Support Board
Date/Time: Sat, 12 Jul 2025 14:09:43 +0000
Post From: CQG Web API Issues
| [2025-07-09 19:26:39] |
| John - SC Support - Posts: 40857 |
|
Orders are done completely outside the realm of data. In other words, you make a decision on what to do based on what you see at the moment, that is the data you are receiving. But when you actually send the order in, it has no tie to the actual data. For instance, if you place a "Market" order, then that order goes to the exchange as "fill at the current price". It is not sent as the actual price at which you want to get filled. For Limit orders, there is a value attached, but again, that value is something you determine based on what you see, it is not related to the bar data. For example, you are not sending an order and telling the exchange that you want to buy when the price reaches the high of the bar at 13:32:00. You are just stating - buy when price reaches 3308.25 (or whatever price you enter). So there is nothing to be going off to the ether. CQG does their order routing fairly well, so you should be fine with the combination of CQG for order routing and Denali for your data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |