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Date/Time: Sun, 28 Apr 2024 20:20:05 +0000



Post From: CQG historical data

[2021-01-07 22:36:39]
Sierra Chart Engineering - Posts: 104368
There is so much misunderstanding here.

You have your facts completely wrong.

Some of us trade on exchanges which aren't supported by the Sierra Chart data feeds and TT (e.g. ICE Europe). Some clearing firms do not like TT's risk management features.
We are not saying to move to the Sierra Chart Order Routing Service.

If you are requiring CME Group data we do recommend the Denali Exchange Data Feed if using CQG though. Refer to:
Denali Exchange Data Feed: Introduction ( This data feed works with all Trading services)

In the case of other exchanges like ICE US and Europe, there are no historical data changes with CQG. This historical data has and still comes from CQG. No changes. So what is the basis of you moving on after 9 years? Nothing has changed at all in regards to exchanges other than CME Group/EUREX.

We may reconsider your feed if it comes direct from CME, not via the Barchart intermediary,
Our CME data feed has always come direct from the feed. Always. Always. Never from Barchart. Although in the past (Over 1.5 years ago) they were the vendor of record. But that does not affect technical quality.

For about two weeks where there were some issues with this related to some background technical changes related to data buffering but that was resolved:
Some of us stopped using it last year when it was repeatedly freezing at the US open.
In all the years before and all the time subsequent to this, there is not this problem with the data feed.

And when it comes to any lagging data issues, refer to:
Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds (You can fine tune the Remote Buffer Delay Send Time in Milliseconds setting)

You have your facts completely wrong here.

Also refer to:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG
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: 2021-01-07 23:02:11