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Date/Time: Thu, 16 Jan 2025 22:08:37 +0000



CQG Connection

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[2017-11-17 17:48:56]
User740496 - Posts: 32
Cannot connect to CQG Fix when I start/open Sierra. Had been working perfectly until today.
I called broker and they said talk to CQG all fine at their end.
I called CQG and they said I needed to talk to Sierra.

Error log message here:
HD Request # 7 | Downloading Historical Daily chart data for F.US.EU6Z17. Starting date: 2017-11-16. Service: cqg | 2017-11-17 12:43:21
HD Request # 7 | Requesting historical Daily data for E6Z17 starting at 2017-11-15 | 2017-11-17 12:43:21
CQG FIX Trading | Market data logon unsuccessful. Server message: Trader is not enabled to use SierraChartData. Please contact your FCM. | 2017-11-17 12:43:21 *
CQG FIX: DisconnectFIX called. | 2017-11-17 12:43:21
CQG FIX: Sending a Logout message. | 2017-11-17 12:43:21
CQG WebSocket socket (8) | Adding bytes from final send buffer from buffered socket: 8 | 2017-11-17 12:43:21
CQG WebSocket socket (8) | Initiating close of socket by core. | 2017-11-17 12:43:21
CQG WebSocket | WebSocket closed. | 2017-11-17 12:43:21
CQG FIX Trading | WebSocket closed. | 2017-11-17 12:43:21
CQG WebSocket socket (8) | Sending bytes from final send buffer: 8 | 2017-11-17 12:43:21
CQG WebSocket socket (8) | Write in progress. Shutdown being delayed. | 2017-11-17 12:43:21
CQG FIX Trading | Disconnected. | 2017-11-17 12:43:21
F.US.GCEZ17 [C] Weekly #5 | Reloading chart. | 2017-11-17 12:43:22
CQG WebSocket socket (8) | Write has completed. Shutdown being performed. | 2017-11-17 12:43:22
CQG WebSocket socket (8) | Shutdown started. Waiting for graceful close. | 2017-11-17 12:43:22
CQG WebSocket socket (8) | Socket gracefully closed by remote side. | 2017-11-17 12:43:22
CQG WebSocket socket (8) | Closed. | 2017-11-17 12:43:22
HD Request # 7 | Receiving historical Daily data for F.US.EU6Z17 starting at 2017-11-16 | 2017-11-17 12:43:22
HD Request # 7 | Writing historical Daily data to the file F.US.EU6Z17.dly | 2017-11-17 12:43:22
HD Request # 7 | Received 3 records from 2017-11-16 00:00:00 to 2017-11-17 00:00:00 (2.0 days) and wrote 2 records for F.US.EU6Z17 | 2017-11-17 12:43:22
HD Request # 7 | Daily download COMPLETE for F.US.EU6Z17. Completion time: 1s. Unique request ID: 23 | 2017-11-17 12:43:22
Removed historical data download ID 23 | 2017-11-17 12:43:22

Removed historical data download ID 23 | 2017-11-17 12:43:22
CQG FIX: Received a Logout message. Text = NormalLogoutInitiatedByCounterparty | 2017-11-17 12:43:22
CQG FIX socket (6) | Initiating close of socket by core. | 2017-11-17 12:43:22
CQG FIX: Disconnected. | 2017-11-17 12:43:22
CQG FIX socket (6) | Shutdown started. Waiting for graceful close. | 2017-11-17 12:43:22
F.US.EU6Z17 [C] Weekly #5 | Reloading chart. | 2017-11-17 12:43:22
CQG FIX socket (6) | Socket gracefully closed by remote side. | 2017-11-17 12:43:22
CQG FIX socket (6) | Closed. | 2017-11-17 12:43:22
[2017-11-17 19:10:02]
Sierra Chart Engineering - Posts: 104368
This really is beyond belief, that these are the responses you are getting from your broker and CQG.

This is the relevant message:
CQG FIX Trading | Market data logon unsuccessful. Server message: Trader is not enabled to use SierraChartData. Please contact your FCM. | 2017-11-17 12:43:21 *

Refer to this section here about this:
https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#CommonErrorMessage_TraderIsNotEnabledToUseSierraChartData (#5)
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: 2017-11-17 19:24:26
[2017-11-18 11:31:09]
User740496 - Posts: 32
Finally resolved. Cause was the lack of understanding/confusion on CQG connections, as there is no simple guide/explanation when I contacted various parties.
For benefit of other users, my understanding is now as follows:

CQG Fix Connection - recommended on Sierra forum over WebAPI in many posts, but this is comparing apples and oranges. They are not the same at all.
CQG Fix is for trade orders/routeing and supports server-side bracket orders, however there is no market data for charting purposes. Market Data needs to come from another source.
CQG WebAPI provides all market data for charting, and does allow trade orders/routeing but does not support server-side bracket orders.

My problem was caused when I cancelled WebAPI, because I thought I only needed a CQG Fix connection to use Sierra with my broker (i.e. I did not need both and Fix was preferred option).
I promptly lost all real-time market data/charting even though I actually had a working CQG Fix connection and CQG/broker were saying there were no connection issues at their end.

Have now had to enable both CQG connections - Fix to use server-side bracket orders/trading and WebAPI in order to get real-time market data. Not what I was originally expecting (which was to use one or the other).

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