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Date/Time: Fri, 23 Apr 2021 17:59:52 +0000



[Sticky] [Locked] - Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG

[2020-11-27 04:42:24]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Users of Interactive Brokers and CQG have been given a link for more than a month now, to this thread in the System Notification message in Sierra Chart.

Summary of Changes:
-----------------------------------

The following changes indicate changes with historical data when not using either the Denali Exchange Data Feed or the Sierra Chart Exchange Data Feed. Information about these two data feeds is linked below.

Effective dates are given below.

Interactive Brokers (effective December 27, 2020):
Historical Daily and historical Intraday data will now exclusively come from Interactive Brokers.

CQG (effective December 27, 2020):
Historical Daily and historical Intraday data will exclusively come from CQG. When using CQG data, there will be 5 days of tick by tick data and 1 Minute data for the prior time period and for current contracts only.

It is necessary to update to version to 2204 or higher, sometime before this date to be able to use CQG historical data. There have been important changes and improvements to properly support the CQG data. Instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate


Rithmic (effective April 1, 2021):
Historical Intraday data will exclusively come from Rithmic only. Rithmic provides data for current contracts only.

Gain Capital (no date set):
Historical Intraday data will exclusively come from Gain Capital and they provide over FIX/FAST data for approximately the last 3 to 4 hours only.

We will be providing no technical support for historical data from these services. We cannot help with any problems you will encounter.

-----

How to use Sierra Chart Historical Intraday and Real-time data rather than the problematic historical data from the above services:

For CME/CBOT/NYMEX/COMEX you need to use the Denali Exchange Data Feed:

Information and set up instructions:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

Update (2021-01-09): We are working on new Sierra Chart service packages which will include the Denali Exchange Data Feed. This should provide an overall better value. There is no release date of these set.

For other exchanges you need to use the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

To use both of these data feeds, refer to:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#UsingBothDenaliExchangeDataFeedAndSierraChartExchangeDataFeed

These data feeds also provide historical *market depth* data for the CME/CBOT/NYMEX/COMEX and EUREX exchanges. This is a service that is not available with any of these other external trading services above.

If you decide to use the Denali exchange data feed, and you are using a service like CQG or Rithmic and trading the CME group and/or EUREX, then we would recommend changing to the Sierra Chart Order Routing service:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php

The page linked above explains all of the advantages of using that service. And you will also have a reduced cost of 20 USD per month for the Denali Exchange Data Feed.

----
Why are the changes being made?

1. In some cases there is a combination of the data from the external service (Interactive Brokers, CQG, Rithmic or Gain Capital) being combined with historical data from our own data services (which has data originating direct from exchanges).

There are two separate historical data downloads performed, and this is regarded as a hack, adds code complexity, and additional support burden with advanced technical questions about data being there are two sources of it, and not a very clean structured approach to historical data.

It also becomes confusing to the user when there are differences with data quality, as to where the source of the data is and who is at fault for data quality issues.

Data will now come either from the external service completely, or come from Sierra Chart provided data services completely including the real-time data.

2. In some cases, like in the case of CQG we have a separate service for maintaining historical data and we do not want to be administering that service any longer. We will only be providing administration for our own market data services.

Maintaining large amounts of historical tick by tick data for long periods of time ( 15+ years) for a lot of symbols does take a lot of space, and takes management effort from time to time. Certainly storage drives are quite large these days so the space is not so much of a problem but still this is not an insignificant task to maintain large data sets. And it only makes sense that we maintain one unified source of data with redundant copies, for our users and have that be the very best database that everyone uses.

And this is not something new that we are just deciding on now. It has actually been our intention to phase these out since about 2014 but only until in the last couple of years now that we are developing direct exchange relationships, did it have economic viability.

3. We have invested heavily in our own market data services since 2013 and are taking on even more substantial expenses, of 25,000 USD per month and higher, on top of what we already spend which is very substantial, and we simply are no longer willing to subsidize, the above-mentioned services with our own historical data and give the false impression, that the historical data that you are getting from those services actually is coming from those services when in reality the historical data and data delivery performance comes from our own services/servers.

Many users, think that the historical data they receive when using Sierra Chart when using those services are actually coming from those services, when all of this time, that is not the case. Although that is not always true, the most recent 10 minutes of historical data, may come from those external services. It depends upon the particular configuration being used.

Users will have the choice to rely upon the historical data from those services exclusively, which you are going to find is far below the standard that you have become used to and expecting when using Sierra Chart, or use the historical and real-time data provided by the Denali Exchange Data Feed (soon to offer EUREX EOBI, which is the very best data feed from EUREX and offered by no one else, as well and other exchanges) and/or the Sierra Chart Exchange Data Feed, and have the very best complete and long-term and high-performance historical data and real-time data there is.

Finally, we have developed very high quality market data services above and beyond what others provide. When you are using other services for data, we are no longer going to augment, subsidize, and enrich them with our own data, and give a false impression that the data is from them. Those external services need to stand on their own and people need to judge them for what they are.

The data feeds that Sierra Chart provides do support integration with CQG and other services:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#IntegrationWithTradingServices

So you can choose to use our services, and then in this case both the historical and real-time data come from a single unified source.

4. It will be a requirement sometime in the second quarter of 2021, that EUREX data, both historical and real-time will only be able to be obtained through the Denali Exchange Data Feed and from no other source.
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: 2021-01-10 05:33:51
[2020-11-27 07:12:25]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Price Comparisons
====================

Sierra Chart platform price: 18USD/month to 36USD/month

With the range of capabilities and performance that Sierra Chart offers, Sierra Chart is the absolute lowest price there is especially during a time of very high inflation.

There simply is not a cheaper platform available with the feature range that Sierra Chart offers.

Market data costs:

Denali Exchange Data Feed: 20-25 USD/month plus exchange fees.

It is 20 USD per month when using the Sierra Chart Order Routing Service . For complete information about the service, and the advantages as compared to CQG and Rithmic and Interactive Brokers for futures trading:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php

CTS market data: 25 USD/month plus .25 or .50 per contract per side. Order routing cost must be considered because this is how these services earn their money.

TT market data through the TT platform: 50 USD/month +.30 per contract per side.

Rithmic market data: 20 USD/month +.25 per contract per side.

CQG market data: 15 USD/month for data access for Sierra Chart + 25 USD/month for historical data (Current contracts only and slow data delivery and not accurate bid volume or ask volume) + 25 USD/month for the web-based trading panel + $0.10 per contract per side. Total 65 USD per month! Now your broker may subsidize part of this and not pass the costs on to you. However in that case, the reason they are able to do this is with the trading commissions that are paid to them. So CQG is earning $0.10 per contract per side, and your broker is earning a substantial commission as well. We here at Sierra Chart earn none of this. And yet we are subsidizing all of this with our historical data which we receive no recognition for, and all of the problems with CQG and other services are dumped on us regularly. This is not a situation we are going to continue with any longer.

CQG is clearly the most expensive service, and delivers far less market data capabilities, than the Sierra Chart/Denali Exchange Data Feeds.

All of the above services have limited historical data capabilities and other limited capabilities with market data.

The final objective, out of all of this, is for Sierra Chart to provide you the best quality services, direct from us, at the lowest cost and that is what we are doing and achieving. One of the final components of this, is direct CME order routing which has no dependency on CQG, TT or anyone.
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: 2020-12-28 20:52:20
[2020-11-27 09:01:22]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Information regarding CQG historical data:
=====================================================

More information regarding CQG historical data.

If you are with AMP our understanding is you do not have to pay for the CQG historical data. This has been confirmed.

If you are not with AMP, then if you are just needing historical data for the CME Group or EUREX you definitely will want to use the Sierra Chart Data Feeds for data instead of CQG:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php

When using the Sierra Chart provided data feeds, you will have access to 10 years of tick by tick history (More in some cases), instead of 5 days with CQG, including expired contracts which CQG does not provide and which are needed by Continuous Futures Contract charts, and have very fast and reliable and smooth data delivery. We would not recommend paying for CQG data if you have to pay for it since there are major disadvantages to using CQG historical data.

Therefore, when you are using either the Denali Exchange Data Feed and/or the Sierra Chart Exchange Data Feed, you will no longer need market data from CQG and would need in this case to cancel through your broker, the exchange fees you are paying for market data. CQG in this case would only be used for order routing and not market data. And then you will have overall dramatically better market data from Sierra Chart.

We also will be providing a new EUREX data feed with full market depth across all price levels as part of the Denali Exchange Data Feed. This will become available in January 2021.

And this will actually be a requirement to use, for all users and CQG users who require EUREX market data, at some later point anyway.

-----

These logs show the timing comparison between historical Intraday data downloaded from the Denali Exchange Data Feed and CQG. You can see the Denali Exchange Data Feed delivers data and is processed in 20.8% of the time as compared to CQG. So the Denali Data Feed and Sierra Chart provided historical data is dramatically faster!!

----
Denali data feed (And also the subsidized historical data we provide CQG users now and in the past for CME group and EUREX data):
HD Request # 4 | Received 5036503 records from 2020-11-16 15:12:33.374000 to 2020-11-26 12:59:59.477000 (9.9 days) and wrote 5036503 records for ESZ20-CME | 2020-11-26 15:12:58.829
HD Request # 4 | Add time&sales data | Remembered last file record date-time: 2020-11-26 17:59:59.477000 | 2020-11-26 15:12:58.829
HD Request # 4 | Completion time: 25s | 2020-11-26 15:12:58.829
HD Request # 4 | Intraday data download complete for ESZ20-CME. Unique request ID: 3 | 2020-11-26 15:12:58.829

----
CQG (Historical data from CQG servers, which is not currently used by SC users unless you are using Asian exchanges):
HD Request # 9 | Received 5030866 records from 2020-11-16 15:17:26.072000 to 2020-11-26 12:59:59.480002 (9.9 days) and wrote 5030866 records for F.US.EPZ20 | 2020-11-26 15:19:29.005
HD Request # 9 | Add time&sales data | Remembered last file record date-time: 2020-11-26 17:59:59.480002 | 2020-11-26 15:19:29.005
HD Request # 9 | Completion time: 2m | 2020-11-26 15:19:29.005
HD Request # 9 | Intraday data download complete for F.US.EPZ20. Unique request ID: 6 | 2020-11-26 15:19:29.005


Two other things to be aware of with CQG historical data. The processing of this data is done on the Sierra Chart primary thread rather than a background thread which is used for Sierra Chart historical data services, like the Denali data feed uses.

Processing of this historical data from CQG on the primary thread will cause Sierra Chart to freeze during the processing of that historical data. When downloading and processing 1 minute data, there really is not any noticeable freezing. In the case of tick by tick data, you would notice freezing during the processing of that data. Normally this would be just a few seconds.

So this is a reason to use the Denali Exchange Data Feed for data. To avoid this freezing.

Additionally, CQG provides tick by tick data in reverse order. From latest to earliest. So that data has to be held in memory until all of the data is received. This will cause a temporary increase in memory use of Sierra Chart during the processing of this data. And that can be very substantial. It easily could be 100-200 MB or more.

Another consequence to CQG providing data in reverse order is there is a risk for downloads that take a long time to complete like two minutes that you could end up missing some data just after the end of the historical data provided and result in a small time gap in the chart. This may or may not be an issue because Sierra Chart will try to fill in this missing data to the extent time and sales data is available for that time period.

So these are reasons to use the Denali Exchange Data Feed for data when using CQG.

However, if you are satisfied with the historical and real-time data from CQG, then that is perfectly fine. Just continue to use that data.

With the problems described above with CQG data, Sierra Chart at most will download 5 days of tick by tick data from CQG. The remaining prior time period will be 1 minute data.

Also keep in mind that CQG only provides historical data for current futures contracts. Not expired futures contracts. Since CQG only provides data for current futures contracts, you cannot use the Continuous Futures Contract feature in Sierra Chart with CQG. It is unsupported. So therefore you will need to use the Sierra Chart data feeds for data for this feature (Denali Exchange Data Feed, Sierra Chart Exchange Data Feed).


Information we provided one broker:
CQG simply does not provide the market data capabilities that Sierra Chart requires. It does not make sense to promote this any longer. Now that we offer historical market depth data, and soon market by order data, and with the incompatible market depth data they have, and unacceptable historical data, there just is no point even promoting Sierra Chart with CQG data. Sierra Chart's market data needs are very specialized. For those who want to use CQG for order routing that is perfectly fine. Although our TT based order routing is a safer option due to server-side bracket orders.

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: 2021-01-05 09:33:34
[2020-11-28 07:54:38]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Regarding CME Group spread symbol categories for the Denali Exchange Data Feed listed in File >> Find Symbol when using CQG and Gain Capital, those are going to be removed December 15 since that method of searching for spreads is out of date.

These are the symbol categories we are referring to:
Futures Spreads - CBOT (SC Exchange Data)
Futures Spreads - CME (SC Exchange Data)
Futures Spreads - COMEX (SC Exchange Data)
Futures Spreads - NYMEX (SC Exchange Data)


The new method of searching for spreads is documented here:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#ExchangeTradedSpreads

However, that only works when using the SC Data-All Services or SC Futures Order Routing/Data services.

So if you are using CQG and Gain Capital, you can just install another copy of Sierra Chart following these instructions and set it to use SC Data-All Services:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html

To be able to access and chart these exchange traded spreads when using the Denali Exchange Data Feed.
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: 2020-12-18 08:55:02
[2020-11-30 17:49:49]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
If you only require delayed market data, then you can use the Delayed Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DelayedExchangeDataFeed.php

You can also use delayed data with the Sierra Chart Order Routing Service:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#UsingDelayedMarketData
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.
[2020-12-24 17:52:30]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
What is described in post #1 (https://www.sierrachart.com/SupportBoard.php?PostID=242242#P242242) has now been put into effect at this time for CQG and Interactive Brokers users.

We have done it a few days before the end of the year in order for users to adapt to the change before January 1, 2021.

For those using the CQG trading platform service with Sierra Chart, make sure Sierra Chart is up-to-date. Instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

Update: We are now forcing an update for CQG users to version 2207 or higher since this is necessary to use CQG provided historical data.

And update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings

If you are a CQG user and you have lost access to historical data, and you require CME Group data, then use the Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SetupInstructions

The cost of the Denali Exchange Data Feed is prorated for the month it is activated in. Although the exchange fees are not.

You will know you do not have access CQG historical data when you see this message displayed on the chart containing this text from CQG:
Time and sales data for instrument [symbol] (corresponding to ID = #) is not allowed.

Or:
HD Request # 1 | Error downloading historical Intraday data for [symbol]. Data for instrument [symbol] (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0

Once you start using the Sierra Chart data feeds, then contact your broker and cancel all exchange market data fees you are paying through your broker (CQG/Interactive Brokers). You do not need to pay for those if you will be using the Denali Exchange Data Feed or the Sierra Chart Exchange Data Feed. Obviously you will not want to pay these fees twice.

When using the Denali Exchange Data Feed, the first month of exchange fees are waived by the CME.

And we will be offering EUREX data with the Denali Exchange Data Feed, sometime in January. Most likely in the second part of January. More information:
https://www.sierrachart.com/SupportBoard.php?ThreadID=58551
----

It is not recommended to use CQG provided historical data if you do not already have access to it. You are definitely going to be very disappointed in it and you do have to pay the equivalent cost for it which equals the cost of the Denali Exchange Data Feed. We are not just saying that. These are facts. And we have no interest, with being burdened with CQG historical data problems which you will inevitably experience if you choose to use their data which we absolutely do not recommend.

By using the Denali Exchange Data Feed, you are going to have access to even more historical data than was provided before December 27, 2020. You will have access to 10+ years of tick by tick data with high-performance data delivery and smooth background data downloading and processing.
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: 2021-01-06 01:58:06
[2020-12-30 00:04:23]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
One thing we would like to point out in regards to the changes described in the first post, is that users still have access to the Sierra Chart Historical Data Service:
https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.php

You can access all of the available Sierra Chart historical data, continuous futures contracts, and the Delayed Exchange Data Feed.

You can set up a separate installation of Sierra Chart to use this data:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#General

If your Sierra Chart account is through AMP, you will need to be on the Advanced Service Package 5 to have access to Sierra Chart historical data:
https://www.sierrachart.com/index.php?page=doc/Packages.php

----


Effectively what has changed is that each Trading service uses its own data now unless you choose to use one of the Sierra Chart provided data feeds with that Trading service, in which case the data will come from the Sierra Chart data feed completely for the exchanges you have activated.

