Support Board
Date/Time: Thu, 06 Mar 2025 22:09:38 +0000
Trouble getting MBO and Denali total ask/pull functionality to work with my Cqg account.
View Count: 673
| [2022-02-07 22:54:45] |
| User271659 - Posts: 13 |
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Hi guys, last night activated to package 12 for full functionality of the Denali feed for MBO and total Ask/Bid stacking. Today I still had the crappy total stacking from cqg and no MBO orders . I tried everything. Went over the documentation etc. When i select SC data trade it works fine to see all the levels for pulling/stacking for the micro MESH22 along with MBO's and other symbols. The problem is I am unable to execute trades as it would switch to sim. So today i had to use cqg data to trade without the benefit of the high end Denali feed. Any input would be appreciated. Thanks. Am i also correct the first month is free for Denali as well? |
| [2022-02-08 16:24:10] |
| John - SC Support - Posts: 38464 |
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Your account is all setup properly to get the Denali data. If you are still having an issue, then be sure your service is set to CQG and then get us your Message Log by following these instructions: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-11 13:20:10] |
| User271659 - Posts: 13 |
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Good morning John here is the message log. Current symbol is f.us.eph22. Hopefully we can figure this out. Software version: 2353 64-bit | 2022-02-11 08:09:39.312 Primary Thread ID: 7100 | 2022-02-11 08:09:39.312 Usage end date: 2022-03-10 | 2022-02-11 08:09:39.312 Enabled for: Advanced Features 2. | 2022-02-11 08:09:39.312 Enabled for: Sierra Chart Historical Data Service. | 2022-02-11 08:09:39.312 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-02-11 08:09:39.312 Enabled for: Delayed Denali Exchange Data Feed. | 2022-02-11 08:09:39.312 Enabled for exchange2: CME (Trading Account Required) | 2022-02-11 08:09:39.312 Enabled for exchange2: CBOT (Trading Account Required) | 2022-02-11 08:09:39.312 Enabled for exchange2: COMEX (Trading Account Required) | 2022-02-11 08:09:39.312 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-02-11 08:09:39.312 Enabled for exchange2: fairx_exchange.data | 2022-02-11 08:09:39.312 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-02-11 08:09:39.312 Current selected Data/Trading service: CQG WebAPI | 2022-02-11 08:09:39.312 Custom symbol settings values: enabled | 2022-02-11 08:09:39.312 Chart Update Interval: 500 | 2022-02-11 08:09:39.312 Intraday Data Storage Time Unit: 0 | 2022-02-11 08:09:39.312 Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2022-02-11 08:09:39.312 2022-02-11 13:09:39 Local computer time in UTC | 2022-02-11 08:09:39.312 2022-02-11 08:09:39 Local computer time in SC Time Zone | 2022-02-11 08:09:39.312 2022-02-11 02:23:03 Server time in UTC | 2022-02-11 08:09:39.312 Local computer UTC time and Server UTC time difference: 4 seconds. | 2022-02-11 08:09:39.312 Program path: C:\SierraChart\ | 2022-02-11 08:09:39.312 Data Files path: C:\SierraChart\Data\ | 2022-02-11 08:09:39.312 OS Version Number: 10.0 | 2022-02-11 08:09:39.313 Locale Setting: C | 2022-02-11 08:09:39.314 DLLs: UserContributedStudies_64.dll | 2022-02-11 08:09:39.314 Allowed protected custom studies: | 2022-02-11 08:09:39.314 File >> Disconnect selected. | 2022-02-11 08:09:45.972 CQG WebAPI | Sending Web API Logoff message. | 2022-02-11 08:09:45.972 CQG WebSocket socket (3) | CloseSocket