Support Board
Date/Time: Sat, 12 Jul 2025 14:10:27 +0000
Post From: CQG Web API Issues
| [2025-07-09 20:17:41] |
| John - SC Support - Posts: 40857 |
|
Oh sure I get that, just want to be sure orders and fills not a one way street so there’s no scenario where Sierra platform shows I’ve got XYZ 10 times and in fact I’ve got XYZ 9 times or none at all. Based on the link you sent sounds like I’ll have to monitor margin through CQG or the clearer directly though?
There is a two-way street in terms of the information flow - in that Sierra Chart sends the order information, CQG acknowledges it, then sends back information when orders are filled and positions are created/removed. But, it is possible for things to get out of sync, particularly if you place an order, turn off Sierra Chart and then come back later, where the order has filled, but CQG no longer has the order fill on their system, so Sierra Chart does not know anything about it. The above is one reason we created the Teton Order Routing Service, since we were tired of dealing with the issues from the order routing services. With Teton, for instance, the order fills are kept, so you would not have that kind of situation occur. But, with regards to things like Margin, where you can not place an order for a quantity of 10, that rejection would come back to Sierra Chart and the order would not be placed at all. I don’t understand the distinction between trade and current quote symbol and trade only option. I would always do both as the first is just where you input the symbol and the second is what enables it? And when both done the symbol in the DOM will still be the Denali symbol and it just knows to send any orders to that CQG variant of that symbol? Point being when would you have trade only symbol enabled but not have anything in the trade and current quote symbol changed?
The "Trade and Current Quote Symbol" does two things - 1) It establishes the symbol to be used for trading; and 2) It displays the Market Depth and Quote information for that symbol. If the "Use as Trade Only Symbol" is set to "Yes", then only 1) applies. Refer to the information here: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |