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Date/Time: Sat, 18 May 2024 04:37:19 +0000



Denali Exchange Data Feed / SC Data - All Services

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[2020-12-16 22:21:03]
SabikiSensei - Posts: 74
Recently been having issues with CQG data literally only showing 15% of T&S orders (set my filter of > 40) so I decided to sign up for your Denali Service. CQG data is unreliable.. as you guys stated.

I am not looking to use the exchange routing service yet because I currently do not hold a sufficient balance in my brokerage account for Edge clear to switch my data over. However, I am currently subscribed to the All Services package/Denali data feed.

- Since I have the all services package and I am in simulation, I will not be needing CQG anymore and can cancel their service right now.
- I will not have to switch over once a month to verify my non professional status.
- Once I fund my account to the minimum balance required by Edge clear, I will need to manually switch the All Service Package over to include the SC routing service.

Do I have these facts correct?
Date Time Of Last Edit: 2020-12-16 22:22:22
[2020-12-16 22:53:28]
John - SC Support - Posts: 31704
As long as you are wanting to use the Delayed Streaming Data from the CME Group in the interim, then you are correct.

More information:
- "...I will not be needing CQG...": Since you will not be trading and if you are wanting to use the Delayed Streaming data, then you do not need CQG any further.

- "...I will not have to switch over...": As long as you are just using the Delayed Streaming data, then this is correct. You would only need to connect to your trading account if you were using the Real-Time data from the CME Group which is on the Denali Exchange Data Feed.

- "Once I fund my account...": At that time, you will want to go through the Setup for the Sierra Chart Order Routing Service. You will access the Setup Instructions here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

It is also talked about in the Setup Instructions, but you will then need to activate the Denali Exchange Data Feed and choose the Exchange from which you want to receive the data.

Since you will be connected to the your trading account through Edge Clear, you will be constantly connected to your trading account, so you will not need to validate your account once a month to continue to get the data from the CME Group.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-16 23:45:11]
Sierra Chart Engineering - Posts: 104368
so I decided to sign up for your Denali Service. CQG data is unreliable.. as you guys stated.
We have not said CQG data is unreliable. Although there are some issues with the way they provide market depth data. And recently there has been an occasional price multiplier issue. We disfavor CQG for some reasons and we have stated those specific reasons.

There is some specific cause for this:
Recently been having issues with CQG data literally only showing 15% of T&S orders (set my filter of > 40)


If you are using filtering only showing orders of a quantity greater than 40 then yes there is going to be very few orders shown in the Time and Sales window. But this would not be specific to CQG.
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
[2020-12-17 00:10:53]
SabikiSensei - Posts: 74
Sorry, I meant to say I'm filtering orders set at >25 for my first time and sales with a second filtering for >75. In both cases, I have been recording my screen during the session and have noticed a lack of orders on time and sales. The >25 will have some orders show up and the >75 will basically never have anything show up.

So I went and checked on the replay function and there is at least 4x more orders on the >25 T&S and I see 100 block orders showing up properly on the >75. I've also confirmed with another person using rithmic that I am not receiving the same T&S orders that show up in the live session.

If you would like, I can upload the video of my faulty T&S data and also show you a comparative screenshot of what it's supposed to look like in the replay function.

I assumed this to be a CQG issue so I switched to your Denali service.

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