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Date/Time: Thu, 25 Apr 2024 20:17:50 +0000



CQG / FCE Issues

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[2014-05-26 17:42:36]
Thib - Posts: 54
Hi,

I'm trying to change feed, from TT to CQG to trade FCE and I have some issues :

1) I can't place orders. There are rejected :

Trade Activity Log file read result: 1887 records inserted. 0 records filtered. | 2014-05-26 11:59:39
Trade Activity Log file date-time limits: Sim record date-time limit is 2014-05-21 00:00:00. Non-sim record date-time limit is 2014-05-06 00:00:00. Non-sim fill record date-time limit is 2014-03-27 00:00:00. | 2014-05-26 11:59:39
Trade Order Error - CQG order update (Rejected). Info: Cannot route the order at this time. Internal Order ID: 30208. Service Order ID: 422380431. Symbol: F.US.PILM14 | 2014-05-26 17:11:33

2) Time and Sales window displays false time in "Time" column. In the file attached on the left there is OEC T&S and on the right there is CQG T&S. With CQG feed, time assigned to new orders in "Time" column is often equal to : next time order + 0.001. Example 18:01:09.050 then 051 then 052 then 053 then 054……..073.

3)Probably because of the issue 2), time scale of intraday chart is false (see file attached below)


http://www.sierrachart.com/image.php?l=1401122448330.png





imageT&S.JPG / V - Attached On 2014-05-26 17:42:26 UTC - Size: 182.7 KB - 387 views
[2014-05-26 19:32:08]
Sierra Chart Engineering - Posts: 104368


1. You will need to contact your broker about this and they need to contact CQG about it.

2, 3. For this clearly there is a time stamping issue for this market from CQG. We are going to be adding "Timestamp Using Local Computer Clock" which you can enable to bypass the CQG time.
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: 2014-05-27 05:40:34
[2014-05-27 13:33:42]
Thib - Posts: 54
Hello SC,

CQG tell me they have been working with you and you have some answers for me. Do you know about that ?
Thanks
[2014-05-28 08:42:29]
Sierra Chart Engineering - Posts: 104368
Our recommendation for the time being is to wait for the new Sierra Chart release which should be out this evening, which will have an option to timestamp using the local computer clock.

It will be a while before we can get the information CQG is requesting. Seems like they should be able to detect this problem on their side.


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: 2014-05-28 08:43:08

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