Support Board
Date/Time: Fri, 22 Nov 2024 15:45:39 +0000
[Locked] - Is Sierra not requesting full duration of CQG provided tick data even when available?
View Count: 3684
| [2021-04-25 17:30:24] |
| WheresMoney - Posts: 60 |
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Summary: CQG provides 30 day of tick data on current contracts, but Sierra is requesting and downloading only 5 days Sierra has given us fair notice in Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG and via many other means that if not paying for and using a Sierra data feed "When using CQG data, there will be 5 days of tick by tick data and 1 Minute data for the prior time period and for current contracts only". a) It is fair that Sierra doesn't provide data that isn't there in CQG for no payment b) It is questionable why Sierra would refuse to download CQG even when available from CQG. The sole reason I am guessing is to push users to Sierra's own product. The difference between 5 day and 30 day can mean the difference of not usable vs. usable for many users (it is for me) Now some details: I am AMP customer, using CQG feed. I took the information provided by Sierra on face value, and dutifully signed up for a Sierra a/c that I am paying for (I don't like it but respect Sierra's decision to not provide discounted access through AMP), and Denali feed, and exchange fees that I have to pay for again (I will still keep my CQG/AMP feed and exchange subscription in case I need to bypass Sierra and log into CQG web to close positions in an emergency or just to have mobile access). I keep seeing everywhere that CQG provides 30 day of tick data, contrary to Sierra information of 5 day. So I used a well known competing charting platform that has no historical data, connected to CQG and requested 50 day of tick data on EPM21. As advertised, 30 day worth of tick data appeared in chart. At this point I thought well, Sierra documentation is incorrect. Testing time: I made a backup of my data folder, disabled sierra feed in settings, and requested 50 day of tick data on EPM21. And there was bars on chart! But soon it was clear it was a mix of tick and minute data. True tick data for the last 5 days, and all data before 5 days is minute resolution, with Sierra providing no warning of it being so. This confusing. Why would CQG provide tick data for 30 day to Platform X but not to Sierra? Time for a closer look in the message logs? F.US.EPM21 2500 Trades #2 | Reloading chart. | 2021-04-25 10:35:06.063 F.US.EPM21 2500 Trades #2 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\tools\SierraChart_cqg\Data\F.US.EPM21.scid | 2021-04-25 10:35:06.074 CQG WebAPI | Starting real-time market data updates for: F.US.EPM21. ID: 1 Service code: cqg | 2021-04-25 10:35:06.285 CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 679402 | 2021-04-25 10:35:06.285 CQG WebAPI | Requesting security definition data for: F.US.EPM21. ID: 1 | 2021-04-25 10:35:06.285 CQG WebAPI | Using primary service for historical data for F.US.EPM21 | 2021-04-25 10:35:06.285 Starting DelayedDownloadMonitoringTimer | 2021-04-25 10:35:06.286 Starting HDTimeoutTimer | 2021-04-25 10:35:06.286 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-04-25 10:35:06.286 Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-04-25 10:35:06.286 Triggering next historical data download in queue. | 2021-04-25 10:35:06.286 Delaying start of download for F.US.EPM21 | 2021-04-25 10:35:06.286 CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 679402. Contract ID: 1. | 2021-04-25 10:35:06.304 CQG WebAPI | Requesting market data for F.US.EPM21 | 2021-04-25 10:35:06.305 HD Request # 1 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-04-25 10:35:11.284 HD Request # 1 | Performing multistage download. Downloading Minute data first. | 2021-04-25 10:35:11.284 HD Request # 1 | Download start date-time: 1993-12-08 09:35:11.000000. File last date-time: 00:00:00.000000 | 2021-04-25 10:35:11.284 HD Request # 1 | Disabling Intraday chart updating for symbol. | 2021-04-25 10:35:11.284 HD Request # 1 | Requesting historical Minute data. | 2021-04-25 10:35:11.284 HD Request # 1 | Receiving Intraday data for F.US.EPM21 starting at 2021-01-25 09:35:00.000000 | 2021-04-25 10:35:12.914 HD Request # 1 | Timestamp of first Intraday data file record written: 2021-01-25 09:35:00.000000 | 2021-04-25 10:35:12.927 HD Request # 1 | Received 87055 records from 2021-01-25 09:35:00.000000 to 2021-04-23 15:59:00.000000 (88.2 days) and wrote 87055 records for F.US.EPM21 | 2021-04-25 10:35:12.945 HD Request # 1 | Completion time: 1s | 2021-04-25 10:35:12.946 HD Request # 1 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-04-25 10:35:12.946 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-04-25 10:35:12.946 Triggering next historical data download in queue. | 2021-04-25 10:35:12.946 HD Request # 2 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-04-25 10:35:12.947 HD Request # 2 | Rounding start date-time down to the minute: 1993-12-08 09:35:00.000 | 2021-04-25 10:35:12.949 HD Request # 2 | Download start date-time: 1993-12-08 09:35:00.000000. File last date-time: 00:00:00.000000 | 2021-04-25 10:35:12.949 HD Request # 2 | Requesting historical Tick data. | 2021-04-25 10:35:12.949 HD Request # 2 | Receiving Intraday data for F.US.EPM21 starting at 2021-04-20 10:35:11.172000 | 2021-04-25 10:35:43.037 HD Request # 2 | Rounded first tick record Date-time down to minute: 2021-04-20 10:35:00 | 2021-04-25 10:35:43.037 HD Request # 2 | Truncated Intraday data file at 2021-04-20 10:35:00 while receiving initial tick data during multistage download. | 2021-04-25 10:35:43.038 HD Request # 2 | Date-time after truncate 2021-04-20 10:34:00 | 2021-04-25 10:35:43.038 HD Request # 2 | Timestamp of first Intraday data file record written: 2021-04-20 10:35:11.172000 | 2021-04-25 10:35:43.044 HD Request # 2 | Received 2950600 records from 2021-04-20 10:35:11.172000 to 2021-04-23 15:59:59.268000 (3.2 days) and wrote 2950600 records for F.US.EPM21 | 2021-04-25 10:35:43.302 HD Request # 2 | Add time&sales data | Remembered last file record date-time: 2021-04-23 20:59:59.268000 | 2021-04-25 10:35:43.305 HD Request # 2 | Completion time: 31s | 2021-04-25 10:35:43.305 HD Request # 2 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-04-25 10:35:43.305 So Sierra would request and download 5 day worth of tick data (weekend and exchange holiday included, so it can be really less than 5 days <- 100% unusable data), but 30 day is available. Why would you guys do that? |
| [2021-05-05 19:28:52] |
| Sierra_Chart Engineering - Posts: 17143 |
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We cannot continue to get burdened with CQG data questions and issues. There are *important* technical reasons for the limitation . Including the absurd delivery method of reverse order. Sierra Chart has its own historical data systems which are massively superior to everything else out there. And at this point we are planning full removal of all support altogether for CME group data through CQG. We have had enough of this. This thread is locked. We do not want to hear about this further. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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