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Date/Time: Mon, 20 May 2024 01:27:22 +0000



Historical Data for Spreads

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[2015-07-18 05:59:31]
Meritus - Posts: 164
Hi,

Under the CQG Exchange Traded Strategies Symbol Format topic on the CQG Trading platform page it says "Historical data for spreads symbols is not supported in Sierra Chart at the time of this writing, but is expected to be supported sometime in July 2015" Does this mean if I use my CQG with SC I will not currently be able to see historical charts for exchange traded spreads? Will I be able to see intraday? Or has this issue now been resolved? Please advise, thanks
[2015-07-18 06:08:00]
Meritus - Posts: 164
I'm even more confused because it also says "Sierra Chart supports CQG exchange traded strategy symbols. It is necessary to use the standard CQG format for these". Does this mean that I can get historical and intraday charts ONLY if I use CQG with SC?
[2015-07-18 06:44:08]
Sierra Chart Engineering - Posts: 104368
The historical Daily or Intraday data is not yet ready for CQG spread symbols. We need more time for this. It should not be too much longer. Hopefully within a week or two.

Does this mean that I can get historical and intraday charts ONLY if I use CQG with SC?
This is kind of a confusing question. Of course you can get Historical Daily and Intraday charts when using CQG with Sierra Chart and you can also trade from the charts and trade any symbol using the various trading interfaces. We really are not sure what you are asking about here.
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
[2015-07-18 06:47:51]
Meritus - Posts: 164
If I use the CQG data feed, will I be able to open a daily chart of an exchange traded spread? For example can I open a chart for a crude oil calendar spread?
[2015-07-18 06:51:23]
Meritus - Posts: 164
If the answer is "no" then as an alternative can I construct a synthetic spread using the legs of the exchange traded calendar spread?
[2015-07-18 10:16:34]
Sierra Chart Engineering - Posts: 104368
The answer to post #4 is no at the moment but this is capability that we are working on.

The answer to post #5 is yes by using the Difference (Bar) study.
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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