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Date/Time: Sat, 02 Jul 2022 20:37:03 +0000



urgent: last MES candle is distorted (Faulty CQG data!)

View Count: 953

[2020-11-25 16:03:41]
User753428 - Posts: 131
http://www.sierrachart.com/image.php?Image=1606319669352.png

b/c i knew beforehand that you'd mention that this was a CQG problem, i asked CQG support about fixing the data source for MES. they said their data was fine and that if it really was a problem with their data, every trading platform using CQG like Ninjatrader, tradingview, multicharts, motivewave, tradovate, etc. would also be exhibiting this.

it's true; if i go on ninjatrader or tradovate right now with CQG as datafeed, i don't see the last MES candle all messed up like i do in sierracharts.

could you please look into this asap. i've already tried delete&download data multiple times.
[2020-11-25 16:09:17]
User753428 - Posts: 131
okay, so i updated from v.2200 to v.2201, and delete&download-ed MES data and the candle distortion seems to have fixed.

this only confirms my suspicion though that this was a Sierrachart issue if a platform update fixed this.
[2020-11-25 16:35:50]
Sierra Chart Engineering - Posts: 103558
This thread it is only wasting our time and you are coming to incorrect conclusions in particular in post #2.

Updating Sierra Chart, was definitively not at all a solution to the problem despite what you might think.

The solution was to reconnect to the data feed, to get correct metadata which on the prior connection CQG was transmitting incorrectly. There was an incorrect multiplier value from CQG.

This is the source of the problem. Why that randomly occurs, only CQG can answer it. Sierra Chart might be more susceptible to this CQG bug which is absolutely a CQG bug because we are using an older protocol buffer file because the new one has various complications associated with it. It will not even compile, under a C++ compiler by default.

We urgently request you to get off of the CQG data feed and move to the Denali exchange data feed:
Denali Exchange Data Feed

Let us know if you want us to help you with that. And you can evaluate the performance of that data feed, right now it just by using the Delayed Exchange Data Feed which is just a delayed version of it:
Delayed Exchange Data Feed

You can test it at the same time by using a separate installation of Sierra Chart:
Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra_Chart


And no, there are no problems with the Denali data feed with stopping data (We know you brought that up before). If you are experiencing that, that is a network connectivity issue. And we have done a few different things to minimize a condition like that for poor Internet connections. Some more information related to that is here:
4.12 - Sierra Chart Exchange Data Feeds

And based on your location you will not have a problem because we do have a server in Washington. And also you can verify that that problem will not occur just by testing the delayed exchange data feed.

Now do you understand, why we are phasing out other data feeds. Supporting these other feeds, is only wasting our time and create support impression for users. This was/is a CQG issue. And at some point we are going to just completely discontinue the CQG data feed altogether. The CQG data feed is only demonstrating it its unreliability. And inconsistency. That is definitively proved by this posting.

We are not going to tolerate the situation any longer.

And also, be aware of our policy regarding CQG historical data:
https://www.sierrachart.com/SupportBoard.php?ThreadID=58269

You are not going to want to continue with CQG data.
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: 2020-11-25 17:02:06
[2020-11-25 16:57:49]
Sierra Chart Engineering - Posts: 103558
This is a chart of that symbol built from CQG data on Sierra Chart version 2191:
http://www.sierrachart.com/image.php?Image=1606323213221.png

So you can see the problem is random. Our connection to CQG has not been exposed to this multiplier issue for that symbol. But we did see it on the Australian dollar yesterday.
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
[2020-11-27 01:46:03]
User753428 - Posts: 131
yes it makes sense it'd be a multiplier issue b/c every time you delete&redownload the data, it accurately downloads all data up to the second-to-last candle.

you can't easily see it on my image b/c the last candle messes up the scaling, but since every delete&redownload-ing of the data correctly updated each newly formed candlestick bar up to the second-to-last candlestick bar, it shows the high-low-open-close data cqg stores on their servers is up-to-date and accurate. the problem lies with some kind of multiplier problem generated in the bridge between cqg and sierrachart that's messing up only the very latest candlestick bar.

regarding switching to denali, is there a reason why users are charged a datafeed fee of $25/month in addition to the exchange fees? i currently only pay $4/month for all four CME exchanges level-1 data from CQG. with denali, it would be $25/month + $3.25/month.

that's an extra $24/month or $288/year in data fees i'd be paying. i guess it's not a big deal in the long-run but just out of principal, why is it that when we subscribe to CQG/Rithmic/TT/CTS/etc. feeds, we only need to pay exchange fees but with denali, we have to pay both exchange fees plus an additional "datafeed fee"?
[2020-11-27 08:55:03]
Sierra Chart Engineering - Posts: 103558
Your pricing conclusions are not correct. We have detailed pricing here:
https://www.sierrachart.com/SupportBoard.php?ThreadID=58506

Read through both the first and second posts.

Sierra Chart is the absolute cheapest.

it shows the high-low-open-close data cqg stores on their servers is up-to-date and accurate.
This statement only exemplifies, what we have said in the thread linked above. The time of CQG enrichment has come to an end. We may just decide to terminate CQG historical data altogether.
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: 2020-11-27 08:56:59
[2021-04-19 13:27:56]
Rosalba - Posts: 4
@sierrachart guys: Are you then saying we should stop use CQG is this correct?

The last incidents makes me feel a bit worried.

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