Support Board
Date/Time: Mon, 12 May 2025 20:42:05 +0000
CQG "can not submit order during initial order snapshot"
View Count: 2169
| [2014-12-02 00:10:41] |
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We just ran a test now wwith the CQG Web API Service and looked at all of the order fields and they all are present and correct: Entry Time Last Activity Time Symbol Parent Internal Order ID Status Internal Order ID Service Order ID Client Order ID Order Type Buy/Sell Open/Close Order Quantity Price Price 2 Filled Quantity Average Fill Price Time in Force Good Till DateTime Trade Account Link ID OCO ID LastOrderActionSource
2014-12-01 19:07:58 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5447 413208538 5447.1 Limit Sell Open 1 4289.00 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) 2014-12-01 19:07:56 2014-12-01 19:09:12 F.US.ENQZ14 0 Filled 5446 413189269 5446.1 Limit Sell Open 1 4288.50 0.00 3 4288.50 Day SIMSierraChart 0 0 CQG order update (Fill) 2014-12-01 19:07:54 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5445 413208537 5445.1 Limit Buy Open 1 4285.50 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) 2014-12-01 19:07:52 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5444 413199042 5444.1 Limit Buy Open 1 4285.75 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) Including after a fill. One of these orders filled above. We recommend changing the Service in Sierra Chart to CQG FIX Trading. That should be more reliable. We are certain these issues are on the CQG side. 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: 2014-12-02 00:12:00
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| [2014-12-02 00:14:58] |
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We do see a problem with the "Filled Quantity" field and we are fixing that, but that is not anything which would cause a problem.
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 |
| [2014-12-02 13:59:34] |
| cmb999 - Posts: 211 |
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thank you for the CQG Fix option. I don't remember changing to WebAPI, but i will go with tried -and-true, and so far, it is working great . .
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| [2014-12-02 17:51:00] |
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Yes. FIX is the best. The reason we added support for the web API is because CQG charges another $10 for the FIX connection and they will not remove this additional charge. But this CQG web API has problems. 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 |
| [2014-12-02 20:26:33] |
| opmetal - Posts: 72 |
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So is there any reason for us end users to bother with the CQG WebAPI connection? It seems far too buggy for trading applications.
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| [2014-12-02 20:51:00] |
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If you are fine paying the extra $10 a month, then do not bother with CQG Web API. We wish we never got involved with it. And we have communicated our views to CQG about this.
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: 2014-12-02 20:51:18
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| [2014-12-02 21:00:57] |
| opmetal - Posts: 72 |
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Where is this $10 price difference noted on your site?
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| [2014-12-02 21:11:04] |
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This pricing is not from Sierra Chart, it is from CQG which is billed to the FCM. So this would not be stated on the Sierra Chart website because we have no definite knowledge about this or how the FCM handles it.
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 |
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