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Date/Time: Sun, 19 May 2024 02:18:12 +0000



Post From: receiving very limited data from CQG for index

[2019-01-30 00:10:11]
nus1 - Posts: 39
Hello Sierra,

Using CQG, I receive fine data for YM contract, but receive very limited data for DJIA index. Please see the trimmed version of log.

Also I checked with my broker and he confirmed that historical data is enabled on my login. All the data subscriptions are as they suppose to.




HD Request # 2 | Downloading Historical Daily chart data for X.US.DJIA. Starting date: 1969-01-29. Service: cqg | 2019-01-30 01:35:22
CQG FIX Trading | Using primary service for historical data for X.US.DJIA | 2019-01-30 01:35:22
Intraday data recording state for symbol X.US.DJIA is set to download 'Pending'. | 2019-01-30 01:35:22
CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-01-30 01:35:22
CQG FIX Trading | Received symbol resolution report for symbol X.US.DJIA. Search Symbol: X.US.DJIA. Request ID: 835918. Contract ID: 1. | 2019-01-30 01:35:22
CQG FIX Trading | Requesting market data for X.US.DJIA | 2019-01-30 01:35:22
HD Request # 2 | Downloading historical Daily data from CQG starting at 1969-01-28. ContractID: 1 | 2019-01-30 01:35:22
HD Request # 2 | Receiving historical Daily data for X.US.DJIA starting at 2016-02-01 | 2019-01-30 01:35:22
HD Request # 2 | Writing historical Daily data to the file X.US.DJIA.dly | 2019-01-30 01:35:22
HD Request # 2 | Received 754 records from 2016-02-01 00:00:00 to 2019-01-29 00:00:00 (3.0years) and wrote 754 records for X.US.DJIA | 2019-01-30 01:35:23
HD Request # 2 | Completion time: 1s | 2019-01-30 01:35:23
HD Request # 2 | Daily data download complete for X.US.DJIA. Unique request ID: 1 | 2019-01-30 01:35:23
Removed historical data download ID 1 | 2019-01-30 01:35:23

Delaying start of download for X.US.DJIA | 2019-01-30 01:35:23
X.US.DJIA Daily #14 | Reloading chart. | 2019-01-30 01:35:23
HD Request # 3 | Downloading Intraday chart data for X.US.DJIA to the file X.US.DJIA.scid. Service: cqg | 2019-01-30 01:35:27
Compressing file: B:\SierraChart\INDEX FUTURES\Data\X.US.DJIA.scid. This may take a while. | 2019-01-30 01:35:27
HD Request # 3 | Download start date-time: 1991-09-14 02:35:27.000 | 2019-01-30 01:35:27
HD Request # 3 | Requesting historical Tick data. | 2019-01-30 01:35:27
HD Request # 3 | Receiving Intraday data for X.US.DJIA starting at 2018-12-31 16:30:01 | 2019-01-30 01:35:31
HD Request # 3 | Timestamp of first Intraday data file record written: 2018-12-31 16:30:01 | 2019-01-30 01:35:31
HD Request # 3 | Received 491874 records from 2018-12-31 16:30:01 to 2019-01-29 23:20:00 (29.3 days) and wrote 491874 records for X.US.DJIA | 2019-01-30 01:35:31
HD Request # 3 | Completion time: 3s | 2019-01-30 01:35:31
HD Request # 3 | Intraday data download complete for X.US.DJIA. Unique request ID: 2 | 2019-01-30 01:35:31
Removed historical data download ID 2 | 2019-01-30 01:35:31
Real-time Intraday chart data file updates started for X.US.DJIA | 2019-01-30 01:35:31
Intraday chart data file opened for X.US.DJIA | 2019-01-30 01:35:31