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Direct MessagesDate/Time: Fri, 26 Apr 2024 06:33:41 +0000
Getting started with real time data and order routing CQG
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| [2022-04-01 19:03:05] |
| User600202 - Posts: 37 |
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I am trying to setup SC with CQG data feed and order routing. I have been given login credentials by my FCM/Broker but I do not know how to activate this CQG service (where to insert the credentials), etc. I am right now using SC with a simulated mode and data source: SC Data ALL Services. One key point: I have configured SC, including chartbooks and spreadsheets with formulas and I do NOT want to lose that by switching data service/feed, etc. Also--one point I am not clear on, does the CQG data and order routing provide both real time and historical data? I have just read now your sticky thread on CQG "Sierra Chart Does Not Recommend CQG (Various Reasons)". If you still feel that way; please suggest a data/feed service AND order routing service (I don't know if these are bundled) which will be robust and high quality AND be acceptable to my FCM if you can. My FCM is telling me that TT can be used instead of CQG but SC seems to also not feel satisfied with TT and states: "The Sierra Chart TT (Trading Technologies) based Order Routing Service is no longer being offered to new users. All users of this older service, and new users must use the Teton Order Routing Service which does not involve TT, and instead directly routes orders to the CME and other exchanges." So i am basically going in circles here and am confused. Markets i trade: CME Group, ICE US, Eurex. for these I need both historical and real time data plus order routing. Thanks. Date Time Of Last Edit: 2022-04-06 12:35:02
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| [2022-04-01 19:54:44] |
| John - SC Support - Posts: 31131 |
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First, to make the connection between your Sierra Chart and CQG, follow the instructions at this link: CQG Trading Platform Service: Setup Instructions In terms of available data from CQG, refer to the information in the second bullet point here: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2351 You can not use TT with Sierra Chart. We do not have support for them directly and we are no longer adding people to our Sierra Chart Order Routing Service. Rather, we have our new Teton Order Routing service that uses a direct connection to the CME Group. Since you are stating that you are trading EUREX and ICE, then you would need to stay with CQG for now. We are adding support for EUREX to our Teton Order Routing, but we will probably not do ICE, at least not any time soon. One final note - you can use our Denali Exchange Data Feed for CME Group and EUREX data with your CQG trading account. You will then have access to 1 tick historical data going back approximately 10 years. If you are interested in this, then refer to the information here: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-01 22:39:39] |
| User600202 - Posts: 37 |
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John, Thanks for your feedback. I was able to enable the CQG account using the first link you indicated. For the Historical Data, it seems that CQG will not work for me since, AT BEST, it would give 5 days only? So I have (I think, perhaps you could look at my account) switched service package to #10 at $36 per month which should include the Denali data feed. Some questions: a) How do I enable Denali, is this automatic, no modifications to be made? I am still seeing the CQG symbols.... b) How do I NOT get charged TWICE, once by CQG (via my FCM) and once by SC/Denali? c) What about if I want ICE? I do not see that available with Denali. The above changes I made (upgrading my account to package #10 with Denali feed) means that CQG is used ONLY for order routing, correct? Setting this whole thing up for a new user is really confusing and frustrating. Date Time Of Last Edit: 2022-04-01 22:49:23
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| [2022-04-01 22:47:57] |
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2 questions: How do I enable Denali and how do I NOT get charged TWICE, once by CQG (via my FCM) and once by SC/Denali? Yes this is correct: The above means that CQG is used ONLY for order routing, correct? However, you still need to pay for ICE US through CQG. And ICE historical data through CQG and that is fully supported for ICE. 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: 2022-04-01 22:48:17
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| [2022-04-02 21:41:11] |
| User600202 - Posts: 37 |
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Can you please remember to answer the modified questions in my last post? a) How do I enable Denali, is this automatic, no modifications to be made? I am still seeing the CQG symbols...is this normal? Edit: this seems to have been enabled automatically? b) Can I mix and match delayed with real time? For example, I used the see the Euro Bund on Eurex both daily and intraday on a delayed basis. Now that I have switched to Denali, I no longer see ANY delayed data for the Euro Bund. I have not enabled Eurex yet but I believe I should still be able to get delayed data from them? c) What about ICE data? Should I not be able to see DELAYED data for ICE even if I have not yet signed up for ICE exchange Real Time? b) and c) -> When using SC with the standard package $26 a month (service package #3) and no real time data, I was able to get all of the DELAYED data for all markets-- so LOSING that by paying the extra $10 ($36 per month for service package #10) makes NO sense. I need to be able to to see Real Time data for the markets I pay for (CME Bundle) but ALSO see DELAYED data for ICE and Eurex (including intraday data which I was seeing with package #3.) Otherwise, this is a huge regression in available data, at a HIGHER price. It does not seem logical. Please advise. Date Time Of Last Edit: 2022-04-04 13:16:34
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| [2022-04-04 16:01:24] |
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You have the Denali data feed active. Nothing more you need to do. I am still seeing the CQG symbols...is this normal?
This is explained in detail here:Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services Can I mix and match delayed with real time? For example, I used the see the Euro Bund on Eurex both daily and intraday on a delayed basis. Now that I have switched to Denali, I no longer see ANY delayed data for the Euro Bund. I have not enabled Eurex yet but I believe I should still be able to get delayed data from them?
b) and c) -> When using SC with the standard package $26 a month (service package #3) and no real time data, I was able to get all of the DELAYED data for all markets-- so LOSING that by paying the extra $10 ($36 per month for service package #10) makes NO sense.
For an understanding of this, refer to:Delayed Exchange Data Feed: Using Delayed Exchange Data Feed with External Trading Services c) What about ICE data? Should I not be able to see DELAYED data for ICE even if I have not yet signed up for ICE exchange Real Time?
Sierra Chart does not provide delayed ICE data. If it is provided by CQG, then Sierra Chart will automatically use that when Sierra Chart is connected to your CQG account.
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: 2022-04-04 16:01:53
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| [2022-04-04 19:51:54] |
| User600202 - Posts: 37 |
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Thanks for your feedback, most appreciated. Sierra Chart does not provide delayed ICE data. If it is provided by CQG, then Sierra Chart will automatically use that when Sierra Chart is connected to your CQG account.
Following your advice, I have requested of CQG to enable delayed ICE US + ICE EU data -- including intraday. I have called them to confirm it is indeed enabled. Yet, I am NOT seeing any intraday delayed data in SC on Softs at ICE US, Cocoa, Coffee, etc. SC says file is empty: "F.US.KCEN22 60 Min #7 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.KCEN22.scid | 2022-04-04 15:45:33.588" SC is connected to CGQ WebAPI and I have package #10 (with Denali data.) How do I resolve this? Is the problem that I am connected to Denali Data and to use CQG data I would need to us another instance of SC, running parallel? |
| [2022-04-04 21:35:09] |
| John - SC Support - Posts: 31131 |
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Is the problem that I am connected to Denali Data and to use CQG data I would need to us another instance of SC, running parallel?
No, you do not need to do this. If you are not getting the data from us, then the system looks to your selected trading service to get the data - in this case CQG. Did your broker verify that you are setup to get the ICE data? If so, then we would need to see your Message Log by following these instructions for one of the ICE symbols: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-04 22:29:54] |
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We know of probably hundreds of instances where we have been told this, and it is just not true! The CQG Delayed Data for ICE is indeed enabled. Both broker and CGQ confirm.
You cannot trust what they tell you. They simply do not understand their own systems. The data is just not being allowed from CQG: HD Request # 81 | Error downloading historical Intraday data for F.US.SBEN22. Historical request of the given type is not allowed. Result=103. Num Quotes=0 | 2022-04-04 17:51:18.625
We are declining further support regarding this. This is not something within our control. This is completely out of our control and we will not help with it further. This data is coming from Sierra Chart. Not CQG: Again, I am getting daily delayed data for ICE
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: 2022-04-04 22:32:56
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| [2022-04-04 22:37:02] |
| User600202 - Posts: 37 |
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I'm trying to get setup to trade here so let's take the emotions out of it and stick to information and facts please, the rest is not helpful. I don't have a problem with the fact you are saying that the issue is CQG's; and I don't have a problem calling them and telling them that they need to re-enable, triple check it, etc. So basically, according to you, I should call CQG and have them re-enable and triple check it because the problem is on their end. Based on your experience, is there ANYTHING specific they need to check to make sure it's enabled? Some error code, API issue, etc.? |
| [2022-04-04 22:50:29] |
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I'm trying to get setup to trade here so let's take the emotions out of it and stick to information and facts please, the rest is not helpful. We are firm and we are clear because we do not want to be questioned with this over and over again which we have experience from with users. We make no apologies. Understand our perspective. We have to be abundantly clear and firm and bring this matter to a close. We are actually being too polite.We could even be much more forceful here. And be grateful we are not. Much much more forceful. We have no idea that the answers to your questions other than to tell you, you are going to get very frustrated over this. And probably not get what you want. 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: 2022-04-04 22:52:50
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| [2022-04-04 23:07:19] |
| User600202 - Posts: 37 |
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I don't know exactly what you imply by "more forceful" and honestly, I don't care for such comments, I am a paid customer. There seems to be some strong conflict between CQG and SC and I need to stay out of it. I'm just trying to get setup to trade using SC, as a customer of yours. Thankfully, the issue is now RESOLVED. Let me explain, perhaps at some point it may be helpful to other customers: I called CQG and they said that the BROKER did not enable "Historical Market Data" for CQG. Apparently, that is a separate enablement from exchange data such as ICE. I have now requested the broker to enable it. They have done so and it is now working. So in spite of the friction and difficulties, your feedback was helpful in resolving this issue. Thanks for your patience. |
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