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Missing CME symbols in Exchange Data Feed

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[2019-05-28 00:09:09] #1 [Go To First Post]
User315411 - Posts: 47
Hello SC support, I subscribed to Real-Time Exchange Data Feed and activated "Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts" data. It looks some CME symbols are missing, like TN, SR1, SR3, KE, XAE, XAF, XAP, .... These are leading and mostly traded products according to CME report. Why are they missing in your data feed and how can I get them back? Thank you.

[2019-05-29 04:32:39] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What you are actually referring to is the Sierra Chart Order Routing service. So you want those symbols added to that. We can do this but we have a lot of other things ahead of this. Allow at least several weeks. 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

[2019-05-29 05:04:35] #3 [Go To First Post]
User315411 - Posts: 47
I just want to have complete data set. SC Futures Order Routing uses your Exchange Data Feed for market data. Why is the problem from the Order Routing Service?

[2019-05-29 18:15:36] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The symbols have not yet been added for that service. This is all. We did add TN, but that will not go into effect until the weekend. 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

[2019-06-09 02:04:29] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These symbols have now been added, although we still have to add SR1, SR3. 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: 2019-06-09 04:16:38

[2022-11-17 00:25:19] #6 [Go To First Post]
User500500 - Posts: 16
Hi, Following up on this thread. Was the symbol SR3 added? I am only able to access SR3 in the "Simulation" mode but when I use CQG* & Denali it does not show in either the 'Futures-CME' dropdown or the 'Futures Options - CME (Denali Data)' dropdown. Thanks, Kevin obviously I am able to see SR3 futures and options chains on CQG so issue seems to be on Sierra side

[2022-11-21 13:49:58] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
This symbol has to be added for CQG. We will do that today. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-11-21 15:53:07

[2022-11-22 01:23:09] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
SR3 for CQG has been added and you can also search for CQG option symbols using it. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-11-22 19:15:28] #9 [Go To First Post]
User500500 - Posts: 16
Thank you for this addition. Both the intraday chart and the DOM now work as expected for SOFR SR3 Futures. Now, what would be the next steps to access real-time data for SOFR SR3 Futures Options (still using CQG & Denali)? In the image attached: in yellow: Our issue despite repeating twice the "Global Symbol Settings" instructions recommended above in green: Existing position in the account in red: A successful order we were able to place with Sierra Charts In other words, the reading of position & new execution seems to work fine but what seems missing is to obtain data for SR3 Options Thank you, Kevin


DOM SR3 Options.PNG / V - Attached On 2022-11-22 19:09:54 UTC - Size: 38.3 KB - 81 views

[2022-11-23 14:52:16] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
Now, what would be the next steps to access real-time data for SOFR SR3 Futures Options (still using CQG & Denali)? The method by which this is done is explained here: Denali Exchange Data Feed: Using Denali Futures Options Data with Trading Service Although there may be one update we need to do in regards to this for SR3. We are checking on that. The CQG option symbol will become the Trade Symbol and you will want to enable Use as Trade Symbol Only.: Denali Exchange Data Feed: Using Denali Futures Options Data with Trading Service 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-11-23 14:53:05

[2022-11-23 18:39:13] #11 [Go To First Post]
User500500 - Posts: 16
Thank you for the reply, we are doing progress on the learning here also. My understanding is that for all symbols (not just SR3), Futures Options can only be accessed through the section "Futures Options - CME (Denali)" and never with "Futures - CME" (atleast with CQG & Denali). Is this correct? If so, seems like the fix of the SR3 Options issue would be to enable SR3 in the "Futures Options - CME (Denali)" section also (not just in the "Futures - CME")

[2022-11-28 15:19:38] #12 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings You first need to open a chart using the Denali data feed option symbol. You can search for these through File >>Find Symbol >>>Futures Options - CME (Denali Data). And then search for the CQG option symbol to use for the Trade Symbol in Chart Settings and you would search for that using this method: Real-Time Exchange Data Feeds Available From Sierra Chart: Futures Options And the category would be Futures-CME for the CQG symbols. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-11-28 19:36:27

[2022-11-28 21:32:38] #13 [Go To First Post]
User500500 - Posts: 16
SR3 (3 month SOFR) was successfully added to the Denali category. Thank you for this However, could it be that the symbol mapping is off or that it is pointing to a different symbol? Indeed, when looking at the DOM for any month/strike price combination, the market data seems to work and update but with prices completely different than actual data (<or>30-40% difference for some strike prices). Attached are 3 screenshots: 1. In Denali, ES Mini SP500 Option DOM matching the right prices (Denali overall seems to work) 2. In Denali, SR3 Option DOM not matching the right prices (used one example but none of the one tried were close to actual bid/ask values) 3. In Futures-CME (CQG), nothing populating the DOM --> not an issue if #2 is corrected Note 1: I know that barchart bid/ask are slightly delayed in the screenshots but this was just for visual purposes Note 2: Existing SR3 Options positions in CQG do not populate the Denali DOM the same way the existing Future positions populate the DOM of 'Futures-CME' Thanks, Kevin


