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Date/Time: Fri, 10 May 2024 05:12:00 +0000



What changed from CQG being terrible and TT being great

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[2021-02-18 18:01:58]
eaglefutures - Posts: 40
What changed in a few days to go from this

Sierra Chart Does Not Recommend CQG (Various Reasons)

To now abandoning TT , why can’t we have multiple incl rithmic

It appears there is quite a vacillation between extremely good and extremely bad, within space of few days. Quite puzzling
[2021-02-18 21:24:02]
Sierra Chart Engineering - Posts: 104368
No nothing puzzling here at all. We have explained this here:
From TT: We are currently investigating order routing issues for CME | Post: 252474

We are very consistent with what we say. That thread remains and we take nothing back.

We never said TT was great. In the first post we said this:
and we are not saying that our order routing service at this point in time is the absolute best because it is based on TT and TT does have issues, but it does offer advantages. And we are working to remedy this problem with our own order routing direct to the exchange.

However, everything has been stable up until this most recent incident since August 2019 and we have handled a large amount of order activity trouble-free. And the whole concept behind the Sierra Chart order routing service is very good. And now the plan is to add CQG to that which then makes the CQG service work better for our users.
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: 2021-02-18 21:30:23
[2021-02-18 21:45:06]
theunknowntrader - Posts: 112
from some hours of experience,

CQG is not great and TT terrible.

TT is faster, CQG is a patch but it is slower.
[2021-02-18 21:45:33]
theunknowntrader - Posts: 112
TT working correctly is better than CQG web api
[2021-02-19 03:48:52]
user8888 - Posts: 159
Yes, marcel.
I noticed it when switched from cqg to tt 5 months ago.
Everything was slower with cqg. (Except the reflection of the P&L in the account)
That's why, even that I'm with AMP/tt, haven't asked still to go back to cqg.
A pity.
[2021-02-19 04:02:35]
Sierra Chart Engineering - Posts: 104368
Well this is all very interesting regarding CQG but the speed is going to return with our direct order routing to the CME and that will get released. It is basically for the most part done and we are just finishing with smaller remaining details.

Next week assuming no technical complications, we will release support for CQG with the order routing service, which will use CQG FIX in the background. We will be doing routing directly within Aurora. So we will see if there is any speed improvement. There will not be any type of Web API connection in this case.
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: 2021-02-19 04:02:48
[2021-02-19 04:15:29]
theunknowntrader - Posts: 112
That is awesome. that should help a bit..

Looking forward to Sierras proprietary routing solution.
[2021-02-19 04:16:18]
theunknowntrader - Posts: 112
I think order fill was good though, just charts moved weird and P&L was not updating as quickly
[2021-02-19 07:19:45]
eaglefutures - Posts: 40
Thats good news Sierra team,

So to clarify, you will be supporting TT and CQG.

Is there a possibility of getting some comparison matrix or spreadsheet type of view of the different features of each data feed or some tabular comparison.

It is becoming difficult to keep track as things are evolving so quickly. Sifting through all the conversation threads are a bit time consuming.
Also it would help others as there are a lot of questions on the board related to datafeeds and comparing them.
It may be of help , if you are able to consider this.
[2021-02-19 16:14:45]
AD544 - Posts: 64
Well this is all very interesting regarding CQG but the speed is going to return with our direct order routing to the CME and that will get released. It is basically for the most part done and we are just finishing with smaller remaining details.

Next week assuming no technical complications, we will release support for CQG with the order routing service, which will use CQG FIX in the background. We will be doing routing directly within Aurora. So we will see if there is any speed improvement. There will not be any type of Web API connection in this case.

THIS STATEMENT IS STILL CONFIRMED?
[2021-02-19 16:57:07]
John - SC Support - Posts: 31509
Keep an eye on the information as it updates in this posting:
TT Based Order Routing Service: TT Interruption
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-20 05:23:22]
Sierra Chart Engineering - Posts: 104368

Is there a possibility of getting some comparison matrix or spreadsheet type of view of the different features of each data feed or some tabular comparison.

It is becoming difficult to keep track as things are evolving so quickly. Sifting through all the conversation threads are a bit time consuming.
Also it would help others as there are a lot of questions on the board related to datafeeds and comparing them.
When you say data feed, we think of market data. Not order routing. We do not support any TT data feed and the simple fact is the best data feeds for Sierra Chart are going to be the Denali Exchange Data Feed and this is the only data feed we recommend using:
Denali Exchange Data Feed

It is not in our interest to be supporting other data feeds for the simple fact that our data feeds are the best and it is much easier to support and the user will have the best experience with the fewest issues.

We would not recommend anything else.

THIS STATEMENT IS STILL CONFIRMED?
No. We determined that it is not reasonable to move forward with that.:
TT Based Order Routing Service: TT Interruption | Post: 252767
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: 2021-02-20 05:24:52
[2021-02-20 06:27:42]
User455308 - Posts: 19
Sierra recently mentioned that the costs for CQG routing is 3X more expensive. Does it mean that it will be $0.3 per trade instead of $0.1? Or some other hidden costs that I am not aware of?

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