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Date/Time: Tue, 14 May 2024 19:15:33 +0000



Can't get historical data (enough of it) to display on CQG

View Count: 615

[2021-07-01 00:16:33]
typemike1 - Posts: 4
Hi,

Details below:
Broker: AMP
Market Data, CME Bundle from CQG
Sierra Chart Package 5 (Non Broker)

By connecting to data feed CQG WebAPI Trading, I'm able to get real time tick data. However, I'm not getting enough historical data through it for my VP and HTF Charts etc.
I apologise in advance, I have been through a lot of the forum and FAQ but i still don't fully undertand. I'm guessing I have to get the Denali Feed on Package 11 to make everything work?

I will probably get Eurex and HKFE data feed through CQG soon. If this requires a different solution, hope you can advise further.

Thanks!
[2021-07-01 14:44:13]
John - SC Support - Posts: 31608
The issue you are having is related to the data available from CQG. In order to have access to data going back many years (let alone last contract) then you will need to use the Sierra Chart data feeds. In particular, the Denali Exchange Data Feed for CME and EUREX and the Sierra Chart Exchange Data Feed for HKFE. Refer to the information starting here:
Real-Time Exchange Data Feeds Available From Sierra Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-07-01 14:58:47]
typemike1 - Posts: 4
Thanks for your reply. Just to confirm I understand correctly, assuming I would like CME bundle plus EUREX live tick datafeed (plus the charts would show historical data with no issues) .

1) Get package 11 of sierra chart (includes the $10 denali feed fee)
2) Get CME $31.20 + Eurex $25 from Sierra Charts
3) Stop paying for CQG datafeed from broker AMP, but only use CQG order routing.

Thank you
[2021-07-06 16:33:29]
Sierra Chart Engineering - Posts: 104368
This is all correct. And it is a requirement to use EUREX data from the Denali Exchange 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

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