Support Board
Date/Time: Thu, 16 Jan 2025 09:46:06 +0000
[Locked] - New CQG Setup Questions
View Count: 3164
| [2014-11-10 16:14:20] |
| Futures Operator - Posts: 239 |
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1. Instructions show set local time stamp to false in the pictures, any issues using local time stamp if set/synced accurately? 2. A primary reason for switching to CQG was for your advertised Server Side Support with it, but you recently posted you will remove this due to issues. Will this be a permanent change, or can you plan to work the issues out with CQG? As you know, this is a very important risk management feature to your users. Date Time Of Last Edit: 2014-11-10 19:46:59
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| [2014-11-10 16:58:43] |
| Futures Operator - Posts: 239 |
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3. I am not receiving Account Balance info, even on Disconnect/Reconnect, and Refresh Trade Data. Edit: Solved the other questions, still need the above. Date Time Of Last Edit: 2014-11-10 20:41:47
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| [2014-11-10 23:04:33] |
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1. You need to configure the columns for this: https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#CustomizeChartDOMColumns 2. That is for you to determine. 3. Server-side OCO is still supported. Just not server-side bracket orders. 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 |
| [2014-11-11 01:09:41] |
| Futures Operator - Posts: 239 |
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1. With v1205, is it safe to use the server side OCO option with CQG? Another post recommended disabling it. 2. Will you plan to try to restore support for server side bracket orders with CQG in the future? 3. How can I get Account Balance info with CQG working? Date Time Of Last Edit: 2014-11-11 01:10:40
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| [2014-11-11 18:42:23] |
| Futures Operator - Posts: 239 |
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Update to #3, since last night the account balance started showing up again, where it was previously blank. However it did not update in real time while in positions, and even after closing them, and pressing Refresh Trade Data, it has not updated from the original balance. Deep Discount Trading said it should update in real time, and to ask you about this. Also, they said CQG uses a different internal trade account number than my official account number, the CQG internal account number is what is showing up in SC, if that makes any difference. Date Time Of Last Edit: 2014-11-11 18:43:56
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| [2014-11-12 03:35:24] |
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1. Probably. 2. Longer-term yes. 3. We really cannot provide any further help with this. We are fairly certain the issue/limitation is on the CQG 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 |
| [2014-11-12 12:02:47] |
| Futures Operator - Posts: 239 |
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1. This is unclear for your users to make an informed risk management decision on, could you provide the reason you said to disable server side with CQG, and the reason your answer now is probably safe? 2. What is the most stable/correct version of SC to use with CQG to avoid issues? 3. I will contact CQG. Thanks for all your help. Date Time Of Last Edit: 2014-11-12 14:07:31
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| [2014-11-13 03:46:17] |
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1. We only disabled server side bracket orders because the behavior of them on the CQG side is not fully understood and we do not want to take chances at this time with them. Server-side OCO is still supported. However, with the new CQG Web API service, server-side bracket orders are not even supported by CQG. To use server-side OCO orders with CQG, enable Global Settings >> General Trade Settings >> Use Server-Side OCO and Bracket Orders. 2. The latest version of Sierra Chart and make sure that you use the service named "CQG FIX Trading". This is stable. 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: 2014-11-13 03:47:43
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| [2014-11-13 23:58:12] |
| Futures Operator - Posts: 239 |
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I followed the above instructions, CQG FIX on v1211, server side OCO enabled, after filling a target/auto trailing the stop to BE on the remaining, there is a problem with incorrect/additional stop orders being sent. I had to manually cancel the extra stop orders, which then also cancelled my correct stop order, this occurred on every live trade for me today on CQG. I am using the same Trade Configuration File, and did not have this on v1205, or on Rithmic also on v1211. I am going back to v1205 until this is solved to see if that works. The Trade Service Log provides the error below. Let me know what else you need and how to post it privately. There was an error with the order modification: Order Modification Reject. Text: Cannot use compound leg because of concurrent action. Please try again later.Failed to persist order to db, there was attempt to use an inactive order in a compound order. Order Modification failed. Service order ID: 483260139 | 2014-11-13 12:40:41 * Date Time Of Last Edit: 2014-11-14 01:13:18
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| [2014-11-14 18:18:14] |
