Support Board
Date/Time: Tue, 25 Feb 2025 11:06:50 +0000
Missing intraday data US futures CQG
View Count: 850
| [2021-04-09 07:44:08] |
| User67732 - Posts: 11 |
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I am using CQG and since April 8th AM have not been able to download CME futures intraday overnight data. This is happening for all US futures. Live data is however working but I have missing data for the periods that SC has been shutdown. If I try to delete and download data then I get a message in the log eg: HD Request # 63 | Error downloading historical Intraday data for F.US.EPM21. Data for instrument F.US.EP (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2021-04-09 08:25:47.567 A similar message is displayed on screen in a red box. I've updated to the latest version 2247 but this is still happening. I am assuming this is not an authorization problem since I am receiving real time data and can make trades and have had no problems with CQG for the last 5 or 6 years. However my charts now have large gaps for the periods that I have not been running Sierra Charts. Please advise. |
| [2021-04-09 11:53:04] |
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You will need to use the Denali Exchange Data Feed for data. . I am assuming this is not an authorization problem
It actually is.----- We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG Also refer to this post for steps that you need to do now: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144 The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* Let us know if you need help with the set up and we will help you through all of the steps. In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required. For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided. Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time 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: 2021-04-09 11:54:08
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| [2021-04-09 12:37:05] |
| Kwill721 - Posts: 24 |
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I just started experiencing the same problem. Seemed strange to me that it suddenly started happening the day after I renewed my SC subscription. If this is a permanent thing now with CQG, then you might as well stop listing them as a compatible service. Basically, I can no longer reliably use the CQG feed to chart with SC. Two days ago it was fine, now suddenly it isn't. |
| [2021-04-09 13:18:46] |
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We have a solution to the problem. That is to use the Denali Exchange Data Feed for data. It only will cost no more than 10 USD a-month more, before discount. This month the exchange fee will be free, and then you cancel the exchange fees through your broker. Full documentation is here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* We can help you through the set up. Just let us know. We can get this working for you now. First step is to complete the agreements: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements Let us know when that is done. Then we need to change your Service Package to 11 and activate the exchange. Do you require market depth data, and what symbols do you need data for? 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: 2021-04-09 13:19:07
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