Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 05 May 2024 00:19:37 +0000
CQG Fix connection to be discontinued in Jan. 2020.
View Count: 2665
| [2019-10-26 17:22:17] |
| RMos22 - Posts: 26 |
|
I currently subscribe to SC Exchange Data Feed but connect to CQG Fix once a month to avail of reduced exchange fees. Does my broker need to do anything on their end to enable my connection to CQG WebAPI? |
| [2019-10-28 09:58:08] |
| |
|
Yes they will need to enable the CQG Web API which is labeled "SierraChartData" and discontinue the FIX option for Sierra Chart on your CQG 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-10-28 09:58:20
|
| [2019-10-30 13:56:48] |
| User931283 - Posts: 55 |
|
The locked post Sierra Chart Does Not Recommend CQG (Various Reasons) summary does not reflect our experience over many months with CQG FIX from a user connectivity viewpoint based on 2 continuous tests of feed and 2 DSL lines 1 mile from Centr. Office. The couple of users who wanted SC to pay I suspect a) had internet hop problems, b) got in too deep, too long/short on a fast market, then wanted to blame CQG or Sierra? Did they a) monitor their real-time connect status 2 ways, and b) never trade when there is lag or any loss of connection? Did they admit lag problems which nature and source of which they should have been monitoring? I track the CQG FIX Feed continuously real time two ways, for over a year... and have seen almost no lag, usually 43 msec round trip or less, and no outages for months, from Chicago to Texas on CQG part. After big rains last night, at same time, Pingplotter shows CQG 42 msec, ds3.sierracharts at 51 msec. and ds4.sierracharts "unreachable" for test after 204.11.48.135 te-1-1-dist02.tor etc (attached) We use Pingplotter plus real-time digital clock sitting on Time and Sales, and compare to a parallel separate feed on other PC if any suspected problem. The only problem we had in months was from old DSL line underground after a rain (ATT changed/fixed it). Sierra Engineering should talk to other CQG users who experience no problems with FIX feed. SC please clarify changes, dates, package level, etc... when you solidify those. Before a final decision, please survey your CQG FIX users for feed lag, connection. (monitored by PingPlotter-tm or similar, and clock vs time sales). Date Time Of Last Edit: 2019-10-30 14:12:11
|
Attachment Deleted. Attachment Deleted. |
| [2019-10-30 16:56:23] |
| |
|
Post #3 is from an expired Sierra Chart account and CQG FIX connection does not provide a market data feed. When you use CQG FIX you are also using the CQG Web API anyway for market data since FIX does not provide market data. So in effect you are describing the CQG Web API with everything you are saying.
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: 2019-10-30 16:56:45
|
| [2019-10-30 19:55:33] |
| User931283 - Posts: 55 |
|
I use SC through AMP-This SC account was handy. I wasn't asking you to do anything; You raised this crucial matter. Order executions on CQG FIX were/are likewise lighting fast under same conditions, pingplotting CQG. Two disgruntled users should not cause changes to other customers when, to us, CQG works great: ie: Not fix something that shows no evidence of being broken. If you require, we will give the Web API a chance to see if executions are as fast & reliable, since you say there are FIX support issues with CQG. We hope that SC's feed, connection, latency, and/or execution may become better than CQG if near-colocated, but SC program speed, leanness and features and (sometimes support) are what we appreciate. |
| [2019-10-30 20:39:29] |
| Kiwi - Posts: 374 |
|
Another long term non-litigious Sierra Customer since 2002. I've used IB for years while providing Free software to other Sierra Chart customers and recently switched to CQG. I moved to Web API when you suggested your preference over FIX and trade Hong Kong with it. Like IB CQG are collocated and the data & fill speed are superb. The CQG service is excellent so please continue to support it. |
| [2019-10-30 20:57:24] |
| |
|
CQG FIX is discontinued permanently. We cannot continue with this. There are so many different reasons why this is complicating things so much including all the different authorizations that have to be done on the CQG side related to having these two methods of connectivity. This decision has nothing to do with the recent incidents where people are running into problems with CQG. This has been under consideration for at least two years now. And CQG is completely in agreement with this as well. This decision was not made by us alone. It was made in consultation with them as well. 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: 2019-10-30 20:59:34
|
| [2019-10-30 22:53:51] |
| T44 - Posts: 363 |
|
I switched this week (to SC+TT). It was pretty painless. Running 18 futures (CME+EUREX) with market depth subscription plus correlated markets, 3 sub instance setup with 3x WQXGA resolution. Being based in Europe there is an advantage in being able to choose a gateway: by routing my Eurex orders to TT Frankfurt I've sub 40ms latency whereas with CQG the Eurex orders seemed to be crossing the pond twice for an extra ~160ms latency. No change with CME orders. Would be very interested in an option to compare the timestamp of incoming time and sales records with the local NTP synced clock and alert if there is a delta of more than say 200ms. Going to research whether this could be done in ASCIL, I agree that people should monitor/quantify their connection quality but disagree that ICMP echos are a useful/correct way to do this. I had no issues with CQG FIX or WEBAPI either. |
| [2019-10-31 08:35:23] |
| User13668 - Posts: 291 |
|
I am about to make the switch from CQG FIX to CQG Web API. I can make the adjustments in SC under Data & Trade Services. But is there anything that SC or AMP Futures need to do at their end to bring effect to my change? |
| [2019-10-31 09:29:47] |
| |
|
No. But if you are with another broker you should have them disable CQG FIX because that will save you 10 USD a-month.
