2142600. Request ID: 380635. Contract ID: 8116. | 2021-06-29 11:00:13.527 CQG WebAPI | Requesting market data for P.US.EWN2142600 | 2021-06-29 11:00:13.527 CQG WebAPI | Market data subscription for P.US.EWN2142600 was unsuccessful. Text: Real-time data for instrument P.US.EW (corresponding to ID = 8116) are not allowed. | 2021-06-29 11:00:13.593 Symbol Error - P.US.EWN2142600 is unknown, unavailable, or improperly formatted. Real-time data for instrument P.US.EW (corresponding to ID = 8116) are not allowed. | 2021-06-29 11:00:13.593 HD Request # 39 | Downloading Intraday chart data for P.US.EWN2142600 to the file P.US.EWN2142600.scid. Service: cqg | 2021-06-29 11:00:14.048 HD Request # 39 | Performing multistage download. Downloading Minute data first. | 2021-06-29 11:00:14.048 HD Request # 39 | Download start date-time: 1994-02-11 10:00:14.000000. File last date-time: 00:00:00.000000 | 2021-06-29 11:00:14.048 HD Request # 39 | Disabling Intraday chart updating for symbol. | 2021-06-29 11:00:14.048 HD Request # 39 | Requesting historical Minute data. | 2021-06-29 11:00:14.048 HD Request # 39 | Error downloading historical Intraday data for P.US.EWN2142600. Instrument P.US.EW (corresponding to ID 8116) is not allowed. | 2021-06-29 11:00:14.114 HD Request # 39 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for P.US.EWN2142600 | 2021-06-29 11:00:14.114 HD Request # 39 | Completion time: 0s | 2021-06-29 11:00:14.114 HD Request # 39 | Intraday data download complete for P.US.EWN2142600. Unique request ID: 38 | 2021-06-29 11:00:14.114 Added historical Intraday data request for P.US.EWN2142600 to the queue. | 2021-06-29 11:00:14.114 Triggering next historical data download in queue. | 2021-06-29 11:00:14.114 |
| [2021-06-30 17:44:26] |
| Sierra_Chart Engineering - Posts: 20017 |
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There is a solution to this, we just need to do some testing first.
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 |
| [2021-07-01 21:29:43] |
| Sierra_Chart Engineering - Posts: 20017 |
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We have prepared documentation for how to access the options data from the Denali Exchange Data Feed when using CQG. Refer to this section: https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#CQGOptionSupportPolicy 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 |
| [2021-07-29 00:31:16] |
| WheresMoney - Posts: 62 |
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This worked when you posted this. I am seeing it not working again. No DOM, no charts for ES options. I keep getting the CQG error of symbol not found.
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| [2021-07-29 20:57:00] |
| Sierra_Chart Engineering - Posts: 20017 |
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What is the symbol of the chart or Trading DOM? It should be in this format: ESU21 P3500.FUT_OPT.CME 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 |
| [2021-07-29 21:21:49] |
| WheresMoney - Posts: 62 |
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My order is routed to CQG, and CQG format is what worked last time. Something like C.US.EP11Q2144000 (Aug 2 expiry 4400 call) What would the equivalent in the format you presented? ESU21 P3500.FUT_OPT.CME doesn't have expiry info. Plus, this is not the format "Get Options" button in SC pulls Date Time Of Last Edit: 2021-07-29 21:22:29
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| [2021-07-30 01:21:42] |
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doesn't have expiry info. Of course it does. That is the native exchange symbol.Precisely follow the instructions here: https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#CQGOptionSupportPolicy You need to look up the options through this list item in Find Symbol: Futures Options - CME (Denali 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: 2021-07-30 01:22:12
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| [2021-07-30 02:06:28] |
| WheresMoney - Posts: 62 |
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Couple of things: 1) I was earlier able to pull the chains from "Futures - CME". Now it is "Futures Options - CME (Denali Data)" Sorry I didn't get the memo 2) I could have figured it out from a symbol say "E1AQ21 C4375.FUT_OPT.CME" which does have expiration info, not from the symbol you have posted earlier "ESU21 P3500.FUT_OPT.CME" and most importantly, 3) now while I get data for "E1AQ21 C4375.FUT_OPT.CME", trying to place an order gives me Trade Order Error - No symbol contract ID mapping. Unable to submit the order. Internal Order ID: 270. Service Order ID: (none). Symbol: E1AQ21 C4375.FUT_OPT.CME. Account: <REDACTED> | 2021-07-29 21:00:39.769 * Thank you. Please help. Edit: My apologies. I missed the "Set the Trade and Current Quote Symbol to the CQG options symbol" part. However, let me get this straight. 1) There is no option chain to pick the contract I need, when I need it 2) I have to use the "Get Options" chain to find it 3) And then, I have to manually figure out the CQG symbol and set up the DOM. And I have to do this for every single option I want to look at and perhaps trade as prices move throughout the day (and night). Thanks, but I will pass. I think I am just going to pay the extra cost and and trade FOP at IB TWS where everything is presented to me in a sane manner. And if I need to save on commissions based on what AMP provides, I see AMP has at least two other completely free platforms (with actual option chains). I am going to start paying for data to AMP as well, in addition to SC/Denali and try things out for one month. But I am done struggling with SC for trading anything beyond just futures. Date Time Of Last Edit: 2021-07-30 02:36:36
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| [2021-07-30 16:53:23] |
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1. There is a full listing of the active options, which is similar to an option chain, when you get the options: Real-Time Exchange Data Feeds Available From Sierra Chart: Futures Options And you do not have to use different symbols when using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service But we are not sure if options are supported with the brokers who are supporting that service. Maybe not. 3. You do not have to manually figure this out.. You just need to get the CQG options through the CQG symbol listing in Find Symbol. However, that is an inefficient process due to how the CQG system works. And the real core problem here, is CQG option symbology. They do not use the standard symbology from the exchange. Also it is a very very tiny percentage of our users who trade options. 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: 2021-07-30 16:54:46
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