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Direct MessagesDate/Time: Thu, 25 Apr 2024 17:57:35 +0000
CQG NQ data doesn't seem correct
View Count: 640
| [2021-01-08 12:07:16] |
| User921987 - Posts: 231 |
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Please see the attached screen copy where I have a Nasdaq 100 mini futures chart on the left side and a micro futures chart on the right side. Both charts are showing the same time view but the mini futures (left) doesn't seem correct. There is a lot of days in december 2020 where I have the same problem. January 2021 looks ok. Also I am not able to download NQ data older than 2020-12-14 ("Chart Settings"/"Use number of days to load: 100") I have tried to Edit/"Delete all data and download", reboot and the Help/"Download Current version" but the problem still exists. So any idea what could be the problem ? |
 chart2.png / V - Attached On 2021-01-08 12:04:24 UTC - Size: 98.24 KB - 201 views |
| [2021-01-08 16:20:59] |
| Sierra_Chart Engineering - Posts: 14088 |
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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 (Upcoming in January 2021) 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-01-09 06:21:41] |
| User921987 - Posts: 231 |
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I read all the documents and think I have a quite good picture what is going on. Now I have few questions about Sierra Chart Order Routing as follows, Q1 In your web page you say: "For some clearing firms/brokers, Sierra Chart has an arrangement with them for the order fill fees to be billed directly to your trading account. So in those cases, the order fill fees are not billed directly to your Sierra Chart account but instead they are billed to the clearing firm which then bills them to your trading account." Is this supported with AMP Futures ? Q2 You also say: "We will also be setting up on our London, Germany servers, optional order forwarding to the Aurora data center for the lowest latency server managed orders" What is a status of this feature and if not implemented yet any plans when ? |
| [2021-01-09 12:09:22] |
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1. Yes it is supported with AMP but we currently are working out some issues with this. We hope to have this resolved this coming week. 2. This has been developed but not released but if you are only trading on one exchange, this offers no value. For example if you are trading the CME group of markets just choose a server in Chicago. 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: 2021-01-09 12:09:45
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| [2021-01-10 08:13:37] |
| User921987 - Posts: 231 |
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To switch from CQG to you do I have to wait until you have resolved the issue with the AMP ? Btw. I'm able to do the switch request in AMP Client web interface so do I still have to fill up the separate request form in your web site ? Date Time Of Last Edit: 2021-01-10 08:16:54
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| [2021-01-10 09:38:54] |
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No you do not have to wait. so do I still have to fill up the separate request form in your web site ? Yes please do this as well.
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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