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Date/Time: Fri, 26 Apr 2024 19:07:04 +0000



Can't receive Live data with CQG

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[2020-03-16 17:09:16]
User351605 - Posts: 76
I have a second account with Ninjatrader / Phillip Capital but I do not receive live data.
NT brokerage assigned a .pcap login for CQG. I set the login up with CQG WebAPI.
Sierra prompts an Symbol Error, Real-time data for instrument F.US.BP6M20 (corresponding to ID = 7) are not allowed. Any other CME symbol also doesn't work.
I double-checked with my broker that the Sierra Chart connection has been established and CME Market Data has been enabled.
What could be the reason?
[2020-03-16 17:53:54]
Sierra Chart Engineering - Posts: 104368
CME market data is not enabled for your CQG account. That is very clear.

Refer to:
CQG Trading Platform Service: Market Data Authorizations for Symbols/Exchanges
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
[2020-03-17 16:22:34]
User351605 - Posts: 76
It's solved now from by brokers side.
But I have another question:
With my SC Data Feed I was using the premium symbols, for instance ESM20-$INX.
How can I use them now with my CQG account? I can't find any information about it
[2020-03-17 18:28:27]
Sierra Chart Engineering - Posts: 104368
For the premiums you need to activate the S&P cash indices exchange on the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures

And then you need to use the custom calculated symbols feature to do the calculation:
Custom Calculated Symbols

Refer to the section here about Stock Index Premiums:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#StockIndexPremiums
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: 2020-03-17 18:45:40
[2020-03-17 18:58:53]
User351605 - Posts: 76
I activated the S&P cash indices exchange on the Sierra Chart Exchange Data Feed.
But I have issues to convert the symbol. Would you be so nice and give me the example with ESM20-$INX ?
I would appreciate it a lot
[2020-03-17 19:03:59]
Sierra Chart Engineering - Posts: 104368
Follow the instructions here:
Custom Calculated Symbols: Instructions

The symbol will be:
{ESM20}-{$INX}

You also need to update to the latest version of Sierra Chart following these instructions:
Software Download: Fast Update
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: 2020-03-17 19:04:20
[2020-03-18 07:10:22]
User351605 - Posts: 76
I followed the instructions and duplicated the ESM20-$INX symbol, and changed it to {ESM20}-{$INX}. I see the symbol in the available symbols list but when I load the intraday chart Sierra doesn't recognise the symbol
[2020-03-18 10:02:21]
Sierra Chart Engineering - Posts: 104368
We apologize. We made a mistake. We see you are using CQG. So the symbol needs to be :
{F.USEPM20}-{$INX}


Also do not duplicate an existing symbol. You need to create a new one following the step-by-step instructions here:
Custom Calculated Symbols: Instructions

Delete the one you already duplicated.
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
[2020-03-18 10:53:02]
User351605 - Posts: 76
I changed your corrected symbol, but if I do not duplicate the settings the new symbol doesn't show up anywhere in the symbol list, nor the symbol is recognised.
Honestly I have no clue where I should take all these details from if I can't duplicate the SC symbol. The instructions doesn't help me much.
For instance, what is a pattern in this regards? (Global Symbol Settings Instructions, in Nr. 4)
Then, Set appropriate values for the Price Format, Tick Size, and Currency Value Per Tick settings:
How do I know what appropriate values are? Could you send me a link where I find these informations?
[2020-03-20 03:42:40]
Sierra Chart Engineering - Posts: 104368
We need some time to test this and put together the 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
[2020-03-22 11:10:56]
User351605 - Posts: 76
Just fyi, I've found a different working solution for this. Thanks anyway

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