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Date/Time: Mon, 25 Nov 2024 00:25:33 +0000



CQG datafeed

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[2013-06-07 07:29:05]
A.J. - Posts: 20
Dear Sirs,

because of several connection issues (which has cost me a lot), my broker is not offering the EUREX any longer with the TT datafeed but just with CQG datafeed.

Is it possible to use your great(!!!) software with this datafeed as well? And if yes, what do I have to do?

Thank you for your time and support!

Have a nice day and best regards,
Alexander


[2013-06-07 12:51:08]
ganz - Posts: 1048
User30940

hi

please have a look at

http://www.sierrachart.com/index.php?l=doc/helpdetails76.html

http://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php

so we are waiting for GSP-Rithmic Bridge as the open source project and this will make it possible to add any third-party bridges as CQG and so on, imho

gd lck
[2013-06-07 14:30:21]
A.J. - Posts: 20
Thank you very much for the information! I will keep this in mind. Have a nice weekend!
[2013-06-07 15:23:57]
Sawtooth - Posts: 4120
deepdiscounttrading.com is not dropping EUREX from its TT feed.

Velocity Futures, and their introducing brokers, have discontinued offering EUREX because of their clearing firm.
[2013-06-07 21:00:15]
Sierra Chart Engineering - Posts: 104368
Sierra Chart does not support CQG. However there are many supported Data and Trading services that support the EUREX. Refer to this page:
https://www.sierrachart.com/index.php?l=doc/data.php

Contact the different services to see which ones support EUREX and you would like to use.
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
[2013-11-23 13:13:49]
ganz - Posts: 1048
SC Support

http://s16.postimg.org/bembyxj79/cqg.png

Is this the start for CQG on SierraChart?
Will it be some FIX-based or DTC-based or something else?

ty
[2013-11-23 13:48:09]
Sierra Chart Engineering - Posts: 104368
We are using FIX for CQG orders and the data feed will be our own futures data feed.

We expect it to be ready probably in about one or two weeks.
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
[2013-11-23 23:07:46]
ABTrader - Posts: 32
Finally !

[2013-12-06 14:52:18]
ABTrader - Posts: 32
What about CQG FIX for other exchanges beside CME (Globlex) ?
Will this case SC still works for order routing with CQG FIX while the charts will be using other sources of Market data like IQ Feed or other 3rd party?
[2013-12-06 17:38:58]
Sierra Chart Engineering - Posts: 104368
You will be able to access any market for trading that CQG supports.

For the data feed you can use any data feed including our own:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

It would be highly recommended to use the Sierra Chart futures data feed since it will be seamlessly integrated. And we are going to be adding in more exchanges hopefully by the end of this year.
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
[2013-12-09 13:20:07]
ABTrader - Posts: 32
I hope NYSE EuroNext (FTSE100,CAC40,AEX) is on your list of additional exchanges.

[2013-12-09 16:44:12]
Sierra Chart Engineering - Posts: 104368
Yes. However, exchange fees will be payable for 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
[2013-12-09 22:16:37]
ganz - Posts: 1048
Hello SC Support

will be able to access any market for trading that CQG supports.
Will SC provide Best Bid/Offer quotes using CQG FIX?

Thank you.
Date Time Of Last Edit: 2013-12-10 00:37:04
[2013-12-10 01:22:31]
ABTrader - Posts: 32
My brokers confirm the CQG FIX can be set up to link with other CQG Front end.
Please let me know when this CQG FIX is ready.

However, there is a note from CQG support that

Any customer wishes to develop a FIX solution would also need to go through a conformance test.



I believe this part of the conformance test will be carried out by SC team through their CQG FIX connection test.
https://develop.cqg.com/qd/documents/FIX%20Connect%20Conformance%20Test.pdf


[2013-12-11 09:42:16]
Sierra Chart Engineering - Posts: 104368
CQG FIX should be ready next week.

We will be going through a conformance test with CQG.


Will SC provide Best Bid/Offer quotes using CQG FIX?
FIX provides no market data. Market data will be provided from our own data services. For what exchanges are you interested in?
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
[2013-12-11 10:02:11]
ganz - Posts: 1048
SC Support.

It was not the request but the question.

I've asked the question in order to get a clear view for using our own free to use data source for MoEx/MICEX in conjuction with SC CQG FIX.
The own data source fills *.scid directly.
So it will be uncomfortable w/out bbo data to use it to trade MoEx/MICEX.

Thank you.
[2013-12-11 10:12:47]
Sierra Chart Engineering - Posts: 104368
Does your own source provide best bid/ask data? If so, that can be fed into Sierra Chart using DTC and we can set up the necessary configuration for 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
[2013-12-11 10:24:01]
ganz - Posts: 1048
SC Support.

Does your own source provide best bid/ask data?

No. It doesn't.

Thank you for the kindly suggestion.

With best regards.
[2013-12-11 22:28:21]
Sierra Chart Engineering - Posts: 104368
CQG now offers a Google protocol buffers API for market data. So eventually at some point, we will add support for that.

Although there is sort of like an API involved, it is not something which violates our No API policy because the way that works is very straightforward and simple and the source code is available. It is not like a highly complex blackbox API. It is more something along the lines of a JSON parser.

Still it is necessary for us to provide our own market data because at this time CQG does not provide historical data.
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: 2013-12-11 22:30:45

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