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Date/Time: Thu, 28 Mar 2024 18:21:22 +0000



CQG 1 Tick Data with DTS CQG WebAPI

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[2019-10-07 02:05:09]
User335252 - Posts: 19
Hi Support,
I recently changed one of my accounts from CQG to your Denali/TT service.
I still have one account using CQG Data/Order routing.

When I tested my trading system with the Denali data I got a result which was more than double the result using CQG data.

I checked a 1 trade chart for the Denali data and each bar is a single price but on the CQG data 1 Trade chart many bars (prior to the current December contract) are several ticks in range.

Denali Data http://www.sierrachart.com/image.php?Image=1570411109413.png

CQG WebAPI data http://www.sierrachart.com/image.php?Image=1570411152660.png

The Denali data chart looks correct. The CQG data chart does not. A lot of those bars bigger than 1 tick are volume of 1. How can there be a range of prices for 1 contract trade?

Can you please explain why these charts are so dramatically different and what can I do to have the CQG data match the Denali data?

With thanks
Peter
[2019-10-07 06:12:46]
Sierra Chart Engineering - Posts: 104368
This is explained here:
Number Of Trades, Volume or Range Bar Charts Do Not Match Setting or Are Not Accurate or Are Inconsistent: Repeating Bars with Number of Trades or Volume Bars
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
[2019-10-07 07:01:00]
User335252 - Posts: 19
Hi Support,
Thanks for your reply.
I unticked the Split Data Records option and it did reload as single bars so part of the problem fixed.

The Denali Data feed is a lovely chart of 1 tick only per bar.
The CQG data feed still shows most bars bigger than 1 tick up to the start of the current contract.
All the bars forward in the December contract are 1 tick only.

Chart Image http://www.sierrachart.com/image.php?Image=1570431585511.png

Is there some way to achieve 1 tick bars prior to the current contract with the CQG data feed?

Thanks again for your help.
Peter
[2019-10-08 02:29:04]
Sierra Chart Engineering - Posts: 104368
The CQG data feed still shows most bars bigger than 1 tick up to the start of the current contract.
You need to change your Sierra Chart service package to the Advanced package for tick by tick data for expired contracts:

To change your Sierra Chart Service Package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on the "Set Service Package for Renewal" link.

Or go to this page:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation

You will need to login if you are not currently logged in.

In the "Available Services >> Choose Usage Time Service Package" frame, select the Service Package that you want to set your account to. Press the "Set" button.

The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price.

There is no charge for changing your Sierra Chart service package. Only your Sierra Chart account usage time ending date is adjusted.
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: 2019-10-08 02:29:24
[2019-10-08 02:46:13]
User335252 - Posts: 19
Hi Support,
I already have 1 tick data configured as per attached picture. To be sure I deleted and re-downloaded the data but it remains as per the picture I posted.

As I said before the CQG data for this current contract ie December is correctly displayed as 1 tick per bar.
The CQG data before this contract contains heaps of the multi tick bars.

Thanks again,
Peter.
imageTick Data Already Selected.PNG / V - Attached On 2019-10-08 02:44:36 UTC - Size: 82 KB - 228 views
[2019-10-08 02:47:31]
Sierra Chart Engineering - Posts: 104368
We later realized what the problem is and changed our post above. Please reload this page and look at our prior post above.
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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