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Date/Time: Fri, 29 Mar 2024 12:32:50 +0000



CQG historical data

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[2021-01-07 18:59:35]
User100912 - Posts: 76
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:


I understand that you have chosen not to support this.

I administer 4 Sierra Charts accounts using CQG and can no longer recommend you after this change.

Some of us trade on exchanges which aren't supported by the Sierra Chart data feeds and TT (e.g. ICE Europe). Some clearing firms do not like TT's risk management features.

We all pay extra per month for package 5 to access CQG, including historical data.

Not expecting you to reverse decision but letting you know why we'll be moving on after nearly 9 years.
[2021-01-07 19:07:00]
User100912 - Posts: 76
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

Some of us stopped using it last year when it was repeatedly freezing at the US open. Video recordings we made more recently showed it lagging TT and CQG very slightly in fast markets.

We may reconsider your feed if it comes direct from CME, not via the Barchart intermediary, and some technical details are published. Hopefully this will happen as part of your goal to create the best, transparent, and trusted data feed.
[2021-01-07 22:36:39]
Sierra Chart Engineering - Posts: 104368
There is so much misunderstanding here.

You have your facts completely wrong.

Some of us trade on exchanges which aren't supported by the Sierra Chart data feeds and TT (e.g. ICE Europe). Some clearing firms do not like TT's risk management features.
We are not saying to move to the Sierra Chart Order Routing Service.

If you are requiring CME Group data we do recommend the Denali Exchange Data Feed if using CQG though. Refer to:
Denali Exchange Data Feed: Introduction ( This data feed works with all Trading services)

In the case of other exchanges like ICE US and Europe, there are no historical data changes with CQG. This historical data has and still comes from CQG. No changes. So what is the basis of you moving on after 9 years? Nothing has changed at all in regards to exchanges other than CME Group/EUREX.

We may reconsider your feed if it comes direct from CME, not via the Barchart intermediary,
Our CME data feed has always come direct from the feed. Always. Always. Never from Barchart. Although in the past (Over 1.5 years ago) they were the vendor of record. But that does not affect technical quality.

For about two weeks where there were some issues with this related to some background technical changes related to data buffering but that was resolved:
Some of us stopped using it last year when it was repeatedly freezing at the US open.
In all the years before and all the time subsequent to this, there is not this problem with the data feed.

And when it comes to any lagging data issues, refer to:
Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds (You can fine tune the Remote Buffer Delay Send Time in Milliseconds setting)

You have your facts completely wrong here.

Also refer to:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, 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
Date Time Of Last Edit: 2021-01-07 23:02:11
[2021-01-08 01:56:51]
User100912 - Posts: 76
Thanks for your reply.

what is the basis of you moving on after 9 years

I agree we have misunderstood. There is a lot of complexity to consider. We will invest further time to research and understand, asking questions on anything which is unclear after referring to the documents.
[2021-01-08 05:35:45]
Sierra Chart Engineering - Posts: 104368
This is also the technical information you are asking about:
Denali Exchange Data Feed: Technical Information
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

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