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We are not sure if 1211 has server side bracket orders disabled with CQG. Certainly version 1212 does. We tested this with version 1212 and cannot duplicate the problem but we were not using server side bracket orders but only server-side OCO. What you describe seems to indicate that there is some confusion with order IDs and you are seeing an additional order because they have different IDs but really there is only one order for every two that you see. Try again with 1212 and see if you notice the problem. We would expect not. This error message is from CQG: Text: Cannot use compound leg because of concurrent action. Please try again later.Failed to persist order to db, there was attempt to use an inactive order in a compound order. Order Modification failed. It seems to indicate what we are describing above.If the problem relates to server-side Bracket orders, this is exactly the reason why we do not want to use them with CQG because of these kinds of unexpected scenarios. 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: 2014-11-14 18:20:04
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| [2014-11-14 19:48:36] |
| Futures Operator - Posts: 239 |
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Also noticed errors on cancelling working orders in 1205, have upgraded to 1212. Hesitant to trade with CQG after these issues. Would humbly request that you clearly indicate somewhere at all times the most stable version and trade setting for each service, for example disabling server side as you recommended in one forum post, as a notice in the platform, until proven stable. And also to test each new revision with trading changes as prerelease for longer to identify issues, until it's recommended as final release for stable live trading. Understand the complexity of developing this at your end, hope you understand the user's perspective as well, on trying each latest final release at the risk of their own funds and trying to diagnose issues while trading live. Thanks again for your support and great platform. Date Time Of Last Edit: 2014-11-14 19:49:46
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| [2014-11-17 11:19:40] |
| Futures Operator - Posts: 239 |
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The order problem is still present in 1212 with CQG FIX with server side OCO: "Order Modification Reject. Text: Cannot use compound leg because of concurrent action. Please try again later.Failed to persist order to db, there was attempt to use an inactive order in a compound order. Order Modification failed. Resetting last modify Price and Quantity due to an apparent failed order modification. Internal order ID: 4981 | 2014-11-17 06:37:28" Upon hitting Refresh Trade Data, the extra order seems to disappear. Is it safe to trade with this issue present in terms of only the correct orders actually being executed? If not, is there an SC version and setting that is trouble free for CQG? Date Time Of Last Edit: 2014-11-18 22:31:50
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| [2014-11-17 19:45:58] |
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Would humbly request that you clearly indicate somewhere at all times the most stable version and trade setting for each service, for example disabling server side as you recommended in one forum post, as a notice in the platform, until proven stable. The answer to this would be the current version of Sierra Chart . The trade settings would not be relevant because they all should work fine. And also to test each new revision with trading changes as prerelease for longer to identify issues, until it's recommended as final release for stable live trading. We do testing. The problems you are encountering we do not notice in testing.In response to post 12, we are not able to duplicate this issue and we are not completely sure what that CQG error message means. It comes from CQG. Seems to be related to server-side OCO and possibly some issue with order ids. Therefore, disable Global Settings >> General Trade Settings >> Use Server-Side OCO and Bracket Orders. Is it safe to trade with this issue present in terms of only the correct orders actually being executed? If not, is there an SC version and setting that is trouble free for CQG? There are not going to be additional orders transmitted to CQG beyond what you submitted. This cannot happen. Other than your report, we are not aware of problems with CQG trading.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: 2014-11-17 19:48:43
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| [2014-11-18 18:17:28] |
| Futures Operator - Posts: 239 |
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There does seem to be an issue with the trade setting, as I'm no longer receiving trade service log errors/seeing order ID handling issues after disabling server side OCO. Hope server side OCO can be fixed to work without issues. I did contact CQG on the server side OCO, server side brackets, and account balance, they claim all should work correctly on their end, and that I need to work with you for support on your platform, and that you can escalate any issues needed to them. Understand you do testing, a longer period of time as prerelease may help users who only want the most stable version after new release issues are ironed out, just a suggestion. Thanks again for your support and great work. Date Time Of Last Edit: 2014-11-18 22:12:31
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| [2014-11-18 22:22:36] |
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We have made a mistake. When using the CQG Web API Service in Sierra Chart, server-side OCO and bracket orders are not supported at all because they are not supported on the CQG side. When using the CQG FIX Trading Service in Sierra Chart, then newer versions only use server-side OCO when General Trade Settings >> Use Server-Side OCO and Bracket Orders is enabled. 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: 2014-11-18 22:23:01
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| [2014-11-18 22:34:38] |
| Futures Operator - Posts: 239 |
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Thank you for clarifying this. Just to be clear on my end also, the error with Server Side OCO enabled in post 12 on v1212 was using the CQG FIX Trading service.