What we do not want to do, and what we have been gradually phasing out over the years is the combining of historical data from one service with historical data from another service. Or having a special historical data service on our own systems we had set up with CQG. Gradually these special services are being phased out. They were phased out in the past with Rithmic, Gain Capital, CTS, TT FIX
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: 2020-12-30 02:29:15
[2021-01-03 08:08:14]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We have updated the first post to remove schedule dates for Rithmic and Gain Capital regarding the historical data changes. Those changes are on indefinite hold for the time being.

The simple reason is because in the case of Rithmic and Gain Capital, there is no practical replacement for historical data other than our own services. And it is not the intent of what we are doing to force any changes especially being that there are exchange fee policies, which create real definite problems and we do not want to do anything where someone has to pay exchange fees twice or perhaps could be subject to professional fees.


Additionally, it is only necessary to enable the Sierra Chart Exchange Data Feed or the Denali Exchange Data Feed without any exchanges activated and the associated fees, to have access to Sierra Chart Historical Daily data when using Interactive Brokers or CQG. This data is necessary for proper functioning of Continuous Futures Contract charts.
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: 2021-01-03 08:09:08
[2021-01-04 16:23:04]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
One important technical change we are making with the change for historical data for Interactive Brokers and CQG is as follows:

If you activate the Denali Exchange Data Feed, but not the corresponding exchange fees you need data for, this will then include Sierra Chart provided Historical Daily data.
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: 2021-01-23 05:23:35
[2021-01-10 05:32:21]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We have updated the first post, to indicate that we are working on new Sierra Chart packages which include the Denali exchange data feed. This will provide an overall better value. These will be ready, this month.
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: 2021-01-11 02:35:56
[2021-01-28 07:01:44]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Previously we said that when using the Denali Exchange Data Feed or the Sierra Chart Exchange Data Feed, that Interactive Brokers users and CQG users would be able to have the Sierra Chart Historical Data service data accessible in charts when using these services (Interactive Brokers, CQG) if you are not paying the corresponding exchange fees for the symbols of the charts.

There was a mistake regarding this. The mistake was this did not not apply to Interactive Brokers.

And we will be withdrawing this feature for CQG users other than when using the Advanced MBO Service Package 12. And in that case it will apply both to CQG or Interactive Brokers.

As a general rule we do not like combining data from two different services in a chart. Each service will provide its own data. Unless you are using one of the Sierra Chart provided data feeds and paying the corresponding exchange fee. In this case all the data comes from the Sierra Chart provided data feeds for the symbols that the exchange fee is paid for.

The only reason we are keeping this feature for this service package, is the complication involving professional fees where user may have to otherwise pay those twice.
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: 2021-02-22 20:47:33
[2021-02-02 19:31:10]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
The solution to limited historical data or no historical data from CQG is to use our new service packages which includes the Denali Exchange Data Feed which have been explained here:
https://www.sierrachart.com/SupportBoard.php?ThreadID=59970

These are now available:
https://www.sierrachart.com/index.php?page=doc/Packages.php#Packages (Packages 10, 11, 12)

The pricing is 20 USD per month, above our standard package prices and there will be a price reduction for them at the beginning of March, 2021. So for now you just want to purchase one month at a time.
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: 2021-02-22 20:51:45
[2021-02-22 20:48:18]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We want to reiterate post # 13, and that goes into effect March 1, 2021.
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: 2021-02-22 20:48:32
[2021-04-21 09:22:17]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
While we have not previously mentioned it, there are certain other reasons, why we cannot continue to provide CME historical data outside of the Denali Exchange Data Feed. Or Delayed Exchange Data Feed.

The changes with Interactive Brokers and CQG will also be applying to Gain Capital and Rithmic before the end of June 2021. We will be notifying these users. And we will provide instructions and help to use the Denali Exchange Data Feed. Gain Capital users will absolutely have to rely upon the Denali Exchange Data Feed. Otherwise, there will be next to none historical data available.

And before then, the new integration to Rithmic will be available. Therefore, Rithmic users can rely on the historical data from Rithmic.
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: 2021-04-21 21:49:25

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