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Date/Time: Tue, 24 Jun 2025 20:16:54 +0000



Missing data for F.US.EPZ21

View Count: 640

[2022-01-25 14:37:19]
chart_warrior - Posts: 96
I tried all the solutions available but still have a large chunk of data missing from 2021-03-11 until 2021-12-09. Deleting and redownloading data does not solve the issue. Continuous contract is enabled. I've never had issues loading data before.
There is no issue with historical data, this happens only when I want to load intraday chart.
What am I missing?
[2022-01-25 15:11:09]
Sierra Chart Engineering - Posts: 104368
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*

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.

As an alternative to CQG, we recommend using the Teton Order Routing Service:
Sierra Chart Teton Futures Order Routing


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.
----
You also cannot use the Continuous Futures Contract chart functionality with CQG data. This is clearly explained here:
Continuous Futures Contract Charts
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: 2022-01-25 15:13:30
[2022-01-25 16:48:09]
chart_warrior - Posts: 96
I just checked the available clearing firms in the dropdown of the trade settings and "Teton CME Order Routing" doesn't have my broker on the list (AMP Futures). I see it says support is expected for this firm, any ETA on this? I'm ready to switch but looks like it's not possible at the moment.
[2022-01-25 17:17:29]
Sierra Chart Engineering - Posts: 104368
No we do not have a date on this for AMP.
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
[2022-01-25 17:22:03]
chart_warrior - Posts: 96
What do you recommend as a temporary solution for this? I just need to see intraday bars for the dates mentioned above since I have a huge gap.
Can I still route orders through CQG but use Denali as the data feed?
Date Time Of Last Edit: 2022-01-25 17:23:09
[2022-01-25 19:06:03]
John - SC Support - Posts: 40599
Can I still route orders through CQG but use Denali as the data feed?

Absolutely you can do this. Refer to the information here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

And refer to the setup instructions for the CME Group data here:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
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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