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Problem with Denali data CFE exchange

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[2021-06-29 03:07:50] #1 [Go To First Post]
WheresMoney - Posts: 56
Using CQG with AMP. I had CFE enabled through AMP. F.US.VXN21 and F.US.MVIN21 both worked. Then I signed up for CFE data from Denali. Both symbols continued working normally. Today I called AMP to remove all data (CFE and CME). CME data still works fine, as expected. VIX futures work, but VIX mini is not working anymore. See: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=52265 Date Time Of Last Edit: 2021-06-29 03:16:54


vixproblem.png / V - Attached On 2021-06-29 03:05:51 UTC - Size: 60.18 KB - 232 views

[2021-06-29 04:29:20] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 14269
This should now be resolved. Follow the instructions below: Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 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

[2021-06-29 04:54:54] #3 [Go To First Post]
WheresMoney - Posts: 56
Thank you. That worked. While we are at it, can you also fix the "Currency value per tick" for F.US.MVI?## it is set at 52 which I assume is a typo. It should be 5. I fixed it for my charts etc., but would be great to have it fixed in the server so incorrect values do not come in whenever we update symbols

[2021-06-29 06:03:36] #4 [Go To First Post]
WheresMoney - Posts: 56
VIX calendar spreads. These are supported natively in the CFE exchange. Worked fine with CQG data. Perhaps similar issue as before? Can these be enabled as well as calendars are a very big part of trading VIX. Picture attached. Calendar symbols go like this: cqg symbols VXW1N21 -1Jul 21 + 1Aug 21 VXW2N21 -1Jul 21 + 1Sep 21 VXW3N21 -1Jul 21 + 1Oct 21 VXW4N21 -1Jul 21 + 1Nov 21 VXW5N21 -1Jul 21 + 1Dec 21 VXW6N21 -1Jul 21 + 1Jan 22 VXW1Q21 -1Aug 21 + 1Sep 21 VXW2Q21 -1Aug 21 + 1Oct 21


vixproblem2.png / V - Attached On 2021-06-29 06:01:07 UTC - Size: 47.08 KB - 156 views

[2021-06-29 06:23:32] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No this is not the case: Currency value per tick" for F.US.MVI?## it is set at 52 You must have changed it on your side within the Global Symbol Settings. It was set to 1 but that is not correct, it should be 5. Regarding spreads, we have to set up support for those in the data feed. Currently they are ignored. 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

[2021-06-29 06:25:34] #6 [Go To First Post]
WheresMoney - Posts: 56
Any ETA for the calendars? Date Time Of Last Edit: 2021-06-29 06:25:53

[2021-06-29 06:36:24] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Should be about a week. 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

[2021-07-27 23:39:54] #8 [Go To First Post]
WheresMoney - Posts: 56
Seems like this is not ready yet. I tried to get data for F.US.VXW1Q21 (VIX calendar spread -1Aug 21 + 1Sep 21) today and wasn't able to. So, questions: a) Do you have an updated ETA? b) When available, would it have history available through Denali as well? How long? Minute data is sufficient as tick data is kinda useless for this c) When you complete your implementation, what if I get data subscription through CQG as well for CFE? Where would the data come from when requested as I would have two venues for getting the data (CQG as well as Denali)? Would there be a mechanism to choose one or the other? It's always nice to have data from the broker as it allows me to use any platform CQG offers instead of just SC, in case you are wondering. Thanks!

[2021-07-28 05:04:25] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The calendar spreads are ready, and have been for about two weeks, but we have not set up access to them yet. The history would be as of about two weeks ago. There would only be a need to obtain the data through the Denali Exchange Data Feed. Would there be a mechanism to choose one or the other? Not exchange by exchange when you are already subscribing to a particular exchange through the Denali 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

[2021-07-28 06:23:01] #10 [Go To First Post]
WheresMoney - Posts: 56
Thank you. When would this access be set up so we can use it

[2021-08-02 10:12:41] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We can have this done tomorrow. 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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