Support Board
Date/Time: Sat, 12 Jul 2025 10:28:44 +0000
CQG Web API Issues
View Count: 110
| [2025-07-09 00:04:48] |
| User741544 - Posts: 23 |
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Ok so I linked a live account and have encountered the following problems after choosing to convert all symbols when dialogued. 1. CME SR3 outrights feed fine but SR1 outrights not even in the CQG symbol list. I tried putting in the actual correct symbol and they don’t feed at all. 2. I get that exchange listed spreads are Denali data and if symbols set to those they feed fine but orders rejected. I tried setting them to the correct CQG format symbols and can see from the title bar in DOMs that they are correct but they don’t feed. 3. One other question is I don’t see any info from the connected account/balances etc which makes me wonder if there isn’t any kind of two way with the feed am I correct in there is no way to know things like balances, margin, net liq, or even what positions are according to CQG and the clearer just according to the platform activity? |
Private File Attachment Deleted. Private File |
| [2025-07-09 00:50:13] |
| User741544 - Posts: 23 |
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…oh regarding rejected test order in spread market. Log says no symbol contract ID mapping. Unable to submit. Denali symbol typical to me I used for the test was SR3U25-SR3U26.FUT_SPREAD.CME which is sep25-sep26 12 month exchange listed calendar. The correct CQG symbol is F.US.SR3S12U25 which I’m certain of as I have used all variants of these in CQG native platforms as well. Again, I also tried just putting the correct CQG symbology in the DOMs and the don’t feed at all when connected to the CQG API unless set to the Denali symbols which rejects orders. Please advise. Thank you. |
| [2025-07-09 14:11:44] |
| John - SC Support - Posts: 40857 |
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1. We will have to look into this. 2. You need to use the Denali symbol for the spread and then use the "Trade and Current Quote Symbol" for the CQG symbol to trade it. You will also want to set the option for "Use as Trade Only Symbol" to "Yes". Refer to Step #10 in particular at the following link: Denali Exchange Data Feed: Denali Exchange Traded Spread Data with Trading Service 3. The only information along those lines that is somewhat transmitted is the Account Balance, but not all services update this at a regular interval. Refer to the following: Trading Information Windows: Trade Account Monitor (Account Balances) Window For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-07-09 19:08:36] |
| User741544 - Posts: 23 |
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Thanks John, always helpful. I’ll try the trade only symbol route and see if that works. Odd SR1s not there. Same symbology as SR3 just first year of monthlies instead of ten years worth of quarterlies, so maybe you just have to add them somehow? If not, since they are in the Denali feed is it possible to go the trade only symbol route for those from the Denali symbols as well? Or is that just for spreads? As for the trade routing only feed with CQG… I’m just concerned that there is some sort of two way handshake with that feed so there aren’t any possible scenarios where orders are essentially lobbed into the ether whereby according to Sierra via Denali feed there’s a certain fill or lack of but in fact the actual fill via CQGs feed doesn’t match etc. Would like to know how all that works or if I have to manage some other sort of manual check directly with CQG feed/clearer? I’ll ask the clearer, but if you know by chance whether I can still check positions via their web app using the API feed? Would assume so since my creds are exactly the same as when I was using one of their native platforms. |
| [2025-07-09 19:26:39] |
| John - SC Support - Posts: 40857 |
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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 |
| [2025-07-09 19:34:16] |
| User741544 - Posts: 23 |
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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?
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| [2025-07-09 19:57:26] |
| User741544 - Posts: 23 |
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Sorry I do have one more question. 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?
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| [2025-07-09 20:17:41] |
| John - SC Support - Posts: 40857 |
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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 |
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