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Date/Time: Tue, 16 Sep 2025 02:21:29 +0000



Historical Data still not loading with updated version

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[2020-12-29 18:32:53]
User8135477 - Posts: 133
I updated to Version 2207, but the historical data for the last 5 days are still not loading in my chart.

Please advise on the next steps involved in troubleshooting. Thank you.
[2020-12-29 19:28:17]
Sierra Chart Engineering - Posts: 104368
Most likely your account is not authorized for CQG historical data.

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Right-click near the end of the chart and select Delete and Download Data.

After about a minute provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)
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: 2020-12-29 19:28:39
[2020-12-29 20:08:40]
User8135477 - Posts: 133
The problem still persists:
Error message: Download Failed. Error downloading historical Intraday data for F.US.MESH21. Data for instrument is not allowed. Result = 103. Num Quotes = 0.

Is there anything else that can be done?
[2020-12-29 20:22:01]
Sierra Chart Engineering - Posts: 104368
Yes your account is not authorized for CQG data. And we really do not recommend using it if you have to pay for it.

We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG

Also refer to this post for steps that you need to do now:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144

The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*

The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps.

In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required.

For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service:
Sierra Chart / Trading Technologies Futures Order Routing Service

In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided.

Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time 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
[2020-12-29 20:33:07]
User8135477 - Posts: 133
Unfortunately there is no broker I know of that will make Sierra Chart Order Routing Service available for Canadian clients. Which only leaves the non-ideal options (CQG, Interactive Brokers, etc.)

1. Will you continue to list CQG as a supported Trading service? If so, I will use the Denali Exchange Data feed and use CQG for routing.

2. To be clear, what kind of data will the $3.25USD/month plan (Full CME Group) provide? Specifically, I'd like to know whether the following data will be provided:
i) Level 1 vs. Level 2 data
ii) Market internals (Advance/Decline, Tick data) for CME futures.
[2020-12-29 20:41:00]
John - SC Support - Posts: 41827
1. Yes, we will continue to offer CQG for trading. It is not a problem to use the Denali Exchange Data Feed with CQG.

2. i) The $3.25 USD exchange is just Level 1 data. For the full depth of book you would need to use the "Full CME Group with Market Depth" which is $31.20 USD per month. If you only trade specific instruments (like only ES), then you could get a slightly cheaper option like the "CME with Market Depth for nonprofessional Trading accounts" which is $10.40 USD per month. It just depends on what you need. Refer to the list of exchanges here:
Denali Exchange Data Feed: Supported Exchanges (Exchange Fees)

2. ii) The Market Statistics that we have are available regardless of what trading service you are using. Refer to the information here:
Sierra Chart Market Statistics
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-31 03:11:39]
User8135477 - Posts: 133
I understand that server-side bracket orders are not supported with CQG. Is it offered with either Interactive Brokers or Rithmic routing with Sierra Chart?
[2020-12-31 04:07:03]
Sierra Chart Engineering - Posts: 104368
Server-side bracket orders are supported with Interactive Brokers and the Sierra Chart Order Routing Service.

There are links to both of these services from this page:
Supported Data and Trading Services: Supported Services
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: 2020-12-31 04:07:13

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