Support Board
Date/Time: Thu, 26 Jun 2025 14:30:30 +0000
Help me understand why SierraChart goes to CQG to get historical data.
View Count: 677
| [2021-11-18 21:53:34] |
| User166108 - Posts: 73 |
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I am subscribed to the Denali feed. I use tick/volume charts and when I connect to CQG, SierraChart wants to use CQG to grab the historical data which is already available locally from (I guess) SC's data feed. So why is it grabbing historical data from CQG which seems to take a very long time? And specifically, why can't it use the feed I'm paying for from SC? Thanks. Date Time Of Last Edit: 2021-11-18 22:11:27
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| [2021-11-18 22:18:21] |
| John - SC Support - Posts: 40605 |
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Why do you think it is getting the historical data from CQG? Since you are using the Denali Exchange Data Feed, any symbol for which you have an exchange activated will have all the data coming from the Denali Exchange Data Feed (in your case, this is all the symbols from the CME Group). This includes all historical and real-time data. Any data for which you do not have an exchange activated (such as EUREX) will have the data coming from CQG, or at least will try to get it from CQG, but if you are not authorized to get the data from CQG either, then you will see an error. In other words, it's all or nothing. You either get the data from us or the data from CQG. There is no data from one mixed with the other. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-18 22:29:26] |
| User166108 - Posts: 73 |
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The main reason I thought so was because when I switched to my CQG API from IBKR, it re-downloaded even though I already had the data locally. If the data is coming from SC, then is there a way to avoid this download if I switch between CQG and IBKR? For example, if the data was stored using some sort of canonical symbol locally instead of the trading service symbol, then perhaps this duplication could be avoided? |
| [2021-11-18 22:34:36] |
| John - SC Support - Posts: 40605 |
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What you state at the end is the reason for what you are seeing. The data is stored on a per symbol basis, and it uses the symbol for the trading service. So there is no way to avoid the duplication when switching back and forth between IB and CQG. Theoretically, it would be possible to store the data based on a canonical symbol, but it comes with it's own set of issues. In the end, we feel that this is the safest and most robust way for us to handle this situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-18 22:40:40] |
| User166108 - Posts: 73 |
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I use Linux so I could probably use symbolic links to make it work. Any problems you see there?
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| [2021-11-18 23:20:50] |
| John - SC Support - Posts: 40605 |
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We really do not recommend doing this, as you could end up corrupting the data if the file is trying to be written to by different services at the same time. Although the architecture of our system may seem simplistic, it is the reason why we have very few issues with our files and why people are able to run very different versions over a long period of time. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-18 23:23:03] |
| User166108 - Posts: 73 |
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OK, I guess I better buy another 1TB SSD. Thanks. |
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