SR3fromCQG-notDenali.PNG / V - Attached On 2022-11-28 21:20:04 UTC - Size: 49.55 KB - 76 views ESok.PNG / V - Attached On 2022-11-28 21:20:13 UTC - Size: 192.37 KB - 72 views SR3notOk.PNG / V - Attached On 2022-11-28 21:20:17 UTC - Size: 159.94 KB - 78 views

[2022-11-29 04:26:29] #14 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
The data you see for a particular symbol must be correct. It is impossible for it to be incorrect. Very simply the data you see for a given symbol is exactly as it is provided from the exchange. There is no possibility for anything to go wrong. There can be an issue with decimal point placement but that is adjusted through the real-time multiplier setting: Chart Settings: Real-Time Price Multiplier (Chart >> Chart Settings >> Symbol >> Symbol Settings menu) If the price looks wrong, without regard to the decimal point position, then you must be looking at two different option contracts. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-01 19:40:29] #15 [Go To First Post]
User500500 - Posts: 16
Indeed, we found our problem, the symbol was indeed not a good match. Upon opening the 'Option Chain'/Get Options from the recently added '3-Month SOFR Futures', the first results seem to be different SOFR products (SO, S1, S2) and SR3 options can be found at the bottom of this list. In other words, I was selecting SOH23.. instead of SR3H23.. As for the 'Note 2' problem of "not seeing our current positions in the DOM", we solved this by using the 2 following (matching) DOMs simultaneously: 1. "Futures Options - CME (Denali Data)" --> To See active Market Data w/ no ability see previous or execute new positions 2. "Futures - CME" --> To see previous & execute new positions w/ no Market Data Thank you Sierra Chart team for your constant support throughout this thread and addition. Much much Appreciated!

[2022-12-20 21:46:18] #16 [Go To First Post]
User500500 - Posts: 16
Hi again, 1. Is it possible to run a study on an 'execution' graph that has no market data? 2. If not, is it possible to use a study on a Graph A that has the market data on that places trades on Graph B (CQG SR3)? We already tried using 's_SCPositionData PositionDataForSymbolAndAccount' but not sure if the mistake is in the coding or due to the lack of market data on the 'execution' (CQG) graph. Any guidance on the above is greatly appreciated Thanks

[2022-12-21 04:33:40] #17 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
1. Not fully sure we understand this but certainly you can put a study on any chart. 2. Have you seen the information here: Automated Trading From an Advanced Custom Study: Submitting and Managing Orders for Different Symbol and/or Trade Account 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-01-10 00:33:26] #18 [Go To First Post]
User500500 - Posts: 16
I followed steps described above but the problem that I am now facing is that the program only works for SR3 Futures symbol (F.US.SR3H23) and not the Denali SR3 Options Symbol (P.US.SOFRSR3H249600) when launching the study for an Futures Option symbol Trade Service Log : TradeActivity files query time: 1.226144 seconds. Entries: 0. Current queries: 1 \| 2023-01-09 19:15:36.605 Trade Activity query complete for requested trades list. Sending Position to DTC clients. Symbol: P.US.SOFRSR3H249600. Trade Account: \| 2023-01-09 19:15:36.606 Result: no order being placed and no "error" shown in Trade Order window either Any important distinction between futures and options I should know about related to ACSIL automated trading studies ? Thanks Date Time Of Last Edit: 2023-01-10 13:31:39

[2023-01-10 23:13:08] #19 [Go To First Post]
Sierra_Chart Engineering - Posts: 14076
This is a CQG symbol: (P.US.SOFRSR3H249600) What is the main symbol of the chart? 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-01-11 17:45:38] #20 [Go To First Post]
User500500 - Posts: 16
Yes, our goal is to set automated study on this CQG symbol (P.US.SOFRSR3H249600) but when trying to open this CQG symbol as a A. DOM window: no data is displayed but I can use it to succesfully place manual trades B. Chart window: it shows a 'blank chart' and does not allow to place our ASCIL trading study on it To overcome problem of B, I am trying to use the sc.GetTradePositionForSymbolAndAccount acsil function* to open any chart in order to place my study (pointing to the CQG option symbol). I have been struggling for past month to place this very simple 'place new order again if last position filled & closed' on P.US.SOFRSR3H249600 (or any other SOFR option) but having to use the function above creates other problems like sending a Target Price (attached order) as a primary order. To answer question above, placing futures orders (via acsil study) worked on both charts 'F.US.SR3H23' & 'SR3H24 P9600.FUT_OPT.CME' but the same study does not send any order when the selected symbolToTrade is set to a Option symbol. Obviously open to try any other paths to achieve the automated program described above or any other help/suggestion much appreciated Date Time Of Last Edit: 2023-01-12 14:19:28

[2023-01-12 14:29:12] #21 [Go To First Post]
User500500 - Posts: 16
Is it expected behavior that the DOM of SR3H24 P9600.FUT_OPT.CME (SOFR Futures Options) displays market data but orders can only be placed on a different DOM of P.US.SOFRSR3H249600 (corresponding CQG symbol) that displays no market data? Is there a way to combine these 2 DOM or is SC Team already working on this?

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