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Denali data feed and CQG order routing + multiple instances

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[2021-02-25 08:38:36] #1 [Go To First Post]
User308424 - Posts: 68
Hi there, my broker is AMP and I use Denali datafeed. As suggested I want to keep Denali datafeed for live and historical data but I want my orders to be routed via CQG. I have 1 main instance of SC just to get the data (no chartbooks) and 2 additional instances to display charts (they are connected with parent instance with DTC) 1. Do I understand correctly that to change to CQG order routing service successfuly all I need to do is to change in my main SC instance to CQG WebAPI and then translate the symbols? Do I need to do anything in my 2 other instances of SC (in data/trade service settings for those 2 instances I have current service selected to SC Futures Order Routing/Data not CQG - is this correct?)? I want to be able to execute orders from those 2 instances as well. 2. I trade ES only and all my charts are for ES - just different time intervals. I see that in my main instance of SC in data folder .scid file is not written for selected symbol - this is fine as I do not have any open chart there. I also see that there is a seperate .scid file for ES created in each of the data folder for my sub-instances (I have 1 instance with ES chart 1min and second instance with ES 10min). Does it mean data is being downloaded twice for the same symbol? If yes, can this be changed somehow to download it once? Not sure if that helps but intraday data storage time unit is same for both charts. Thanks in advance for support. Date Time Of Last Edit: 2021-02-25 09:46:25

[2021-02-25 13:09:24] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. You will need to translate the symbols in the sub instances. Edit >> Translate Symbols to Current Service. Those will need to be configured as true sub instances. All of this is as explained here: Denali Exchange Data Feed 2. This is not within the scope of our support. Everything works as it is designed. 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 13:11:26

[2021-02-25 14:06:24] #3 [Go To First Post]
User308424 - Posts: 68
Hi SC support, thanks for the update but this does not solve my problem. Regarding point 1: Currently, with my Denali datafeed main instance of SC acts as a server and feeds 2 other instances which are connected to it via DTC. If I switch off the main instance, other instances lose connection. Now, when I change trade service to CQG in the main instance then my 2 'child' instances are no longer getting any data. I am guessing its because CQG trading service is just a routing, not datafeed. Do I understand the above correctly? Does that mean I should have CQG connection in one, seperate instance just for execution and order routing and have additional instances with Denali to get the market data? I am a little bit lost with that and I went through all of the documentation. Thanks in advance!

[2021-02-25 14:15:16] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Now, when I change trade service to CQG in the main instance then my 2 'child' instances are no longer getting any data. They definitely should. Be sure to translate the symbols with this Edit menu command: Edit Menu: Edit >> Translate Symbols To Current Service 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 14:15:40

[2021-02-25 17:22:55] #5 [Go To First Post]
User308424 - Posts: 68
Hi again SC support, I managed to connect finally with CQG Trade Service and all my instances run as expected, however I have a new problem... I cannot see historical market depth data anymore. Also Bid&Ask Depth Bars study does not work. I went through all the steps from here: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying but now success... Will you please support on this too? Any idea what else I can check to get the market historical market depth data again? Thanks!

[2021-02-25 17:42:36] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is the comprehensive information: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying Do you see the Market Depth Historical Graph displaying data from the time you have connected to the data feed? 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

[2021-02-25 18:52:18] #7 [Go To First Post]
User308424 - Posts: 68
Yes I do, I did not see the previous data but then it appeared its a filename issue. Thread can be closed. Thanks for your support!

[2021-02-25 23:03:19] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
To get historical market depth data, refer to: Market Depth Historical Graph: Downloading Of Historical Market Depth 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

[2021-02-26 03:43:39] #9 [Go To First Post]
user_xyz - Posts: 369
I have 1 main instance of SC just to get the data (no chartbooks) and 2 additional instances to display charts (they are connected with parent instance with DTC) If you don't mind me asking why would you setup SC this way with 3 instances & 1 data feed, 1 trading service and 1 contract? If you are trading ES contract over both instances then your trade logs are in two different locations as well? Just curious... I thought multiple instances were mainly for multiple data feeds and multiple brokers. Which BTW I have and use multiple instances of SC and absolutely wish I could have everything centralized in one, hence the question.

[2021-02-26 12:09:27] #10 [Go To First Post]
User308424 - Posts: 68
Hi there, If you don't mind me asking why would you setup SC this way with 3 instances & 1 data feed, 1 trading service and 1 contract? I did it just to split the workload across more cores and to have some better performance. SC documentation says that each instance will perform on a new CPU core and I wanted to minimize response time from each of the charts I use. If you are trading ES contract over both instances then your trade logs are in two different locations as well When I execute a trade in one instance then this is registered in all instances in a trade log.

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