call. | 2022-02-11 08:09:45.972 CQG WebSocket | WebSocket closed. | 2022-02-11 08:09:45.972 CQG WebAPI | WebSocket closed. | 2022-02-11 08:09:45.972 SC Data - All Services | Waiting for socket receive thread to end | 2022-02-11 08:09:45.973 CQG WebSocket socket (3) | Write in progress. Shutdown being delayed. PendingSize=0 | 2022-02-11 08:09:45.973 DTC Client socket (4) | CloseSocket call. | 2022-02-11 08:09:45.974 DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2022-02-11 08:09:45.974 SC Data - All Services | Disconnected from the server. | 2022-02-11 08:09:45.974 CQG WebAPI | Disconnected. | 2022-02-11 08:09:45.974 CQG WebSocket socket (3) | Write has completed. Shutdown being performed. | 2022-02-11 08:09:46.013 CQG WebSocket socket (3) | Shutdown started. Waiting for graceful close. | 2022-02-11 08:09:46.013 CQG WebAPI | Connecting to server api.cqg.com | 2022-02-11 08:09:57.314 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2022-02-11 08:09:57.315 CQG WebSocket socket (5) | Creating socket. Using TLS 1.2. | 2022-02-11 08:09:57.316 CQG WebSocket socket (5) | New receive buffer size: 5242880 | 2022-02-11 08:09:57.316 CQG WebSocket socket (5) | Connecting to IP: 208.48.16.35. | 2022-02-11 08:09:57.316 CQG WebSocket | Opening WebSocket. | 2022-02-11 08:09:57.360 CQG WebSocket | Sending WebSocket handshake. | 2022-02-11 08:09:57.360 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2022-02-11 08:09:57.491 CQG WebSocket | Server header | Connection: upgrade | 2022-02-11 08:09:57.491 CQG WebSocket | Server header | Sec-WebSocket-Accept: 1Ts1B4vlUoFi1cbCgGZN61DofAk= | 2022-02-11 08:09:57.491 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2022-02-11 08:09:57.491 CQG WebSocket | Server header | Upgrade: websocket | 2022-02-11 08:09:57.491 CQG WebSocket | Server header | | 2022-02-11 08:09:57.491 CQG WebSocket | Web socket state is now open. | 2022-02-11 08:09:57.491 CQG WebAPI | WebSocket connected. | 2022-02-11 08:09:57.491 CQG WebAPI | Sending market data logon message. | 2022-02-11 08:09:57.491 CQG WebAPI | Base Time: 2022-01-23T06:53:30. 2022-01-23 06:53:30 | 2022-02-11 08:09:57.659 CQG WebAPI | Logon successful. Session Token = iocV/oGciLiPrEvXYDvUUfV8lwYh/pZ/SrhON8WgtEE7lJlgsS6+H3uaawuqCmooaYD8G+d4nKr | 2022-02-11 08:09:57.659 CQG WebAPI | Connected to server complete. | 2022-02-11 08:09:57.659 Triggering next historical data download in queue. | 2022-02-11 08:09:57.660 Triggering next historical data download in queue. | 2022-02-11 08:09:57.660 Triggering next historical data download in queue. | 2022-02-11 08:09:57.660 Triggering next historical data download in queue. | 2022-02-11 08:09:57.660 Updated verified funded futures trading account ending date to: 2022-03-13 13:09:57 | 2022-02-11 08:09:57.661 CQG WebAPI | Sending Trade Accounts request message. | 2022-02-11 08:09:57.661 No download requests in the queue to start downloads for. | 2022-02-11 08:09:57.661 No download requests in the queue to start downloads for. | 2022-02-11 08:09:57.661 No download requests in the queue to start downloads for. | 2022-02-11 08:09:57.661 No download requests in the queue to start downloads for. | 2022-02-11 08:09:57.661 CQG WebAPI | Brokerage name: AMP. Account Name: 102839 | 2022-02-11 08:09:57.749 Updated verified funded futures trading account ending date to: 2022-03-13 13:09:57 | 2022-02-11 08:09:57.749 CQG WebAPI | Sending collateral subscribe request. | 2022-02-11 08:09:57.750 Mapping F.US.EPH22 to ESH22. Service code: cme | 2022-02-11 08:09:58.129 