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Direct MessagesDate/Time: Tue, 16 Apr 2024 18:14:32 +0000
CQG Historical Intraday Data Missing on F.US.MJNK?##
View Count: 947
| [2017-12-17 21:24:51] |
| User13 - Posts: 4 |
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Hi, I'm connected to CQG via FIX and when I configure a continuous contract on MJNKH18 I only get intraday chart data back to the rollover date of 12/7. When I check Global Symbol Settings, it is using 'method3' as a rollover rule and appears to calculate rollover dates correctly. If I disable continuous contracts it shows intraday data back to 11/20 or so, which I believe corresponds to when the H18 contract started trading. If I switch to a historical chart, I get data going back as far as I care to go. How can I get the historical data from older contracts to show up on intraday charts? Thanks. |
| [2017-12-17 21:55:55] |
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Follow the instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Be sure to follow all of the steps including updating the Symbol Settings. 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: 2017-12-17 21:56:27
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| [2017-12-18 00:11:54] |
| User13 - Posts: 4 |
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I've completed those steps before but I just went through all steps again, including updating symbols. I'm still only getting data on the H8 contract, though I was prompted for - and downloaded - the last 3 contracts (U7, Z7, H8) when I re-downloaded all data. Still nothing on my intraday chart prior to 12/7 rollover. |
| [2017-12-18 03:55:22] |
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This is what we see: http://www.sierrachart.com/image.php?Image=151356924775.png You cannot see it but at the lower left, it says December 17 indicating that the first bar in the chart is where the December 2017 contract starts. Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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: 2017-12-18 03:56:21
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| [2017-12-18 06:53:47] |
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We think we know what the problem was. It is now corrected. It was not something we could duplicate because we were not using CQG FIX Trading but instead the CQG Web API for testing. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". 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 |
| [2017-12-18 12:38:27] |
| User13 - Posts: 4 |
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You're right. It does seem to work right with the Web API. I do like using OCO orders, which is why I'm looking at FIX. I tried reconnecting/reloading data when on FIX but I'm still not able to get the historical data loaded on that connection. What actions do I need to take to actually get the data? Is there an update that I need to fetch? Thanks! |
| [2017-12-18 17:48:16] |
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We have verified this issue was resolved. We just verified this again. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Right-click somewhere on the chart, and select Delete and Download Data. Provide a copy of the Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) 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: 2017-12-18 17:48:36
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| [2017-12-18 19:31:06] |
| User13 - Posts: 4 |
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I did try updating symbol settings and re-downloading initially but now that I've tried WebAPI and then switched back to FIX it seems to be working as expected. Thanks for your help! |
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