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Direct MessagesDate/Time: Fri, 26 Apr 2024 13:00:20 +0000
Post From: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG
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What is described in post #1 (Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 242242) has now been put into effect at this time for CQG and Interactive Brokers users. We have done it a few days before the end of the year in order for users to adapt to the change before January 1, 2021. For those using the CQG trading platform service with Sierra Chart, make sure Sierra Chart is up-to-date. Instructions: Software Download: Fast Update Update: We are now forcing an update for CQG users to version 2207 or higher since this is necessary to use CQG provided historical data. And update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings If you are a CQG user and you have lost access to historical data, and you require CME Group data, then use the Denali Exchange Data Feed: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* The cost of the Denali Exchange Data Feed is prorated for the month it is activated in. Although the exchange fees are not. You will know you do not have access CQG historical data when you see this message displayed on the chart containing this text from CQG: Time and sales data for instrument [symbol] (corresponding to ID = #) is not allowed.
Or: HD Request # 1 | Error downloading historical Intraday data for [symbol]. Data for instrument [symbol] (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0
Once you start using the Sierra Chart data feeds, then contact your broker and cancel all exchange market data fees you are paying through your broker (CQG/Interactive Brokers). You do not need to pay for those if you will be using the Denali Exchange Data Feed or the Sierra Chart Exchange Data Feed. Obviously you will not want to pay these fees twice. When using the Denali Exchange Data Feed, the first month of exchange fees are waived by the CME. And we will be offering EUREX data with the Denali Exchange Data Feed, sometime in January. Most likely in the second part of January. More information: New Upcoming EUREX Full Order Book Data Feed (Now Available!) ---- It is not recommended to use CQG provided historical data if you do not already have access to it. You are definitely going to be very disappointed in it and you do have to pay the equivalent cost for it which equals the cost of the Denali Exchange Data Feed. We are not just saying that. These are facts. And we have no interest, with being burdened with CQG historical data problems which you will inevitably experience if you choose to use their data which we absolutely do not recommend. By using the Denali Exchange Data Feed, you are going to have access to even more historical data than was provided before December 27, 2020. You will have access to 10+ years of tick by tick data with high-performance data delivery and smooth background data downloading and processing. 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: 2021-01-06 01:58:06
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