Using symbol data fast lookup vector | 2022-02-11 08:09:58.129 SC Data - All Services | Starting real-time market data updates for: F.US.EPH22 (ESH22). ID: 1 Service code: cme | 2022-02-11 08:09:58.129 SC Data - All Services | Connecting to the server ds22.sierracharts.com. Port 10048 | 2022-02-11 08:09:58.129 CQG WebAPI | Sending symbol resolution request for F.US.EPH22. ID: 854125 | 2022-02-11 08:09:58.130 SC Data - All Services | Requesting security definition data for: F.US.EPH22 (ESH22). ID: 1 | 2022-02-11 08:09:58.130 Added historical Intraday data request for F.US.EPH22 to the queue. | 2022-02-11 08:09:58.130 Intraday data recording state for symbol F.US.EPH22 is set to download 'Pending'. | 2022-02-11 08:09:58.130 Triggering next historical data download in queue. | 2022-02-11 08:09:58.130 Delaying start of download for F.US.EPH22 | 2022-02-11 08:09:58.156 CQG WebAPI | Received symbol resolution report for symbol F.US.EPH22. Search Symbol: F.US.EPH22. Request ID: 854125. Contract ID: 1. | 2022-02-11 08:09:58.179 DTC Client socket (6) | Creating socket. | 2022-02-11 08:09:58.198 DTC Client socket (6) | New receive buffer size: 5242880 | 2022-02-11 08:09:58.199 DTC Client socket (6) | Connecting to IP: 208.185.224.129. | 2022-02-11 08:09:58.199 SC Data - All Services | Network connection to server complete. | 2022-02-11 08:09:58.241 SC Data - All Services | Starting socket receive thread. | 2022-02-11 08:09:58.241 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2022-02-11 08:09:58.241 SC Data - All Services | Setting DTC encoding to Binary VLS | 2022-02-11 08:09:58.303 SC Data - All Services | Sending logon request message. | 2022-02-11 08:09:58.303 SC Data - All Services | Received logon response. | 2022-02-11 08:09:59.085 SC Data - All Services | Server Name: SC Realtime Server. | 2022-02-11 08:09:59.085 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2022-02-11 08:09:59.085 SC Data - All Services | Successfully connected. | 2022-02-11 08:09:59.085 SC Data - All Services | Trading is not supported. | 2022-02-11 08:09:59.085 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPH22 -> ESH22 | 2022-02-11 08:09:59.085 SC Data - All Services | Received security definition for symbol F.US.EPH22 | 2022-02-11 08:09:59.211 CQG WebAPI | Sending positions subscribe request. RequestID: 854126 | 2022-02-11 08:10:00.659 CQG WebAPI | Sending orders subscribe request. RequestID: 854127 | 2022-02-11 08:10:00.660 Requesting market depth updates for: F.US.EPH22 if supported. | 2022-02-11 08:10:02.658 SC Data - All Services | Starting market orders updates for: ESH22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-02-11 08:10:02.658 SC Data - All Services | Clearing market depth for F.US.EPH22 | 2022-02-11 08:10:02.785 HD Request # 46 | Downloading Intraday chart data for F.US.EPH22 to the file F.US.EPH22.scid. Service: cme | 2022-02-11 08:10:04.827 HD Request # 46 | Download start date-time: 2022-02-11 08:09:43.000000. File last date-time: 2022-02-11 08:09:43.661000 | 2022-02-11 08:10:04.829 HD Request # 46 | Using server: ds23.sierracharts.com port 10150 | 2022-02-11 08:10:04.829 Socket (7) | Creating socket. | 2022-02-11 08:10:04.830 Socket (7) | New receive buffer size: 5242880 | 2022-02-11 08:10:04.830 Socket (7) | Connecting to IP: 216.1.90.130. | 2022-02-11 08:10:04.830 HD Request # 46 | Setting DTC encoding to Binary VLS | 2022-02-11 08:10:04.917 HD Request # 46 | Sending historical data logon request message. | 2022-02-11 08:10:04.917 HD Request # 46 | Requesting