Date Time Of Last Edit: 2014-11-18 22:35:08
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| [2014-11-18 22:56:29] |
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OK this make sense. This only proves that the server-side OCO functionality can have problems on the CQG 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 |
| [2014-11-19 06:54:02] |
| Futures Operator - Posts: 239 |
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1. Seems safer to avoid server side OCO on CQG for the time being then. 2. After 00:00 (-5 EST NY timezone), the Trade Stats for Charts tab is showing blank for open positions held overnight, was working correctly prior to this time. Filters at top of Trade Activity Log all set correctly, and positions still visible on charts, trade windows, and Orders and Positions window. This is the case on both v1212 and v1213, and after Refreshing Trade Data. EDIT: Additional info, after closing one contract, the remaining portion of one position showed up, after closing that, it is blank again including Closed P/L. The other position on which no trades were executed today still does not show. 3. The Balance tab on CQG account Orders and Positions also seems to show a balance after 18:00, then also goes blank after 00:00, unsure if related. Date Time Of Last Edit: 2014-11-19 08:17:57
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| [2014-11-19 08:23:50] |
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2. For the charts which are displaying data on the Trade Stats for Charts tab, uncheck Chart >> Chart Settings >> Advanced Settings >>Load Order Fills for Current Day Only. 3. This is unrelated and it is not something we have much ability to help with. You need to understand, we can waste a massive amount of time chasing after all kinds of problems that are not within our control. It is the responsibility of Data and Trading service providers to provide reliable, well-documented and simple services and also are not unduly complicated for client-side programs to use. They should work properly. 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: 2014-11-19 08:24:50
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| [2014-11-19 10:50:28] |
| Futures Operator - Posts: 239 |
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Per instructions for most stable version/latest fixes, updated to v1213, CQG FIX, server side oco disabled. There is a new trading error, this caused cancellation of a limit and stop for a portion of a position, leaving it exposed without risk management. "There was an error with the order modification: Order Modification Reject. Text: Order Action rate exceeded. Order Modification failed. Please call CQG. Service order ID: 485352561 | 2014-11-19 04:51:41 * Resetting last modify Price and Quantity due to an apparent failed order modification. Internal order ID: 5294 | 2014-11-19 04:52:30filled or canceled. Internal order ID: 5295 | 2014-11-19 05:00:30 *" Remaining side of bracket order has been canceled due to sibling either having been filled or canceled. Internal order ID: 5295 | 2014-11-19 05:00:30 *" EDIT: Went back to v1212 and no issues with trading today, though seem to have missing/unmatched order fills for some prior trades now. I understand, and agree with you, I hope you also understand how frustrating this is as a trader. FCM says problem not on our end contact SC, SC says problem not on our end it's CQG, CQG says problem not on our end contact SC, trader is stuck in the middle, so how do we fix the problems? I just want to be able to trade without problems, and will do whatever you suggest is best to be able to do that, as I cannot afford this time wasted either. Thanks again for your help. Date Time Of Last Edit: 2014-11-19 18:56:08
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| [2014-11-19 20:29:06] |
| ronghuax - Posts: 12 |
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I sympathize with you about stuck in the middle as a trader. This is what I do: use SC for charting, CQG trader (or CQG IC, CQG Qtrader) for all order entry/trade management. These native front ends are far more stable. Plus, server side OCO/bracket orders are built in.
Date Time Of Last Edit: 2014-11-19 20:32:40
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| [2014-11-21 01:35:17] |
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Server-side OCO is supported with many of the trading services we work with, and generally there is little trouble with them. Either they work fine from the start and there are no problems. Or, if there is a little issue we fix it or they fix it on the server side and it is done and over with. "There was an error with the order modification: Order Modification Reject. Text: Order Action rate exceeded. Order Modification failed. Please call CQG. Service order ID: 485352561 | 2014-11-19 04:51:41 * We are contacting CQG about this. Notice how their own message says "Please call CQG". That is direct text from's the CQG server. FCM says problem not on our end contact SC, SC says problem not on our end it's CQG, CQG says problem not on our end contact SC, trader is stuck in the middle, so how do we fix the problems? I just want to be able to trade without problems, and will do whatever you suggest is best to be able to do that, as I cannot afford this time wasted either. Thanks again for your help. We understand and do not disagree with what you are saying and we will follow up with CQG on this.It is not good there are a lot of these trading issues with CQG. We wonder why CQG is so well-regarded. We even discovered a bug with their implementation of bracket orders with there FIX protocol that they needed to fix. And they do not support this functionality all with their web API interface. This only underscores the need for a common communication protocol in this industry and this is what we are working to establish: www.dtcprotocol.org 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 |
| [2014-11-21 01:55:10] |
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We need to have a better understanding of this: There is a new trading error, this caused cancellation of a limit and stop for a portion of a position, leaving it exposed without risk management.
"There was an error with the order modification: Order Modification Reject. Text: Order Action rate exceeded. Order Modification failed. Please call CQG. Service order ID: 485352561 | 2014-11-19 04:51:41 * Provide us the Trade Activity Log showing this particular order and all of the other related orders: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport An order modification rejection should not be resulting in the cancellation of both the limit and stop order. Also CQG responded with this: The situation is under investigation. In the meantime the client's Order rate has been increased to 20TPS.
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: 2014-12-01 08:59:10
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| [2014-11-21 07:11:33] |
| Futures Operator - Posts: 239 |
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CQG FIX, v1212, server side OCO disabled, log attached. Unsure if related, but today received similar error on Rithmic, though orders seemed to work as intended. Rithmic Trading | Failure with order with Service Order ID: 14871048. The order management system rejected request | 2014-11-20 08:51:50 * There was an error with the order modification: Rithmic Trading order report (Order cancel/replace reject). Info: The order management system rejected request. Service order ID: 14871048 | 2014-11-20 08:51:50 * Rithmic, v1213, log attached. These issues seem possibly related to child orders being sent/modified in quantity on parent fill, due to changes in recent versions, may try going back to v1205. Date Time Of Last Edit: 2014-11-21 07:12:40
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Private File Private File |
| [2014-11-21 21:33:55] |
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We will have a more detailed response by Monday morning. But at this point CQG has increased the allowed order rate for your account. This was the underlying problem. In the case of Rithmic, the reason the order modification was rejected was because it was attempted at the same time that the order filled but before the notice of the fill. 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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