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 |
| [2019-11-04 14:28:10] |
| User931283 - Posts: 55 |
|
I'm about to try CQG Web API. Question: Since CQG trade data comes via Web API (or Sierra), please assure us that Web API orders-execution use a separate socket so that a fast market will not cause execution lag by order records delay? Like me, a user a year ago had great execution with FIX: "I am a very happy user of Sierra Chart with CQG data (CQG FIX). For me, this is the best platform-data combo I have ever used. Excellent speed and reliability, I ike it even more than TT." (cant post link) A large fast market always gets some trade records lag, even with "allow server to drop some data". A quick or auto "Flatten" can avoid trading on old data, if and only if the trade connection or socket is separate and instantaneous. With FIX and separate Web API data feed, fast markets did not delay a flatten. Date Time Of Last Edit: 2019-11-04 14:30:00
|
| [2019-11-05 23:22:16] |
| User791263 - Posts: 151 |
|
This active AMP acct will hopefully get an answer to post #11. This is not even a support question. Any prospective customer needs to know if orders go separately than trades feed. You've said ds# and DTC server feeds are handled in a background thread, apparently separately than orders handling and execution? Please confirm 2 separate sockets or channels, or direct me to links to read. I know you can't promise that orders and execution will never lag due to exchange queues. That's not something SC can control. Date Time Of Last Edit: 2019-11-05 23:31:57
|
Private File |
| [2019-11-05 23:33:37] |
| |
|
There are definitely misunderstandings in post #11. There is never going to be a delay with order transmission with the CQG Web API even though it shares the same connection as market data because the trading commands are going outbound and there is no other outbound data being sent. Trading responses, can be slightly delayed being it is also used for market data. And whether there is a separate connection or not, does not change this: A quick or auto "Flatten" can avoid trading on old data, if and only if the trade connection or socket is separate and instantaneous.
If the data is lagging for whatever reason, you are going to be trading on old data. But of course the executions will be at the exchange and based upon the orders at that moment. 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: 2019-11-05 23:34:08
|
| [2019-11-05 23:46:52] |
| |
|
And the attachment in post #12, is totally irrelevant and is based on completely incorrect conclusions on your part. You are referring to two data servers, which we use for market statistics and cash Forex data. How did you think up that data server 3 and 4 would be used for order routing? You cannot come to such a conclusion. Those are not used for order routing or futures real-time data. We have a server in the CME Aurora data center, on an ultralow latency network which you would be using when using the Sierra Chart order routing service. We should not be responding 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 Date Time Of Last Edit: 2019-11-06 00:20:30
|
| [2020-01-02 19:07:46] |
| ycomp - Posts: 274 |
|
where can I get a CQG WebAPI for Sierra Chart demo?
|
| [2020-01-03 04:37:58] |
| |
|
You need to follow the instructions here: CQG Trading Platform 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-01-03 06:13:01] |
| ycomp - Posts: 274 |
|
does anyone know what broker to use to get a CQG demo that will work with Sierra Chart AND Web API?
|
| [2020-01-03 19:15:11] |
| |
|
We do not recommend using a CQG demo. Please just use Sierra Chart delayed CME group data and the Sierra Chart Simulated Futures Trading service. Complete instructions are here: Basic Instructions for Sierra Chart Demo for Brokerage Customers You can skip the step related to creating a Sierra Chart account because you already have one. 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: 2020-01-03 19:15:28
|
| [2020-01-03 19:23:15] |
| ycomp - Posts: 274 |
|
ok, I still leave this question for anyone who might know the answer.
|
To post a message in this thread, you need to log in with your Sierra Chart account: