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Date/Time: Tue, 28 May 2024 05:25:22 +0000



CQG trade problem

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[2014-08-06 01:31:19]
cmb999 - Posts: 211
Hello, I place an order for Jun 2015 (GE) Eurodollar. Order status green on chart. label says, 'Order Sent'. I try to cancel it, log says, 'There was an error with the order cancellation: Unable to cancel order without a Service Order ID. Internal Order ID: 17354. Internal order ID: 17354 | 2014-08-05 21:23:16'

[2014-08-06 02:47:18]
Sierra Chart Engineering - Posts: 104368
Immediately contact your broker about the status of this order.

What this indicates is there was no response from the CQG system to that order.



Reconnect by selecting File >> Disconnect and File >> Connect to Data Feed and select Trade >>Refresh Trade Data From Service.
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: 2014-08-06 07:13:32
[2014-08-06 04:49:47]
cmb999 - Posts: 211
Refresh Trade Data works . .

I think some problem with Eurodollar trades. Amp looking into it.
Date Time Of Last Edit: 2014-08-06 05:45:35
[2014-08-07 18:31:22]
cmb999 - Posts: 211
Hello, it appears the symbol that you link to CQG with, F.US.GEEU14, is not a tradeable symbol. I tried looking it up in http://www.cqg.com/docs/symbols.pdf, but there seem too many eurodollar symbols . .


Date Time Of Last Edit: 2014-08-07 18:31:50
[2014-08-08 02:34:57]
Sierra Chart Engineering - Posts: 104368
We have corrected the Eurodollar CME symbol. The new symbol is:
F.US.GE5?##

Restart Sierra Chart to get the new symbol and settings. You will find it in File >> Find Symbol.
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
[2014-08-08 03:35:26]
cmb999 - Posts: 211
hmm . . i checked with AMP trading desk, and they replied EDAU4 for front month . . ?
Date Time Of Last Edit: 2014-08-08 03:35:48
[2014-08-08 07:30:46]
Sierra Chart Engineering - Posts: 104368
So there is no misunderstanding is this what you want to trade:
http://www.cmegroup.com/trading/interest-rates/stir/euribor_contract_specifications.html

CQG lists this as:
EDA Eurodollar 3-Month LIBOR Futures
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
[2014-08-08 12:07:45]
cmb999 - Posts: 211
Excellent question. I didn't know Eurodollar had so many symbols. Normally, I go to contract specs: http://www.cmegroup.com/trading/interest-rates/stir/eurodollar_contract_specifications.html and look up the Globex symbol (GE). Would like to trade outlying months such as Jun 2015. It appears this CME doc is listing EDA, http://www.cmegroup.com/trading/interest-rates/files/IR-309_ContractsVendorCodes_web.pdf
Date Time Of Last Edit: 2014-08-08 12:08:35
[2014-08-11 05:45:56]
Sierra Chart Engineering - Posts: 104368
We are not sure about the symbols. At this point we have to ask CQG about this.


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
[2014-08-11 05:58:16]
Sierra Chart Engineering - Posts: 104368
Until we hear from CQG, manually type in whatever symbol that you need through File >> Find Symbol >> Selected Symbol and look at the pricing that you get and compare it to the CME quotes for the Eurodollar and see if you can infer what market it is.

You will not get historical pricing until we set this up, but at least you will get current quotes.


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
[2014-08-11 18:13:15]
Sierra Chart Engineering - Posts: 104368
We have checked with CQG and the correct symbol is EDA for the Eurodollar that you want.

This has been added. Restart Sierra Chart and you will find it in File >> Find Symbol.
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
[2014-08-13 22:01:59]
cmb999 - Posts: 211
Ok, thanks. Speaking of history . . Seems like Sep. 2016 is the last contract with chart history. Eurodollar typically trades up to 20 quarters forward . .
Date Time Of Last Edit: 2014-08-13 22:02:26
[2014-08-13 22:04:47]
Sierra Chart Engineering - Posts: 104368
How far forward do you need?

We can add more history if needed.
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
[2014-08-13 23:14:34]
cmb999 - Posts: 211
The contract specs say 10 yrs, but I think five years or 20 qtrs or so, would be sufficient ? . . thanx.
[2014-08-14 02:17:44]
Sierra Chart Engineering - Posts: 104368
We can start maintaining history for Eurodollar contracts for the fourth and fifth years out as of today, but we cannot provide any history before that.
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
[2014-08-19 17:03:33]
cmb999 - Posts: 211
great. can you add Fed Funds future ? ZQE symbol on CQG . . thanx
Date Time Of Last Edit: 2014-08-19 17:03:51
[2014-08-20 17:54:50]
Sierra Chart Engineering - Posts: 104368
We are adding this symbol 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
[2014-08-25 02:52:24]
cmb999 - Posts: 211
currently not receiving updates for any Eurodollar past Z 18,
Date Time Of Last Edit: 2014-08-25 03:01:32
[2014-08-25 03:14:28]
ganz - Posts: 1048
cmb999

https://twitter.com/CMEGroup
[2014-08-25 09:15:55]
cmb999 - Posts: 211
hi, should have specified this was ocurring last week as well
[2014-08-25 17:12:21]
Sierra Chart Engineering - Posts: 104368
Is this with CQG?:
currently not receiving updates for any Eurodollar past Z 18,

If so, you will need to contact your broker or CQG about this.

Or you may need to use a different symbol.
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
[2014-08-25 17:22:30]
cmb999 - Posts: 211
its unclear to me who provides real-time. I have 'Allow support for Sierra Chart Datafeeds' checked, and am subscribed. However, it is possible real-time updates are coming from CQG.
[2014-08-28 04:25:42]
cmb999 - Posts: 211
I haven't heard back from Amp concerning real-time updates. However, isn't it odd that the last contract that displays real-time updates is the last contract you previously had listed for GE (Eurodollar), namely Sep. 2016. The newest ones you added are not updating . .


[2014-08-28 06:28:05]
Sierra Chart Engineering - Posts: 104368
We did not realize at post 18, that you are using the Sierra Chart Real-time and Historical Exchange Data feed and have activated the CME exchange.

In this case, the data does come from our system. We are going to do an update now on one of the systems to provide futures contract data 6 years forward.

The other systems will be updated over the weekend.

The reason that we put limitations on the number of years forward that we maintain and serve data for, is to improve performance of the system. However, there is ample capacity to handle it so we do not expect a problem.
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: 2014-08-28 06:29:39
[2014-08-28 06:47:15]
Sierra Chart Engineering - Posts: 104368
The update has been performed, however furthest forward futures contract we see for GE is September 2018.

This is the furthest forward we can get for GE on the CME multicast 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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