Intraday data. Start date-time: 2022-02-11 08:09:43. Record interval: 0. Symbol: ESH22 | 2022-02-11 08:10:05.443 HD Request # 46 | Decompressing data. | 2022-02-11 08:10:05.531 HD Request # 46 | Receiving Intraday data for F.US.EPH22 starting at 2022-02-11 08:09:43.661000 | 2022-02-11 08:10:05.534 Socket (7) | CloseSocket call. | 2022-02-11 08:10:05.536 Socket (7) | Shutdown started. Waiting for graceful close. | 2022-02-11 08:10:05.537 Historical data download thread signaled to stop. | 2022-02-11 08:10:05.537 HD Request # 46 | Timestamp of first Intraday data file record written: 2022-02-11 08:09:43.801000 | 2022-02-11 08:10:05.537 HD Request # 46 | Received 132 Intraday data records from 2022-02-11 08:09:43.661000 to 2022-02-11 08:09:59.605000 (15.9 seconds) and wrote 131 records for F.US.EPH22 | 2022-02-11 08:10:05.538 HD Request # 46 | Add time&sales data | Remembered last file record date-time: 2022-02-11 13:09:59.605000 | 2022-02-11 08:10:05.553 Added 3 Time and Sales records to Intraday data file for F.US.EPH22 after download. | 2022-02-11 08:10:05.553 HD Request # 46 | Completion time: 1s | 2022-02-11 08:10:05.553 HD Request # 46 | Intraday data download complete for F.US.EPH22. Unique request ID: 46 | 2022-02-11 08:10:05.553 Removing historical data download ID 46. | 2022-02-11 08:10:05.553 Real-time Intraday chart data file updates started for F.US.EPH22 | 2022-02-11 08:10:05.553 Intraday chart data file opened for F.US.EPH22 | 2022-02-11 08:10:05.553 HD Request # 46 | Enabling Intraday chart updating for symbol. | 2022-02-11 08:10:05.553 Triggering next historical data download in queue. | 2022-02-11 08:10:05.553 No download requests in the queue to start downloads for. | 2022-02-11 08:10:05.553 Socket (7) | Socket gracefully closed by remote side. | 2022-02-11 08:10:05.574 Socket (7) | Closed. | 2022-02-11 08:10:05.574 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPH22.scid. Thread ID: 4700 | 2022-02-11 08:10:08.228 CQG WebSocket socket (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-02-11 08:11:29.355 CQG WebSocket socket (1) | Closed. | 2022-02-11 08:11:29.355 DTC Client socket (2) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-02-11 08:11:29.355 DTC Client socket (2) | Closed. | 2022-02-11 08:11:29.355 CQG WebSocket socket (1) | Deleting network socket now after delay. | 2022-02-11 08:11:59.356 DTC Client socket (2) | Deleting network socket now after delay. | 2022-02-11 08:11:59.356 CQG WebSocket socket (3) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-02-11 08:11:59.356 CQG WebSocket socket (3) | Closed. | 2022-02-11 08:11:59.356 DTC Client socket (4) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-02-11 08:11:59.356 DTC Client socket (4) | Closed. | 2022-02-11 08:11:59.356 CQG WebSocket socket (3) | Deleting network socket now after delay. | 2022-02-11 08:12:29.357 DTC Client socket (4) | Deleting network socket now after delay. | 2022-02-11 08:12:29.357 |
| [2022-02-11 14:51:13] |
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You should be seeing the market depth data. First look at it in the Market Depth Window to see if it is there: File Menu: Open Market Depth Window (File) For market by order data, this option must be set to Yes: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#UseSeparateConnectionForMarketByOrderData Based upon what we see in the log, it is not set that way. 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: 2022-02-11 14:54:21
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