Login Page - Create Account

Support Board


Date/Time: Thu, 18 Apr 2024 06:19:28 +0000



Amp Futures/ Sierra Charts problem: Historic data not being displayed in charts

View Count: 1234

[2021-02-24 13:58:53]
User657950 - Posts: 5
ian.allchin@outlook.com
Amp Futures/ Sierra Charts Problem
SC Ver 2231 on Windows 10 Pro
Summary
Charts not displaying historic data back before current contract rollover on MYM (also same behaviour on other products).
Large numbers of errors in message log with messages stating “end of file” (see example):

On closer examination several SCID files were empty or truncated to small size (see screenshot 1KB files):

So my temporary fix has been to replace with files from a recent backup:

However, I want to know the reason why the files were empty/ truncated in case it happens again. Is it a problem related to the data feed (CGQ WebApi via Amp Futures) or Sierra Charts?
Private File
Attachment Deleted.
[2021-02-24 15:34:56]
John - SC Support - Posts: 30927
The reason you are having the issue you are is because you are using CQG data.

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.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-25 11:18:29]
User657950 - Posts: 5
Hello, thanks for your reply. As I have an Amp Futures account, I am trying to work out what the cheapest solution will be while maintaining my Amp account. Amp offer a data feed called "Sierra Charts - Denali (CQG no data order routing only) which in addition to the monthly fees, still means paying some fees per round trip to CQG (billed via Amp). Is it possible to use the Sierra Charts Denali + Sierra Charts order routing service with an Amp Futures account and if so will this be cheaper and how do I set it up?
[2021-02-25 12:50:11]
User471548 - Posts: 24
Hi, I have the same questions as User657950. Is it possible to use the Sierra Charts Denali + Sierra Charts order routing service with an Amp Futures account?

I am currently paying AMP monthly $10 each for CME and CBOT market data, and EUR20 for Eurex. From my understanding, your pricing of Denali Exchange Data Feed for CME and CBOT is $10.40 each and Eurex real-time data with market depth is included in this feed at no additional charge. If this is correct, I am motivated to switch. Please confirm. Thanks.
[2021-02-25 13:04:14]
Sierra Chart Engineering - Posts: 104368
First read this thread:
Notice: March/April 31, 2021 - Changes to Billing of Sierra Chart through Brokers

And this post regarding EUREX data:
New Upcoming EUREX Full Order Book Data Feed (Now Available!) | Post: 251401

You will have to start using the Sierra Chart provided EUREX data probably in April 2021 and you cannot get it from any other source.

For the user at post #3, tell AMP you no longer want to pay for Sierra Chart through AMP. Let us know when that is done and we will set your account as a direct paid account. You then need to follow the instructions here on this page to use the Denali Exchange Data Feed:
Denali Exchange Data Feed

Regarding the Sierra Chart Order Routing Service, that cannot currently be used with AMP accounts until our direct CME order routing is ready which we are actively working to finish as soon as possible.
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: 2021-02-25 13:05:09
[2021-03-02 09:21:52]
User657950 - Posts: 5
Hello
From today (01 March 2021) I have set up my Amp Account with the option "Sierra Chart Denali no data CQG order routing only" (they say this is zero cost) and (currently) still paying for Sierra Chart pkg 5 via Amp ($25). With this set up with Amp am I now able to go ahead and set up Denali and data from yourselves. From reading the help page I understand the cost for Denali is $20 and I can choose "CBOT with Market Depth for nonprofessional Trading accounts" for $10.40 and this will allow me to trade Micro and Mini Dow, so that makes a total of $30.40, is that correct?
[2021-03-02 15:44:16]
John - SC Support - Posts: 30927
User657950:

Our records indicate that AMP took you off their internal billing with us as of today (March 1, 2021). This is the direction we are moving anyway (to not have accounts managed through affiliates). Therefore, we recommend changing to Package 11, which includes the Denali Data Feed Fee for $10.00. Then you would need to add the exchange for $10.40, so an equivalent total of $20.40 for the data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-03-02 20:01:28
[2021-03-02 18:13:10]
User657950 - Posts: 5
Thanks for your reply. Does this therefore mean that I should be paying you direct for everything and asking Amp for a refund of the $25 Sierra Charts 5 for this month?
[2021-03-02 19:59:16]
Sierra Chart Engineering - Posts: 104368
and asking Amp for a refund of the $25 Sierra Charts 5 for this month?
No! Do not ask them for a refund because 1 month of usage time was added for that 25 USD. There is no need for a refund because you received what you paid for.

We do not need the confusion of asking AMP for a refund which has no basis of fact, and then being bothered by AMP by this. Please do not contact them for a refund.
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: 2021-03-02 20:00:24

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account