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Date/Time: Sat, 27 Apr 2024 03:20:42 +0000



Velocity to Advantage data not in real time

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[2014-04-17 18:12:46]
user62752467 - Posts: 10
I have successfully followed the instructions for the change from TT to CQG all the way to trying to open a Russell 6/14 chart. The chart with (CQG new symbol) F.US.TFEM14 shows today's intra-day tick data but only up to 13:43:41 and it is not active. The CQG rep. told me that I would need to contact Sierra to resolve this.
Thank you,
A. Baker
[2014-04-17 18:35:02]
Sierra Chart Engineering - Posts: 104368
You really need to ask your broker about this. We suspect you have to pay the ICE exchange fee for this.

To confirm this, we need to see the Message Log:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
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
[2014-04-17 19:05:26]
user62752467 - Posts: 10
Software version: 1115 | 2014-04-17 14:53:34
Enabled for: Sierra Chart Historical Data Service. | 2014-04-17 14:53:34
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-04-17 14:53:34
Active service: CQG Trading | 2014-04-17 14:53:34
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-04-17 14:53:34
2014-04-17 14:53:34 Local computer clock time | 2014-04-17 14:53:34
2014-04-17 18:53:34 GMT time | 2014-04-17 14:53:34
2014-04-17 14:53:34 Time zone adjusted time | 2014-04-17 14:53:34
Time difference to server time: 0 seconds. | 2014-04-17 14:53:34
Program path: C:\SierraChart\ | 2014-04-17 14:53:34
Data Files path: C:\SierraChart\Data\ | 2014-04-17 14:53:34
OS Version Number: 5.1 | 2014-04-17 14:53:34

Checking for new symbol settings for cqg | 2014-04-17 14:53:34
Symbol settings are up-to-date for cqg | 2014-04-17 14:53:34

CQG FIX Trading: Connecting to fixapi.cqgtrader.com. Port: 6912. | 2014-04-17 14:53:39
Resolved address fixapi.cqgtrader.com to IP 208.48.16.214 | 2014-04-17 14:53:39
The network socket is connected. | 2014-04-17 14:53:39
CQG FIX Trading: Sending the Logon message. | 2014-04-17 14:53:39
CQG Trading: Connected. | 2014-04-17 14:53:39
CQG Trading - Starting real-time market data updates for: R2000 Ind Mini-Jun14-ICE_IPE | 2014-04-17 14:53:49
CQG Trading: Subscribing to market data in the service client is not supported. Symbol: R2000 Ind Mini-Jun14-ICE_IPE | 2014-04-17 14:53:49
HD Request # 2 - Downloading Intraday chart data for R2000 Ind Mini-Jun14-ICE_IPE to the file R2000 Ind Mini-Jun14-ICE_IPE.scid. Service: cqg | 2014-04-17 14:53:49
HD Request # 2 - Download start Date-Time: 2014-04-16 17:58:59.0 | 2014-04-17 14:53:49
HD Request # 2 - Using server: ds4.sierracharts.com port 10149 | 2014-04-17 14:53:49
Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2014-04-17 14:53:49
Mapping F.US.TFEM14 to RJM14. Service code: ice.us | 2014-04-17 14:53:49
SC Exchange Data - Starting real-time market data updates for: RJM14 | 2014-04-17 14:53:49
SC Exchange Data: Unable to connect without a username. | 2014-04-17 14:53:49
The network socket is connected. | 2014-04-17 14:53:49
HD Request # 2 - Sending historical data logon request message. | 2014-04-17 14:53:49
Socket has been shutdown and closed. | 2014-04-17 14:53:49
The network socket for historical data has been closed. | 2014-04-17 14:53:49
HD Request # 2 - Error downloading historical Intraday data for R2000 Ind Mini-Jun14-ICE_IPE. Historical data logon error: Invalid/missing data for service code: cqg | 2014-04-17 14:53:49
HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for R2000 Ind Mini-Jun14-ICE_IPE | 2014-04-17 14:53:49
HD Request # 2 - Intraday download COMPLETE for R2000 Ind Mini-Jun14-ICE_IPE | 2014-04-17 14:53:49
Real-time Intraday chart data file updates started for R2000 Ind Mini-Jun14-ICE_IPE | 2014-04-17 14:53:49

HD Request # 3 - Downloading Intraday chart data for F.US.TFEM14 to the file F.US.TFEM14.scid. Service: ice.us | 2014-04-17 14:53:49
HD Request # 3 - Download start Date-Time: 2014-04-17 13:43:55.0 | 2014-04-17 14:53:49
HD Request # 3 - Using server: scdf2.sierracharts.com port 10149 | 2014-04-17 14:53:49
Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2014-04-17 14:53:49
The network socket is connected. | 2014-04-17 14:53:49
HD Request # 3 - Sending historical data logon request message. | 2014-04-17 14:53:49
HD Request # 3 - Requesting Intraday data. Max. days to return: 186. Start Date-Time: 2014-04-17 17:43:55. Record interval: 1 | 2014-04-17 14:53:49
HD Request # 3 - Decompressing data. | 2014-04-17 14:53:49
HD Request # 3 - Receiving Intraday data for F.US.TFEM14 starting at 2014-04-17 13:43:55 | 2014-04-17 14:53:49
HD Request # 3 - Timestamp of first Intraday data file record written: 2014-04-17 13:43:55 | 2014-04-17 14:53:49
Socket has been shutdown and closed. | 2014-04-17 14:53:49
The network socket for historical data has been closed. | 2014-04-17 14:53:49
HD Request # 3 - Received 1215 records from 2014-04-17 13:43:55 to 2014-04-17 14:38:47 (54.9 minutes) and wrote 1215 records for F.US.TFEM14 | 2014-04-17 14:53:49
HD Request # 3 - Intraday download COMPLETE for F.US.TFEM14 | 2014-04-17 14:53:49
Real-time Intraday chart data file updates started for F.US.TFEM14 | 2014-04-17 14:53:49


[2014-04-17 19:12:33]
Sierra Chart Engineering - Posts: 104368
Apparently you did not get the instructions from the broker. Here they are again. The one thing you did not to is update Sierra Chart.


The following are instructions for Velocity Futures customers using Sierra Chart to transition to using Sierra Chart with CQG through Advantage Futures:

1. Update Sierra Chart to the latest version by selecting "Help >> Download Prerelease" on the Sierra Chart menu. Detailed instructions can be found here:

https://www.sierrachart.com/index.php?l=doc/download.php#FastUpdate

After the update, you should be on version 1121 or higher.

2. Select "Global Settings >> Data/Trade Service Settings" on the Sierra Chart menu.

3. In the "Service" list box at the top, select "CQG Trading".

4. In the "Market Data Connection Details" frame, select the api.cqg.com address in the "Server" box.

Enter the Username and Password provided by Advantage for your CQG account, in the corresponding Username and Password boxes in the "Market Data Connection Details" frame.

Refer to the image below for an example.

5. In the "Trade Connection Details" frame, select the fixapi.cqgtrader.com address in the "Server" box.

Enter the Username and Password provided by Advantage for your CQG account, in the corresponding Username and Password boxes in the "Trade Connection Details" frame.

Refer to the image below for an example.



6. Press OK.

7. To connect to the server select "File >> Connect to Data Feed". If there is a connection problem, then verify you have entered your correct Username and Password in the previous steps. Select "File >> Disconnect" to prevent further connection attempts.

8. The symbols are different between TT FIX and CQG. Therefore, you will need to change the symbols of your charts and Trade DOMs to match the CQG symbol format. For example, the equivalent CQG symbol for the TT FIX symbol ES-201406-CME is F.US.EPM14 .

The available symbols can be found in "File >> Find Symbol".

For instructions to change the symbols of your charts and Trade DOMs, refer to:
https://www.sierrachart.com/index.php?l=doc/doc_SwitchingSymbols.html#ChangingChartSymbol

9. If you require help, select "Help >> Support" from within Sierra Chart. There is the Support Board option and also the Account Support Ticket system. Here are direct links to them:

https://www.sierrachart.com/SupportBoard.php

https://www.sierrachart.com/usercp.php?page=SupportTickets

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
imageCQGServiceSettings.png / V - Attached On 2014-04-17 19:12:10 UTC - Size: 27.47 KB - 373 views
[2014-04-17 19:31:59]
user62752467 - Posts: 10
Still no real time data. The 1st thing I did was the prerelease update, but I did it again with a release 1122. The Service, Market Data Connection Details and Trade Connection Details have been rechecked. I am using the current CQG symbol for the Russell F.US.TFEM14 but still no updating real time data with the last 225t bar at 15:04:45... What should I do now?
[2014-04-17 19:34:43]
user62752467 - Posts: 10
I disconnected and re-connected and I am now getting live data...thank you, A. Baker
[2014-04-17 19:36:35]
Sierra Chart Engineering - Posts: 104368
The log you posted was version 1115. That version did not support CQG market data.

Anyway we understand you are getting market data now.
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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