Login Page - Create Account

Support Board


Date/Time: Wed, 18 Sep 2019 12:28:35 +0000



CQG WebAPI - no symbol contract ID mapping

[2019-08-14 10:11:28]
T44 - Posts: 195
Settings:

Intraday chart, Symbol = F.US.GCEZ19; Trade and Current Quote Symbol = F.US.MQOZ19; Use As Trade Only Symbol = checked.

Action: submit market order

Outcome: Order reject
CQG WebAPI order update (Order reject). Info: Order Error - No symbol contract ID mapping. Unable to submit the order. Text: Parent order. Internal Order ID: 781. Service Order ID: 966. Symbol: F.US.MQOZ19. Account:XXX | 2019-08-14 04:45:36.875
CQG WebAPI order update (Order reject). Info: Order Error - No SymbolData object for symbol. Unable to submit order. Text: Parent order. Internal Order ID: 784. Service Order ID: 969. Symbol: F.US.MQOZ19. Account: XXX| 2019-08-14 04:45:40.636


Expected outcome: market order fills.

Symbol MQOZ19 shows in the Find Symbol box for CQG so assume this is correct. I can also load a chart for it.


Second issue. Yesterdays' interaday data for MQOZ19 shows a price of e.g. 1510.1
Today's intraday data and current quotes shows 6060.00 (last).

Is there something wrong with my Sierra Chart configuration, I don't see anything on the CME contract specifications which have changed since yesterday. It seems the price is a multiple of 4, and the best bid/offer are quoted 2 wide where the typical underlying spread is 0.5 wide.

Thanks.
Date Time Of Last Edit: 2019-08-14 10:12:25
[2019-08-14 10:16:32]
T44 - Posts: 195
I've checked the global symbol settings, there is no multipler set on the contract (all =1) yet the price/quote is 4x what it should be.
imagehelp.png / V - Attached On 2019-08-14 10:16:07 UTC - Size: 74.26 KB - 13 views
[2019-08-14 17:28:49]
Sierra Chart Engineering - Posts: 76349
1. In regards to the rejection, refer to:

https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#SolvingContractIDMappingErrorWhenSubmittingOrder

2.
It seems the price is a multiple of 4, and the best bid/offer are quoted 2 wide where the typical underlying spread is 0.5 wide.

We have seen many instances of this lately. We think it is due to a problem with the contract metadata from CQG. At the time you have it, post the Message Log at that time here and we will look. Make sure you are running the current version of Sierra Chart first though so we have the information needed.

For now, just reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

And re-download the affected data:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#IntradayCharts_DeletingAndRedownloadingData
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-14 17:29:30

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account