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CQG market data

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[2014-04-16 17:15:06] #1 [Go To First Post]
cross - Posts: 70
Please, clarify this: 1117 Release Date: 2014-04-07 This version support CQG market data when using the CQG Trading service. Historical data is available for futures contracts for users of Sierra Chart service package 3 and 5, but is delayed 10 minutes, unless you are using the Sierra Chart Real-Time and Historical Exchange Data Feed. I need to switch my trading service to either Rithmic or CQG. I see that Rithmic don't provide historical intraday tick data, but I need the ticks. ( https://www.sierrachart.com/index.php?l=doc/Rithmic.php ) How do CQG market data work? If I get SC + CQG from my broker will I have historical data from CQG? Is the "Historical data" intraday tick data? Does "Historical data [...] delayed 10 minutes" mean that I'll have a gap between my chart and the trading service (both CQG)? Or the trading service provides (real-time tick) data but it takes 10 minutes until the historical data can catch up (fill the gap) with the trading service? Sorry for the many question I just try to describe what I don't understand. Thank you

[2014-04-16 17:30:38] #2 [Go To First Post]
cross - Posts: 70
Considering the above mentioned "delay" it is somewhat contradictory what is on the page https://www.sierrachart.com/index.php?l=doc/CQGTrading.php Note: Beginning with version 1117 and higher of Sierra Chart, market data from CQG is now supported. Therefore, using the Sierra Chart Real-Time and Historical Exchange Data Feed when using CQG is now optional.

[2014-04-16 17:55:39] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
How do CQG market data work? If I get SC + CQG from my broker will I have historical data from CQG? Yes. Is the "Historical data" intraday tick data? Yes. Does "Historical data [...] delayed 10 minutes" mean that I'll have a gap between my chart and the trading service (both CQG)? Yes. At the time of connection to the CQG data feed. Or the trading service provides (real-time tick) data but it takes 10 minutes until the historical data can catch up (fill the gap) with the trading service? No. 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

[2014-04-16 19:21:25] #4 [Go To First Post]
cross - Posts: 70
Does "Historical data [...] delayed 10 minutes" mean that I'll have a gap between my chart and the trading service (both CQG)? Yes. At the time of connection to the CQG data feed. So tick data will be downloaded from the last shutdown of Sierra to the current startup minus 10 minutes which will be missing, and SC will immediately start collecting real-time tick data continously. Result is 10 minutes missing before the SC startup. Right? Thank you very much

[2014-04-16 21:59:35] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes this is all correct. 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

[2014-04-17 12:32:18] #6 [Go To First Post]
Carl71 - Posts: 125
So tick data will be downloaded from the last shutdown of Sierra to the current startup minus 10 minutes which will be missing, and SC will immediately start collecting real-time tick data continously. Result is 10 minutes missing before the SC startup. Right? Thank you very much Yes this is all correct. Can you explain the real sense of this condition? Why a CQG user with SC cannot have a normal service like TT, Transact, Rithmic etc...? I don't understand the question of delayed data This status is about to change in the near future? I prefer SC to Ninja Trader or Multicharts, but they offer a real time service for both intraday and historical data, and it's free, there is no extra cost Thank You Date Time Of Last Edit: 2014-04-17 12:42:24

[2014-04-17 16:32:34] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is the broker/trading service you are using. The availability of historical data depends upon the broker. The real-time data when using CQG will be available no matter what trading service you are using CQG through. 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: 2014-04-17 19:04:44

[2014-04-18 10:28:32] #8 [Go To First Post]
Carl71 - Posts: 125
What is the broker/trading service you are using. The availability of historical data depends upon the broker. The real-time data when using CQG will be available no matter what trading service you are using CQG through. I am with AMP AMP CQG/NINJA combo, but I don't like Ninja AMP offers SC for free (Package3) with Rithmic and TTNet But I prefer CQG. So my question is simple Can you offer SC with real time data and historical data (with no delayed data) with only CQG data feed? And if the answer is NO, this is expected to work on in the coming weeks? I think that there will be a massive switching from Ninja to Sierra Chart if you can offer SC/CQG as same as NINJA/CQG Date Time Of Last Edit: 2014-04-18 10:40:59

[2014-04-19 00:00:50] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will discuss this with AMP. Longer-term there will be historical data with CQG one way or another. When exactly, we cannot say. It is possible we can work out a short-term solution with AMP. 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

[2014-04-19 11:01:44] #10 [Go To First Post]
Carl71 - Posts: 125
We will discuss this with AMP. Longer-term there will be historical data with CQG one way or another. When exactly, we cannot say. It is possible we can work out a short-term solution with AMP. Glad to hear that A Sticky thread on this shoud be reccomended

[2014-04-29 15:54:33] #11 [Go To First Post]
cross - Posts: 70
I switched to SC + CQG with SC version 1128 (at the first broker referred on the page). I got the following error log (see below the first one). I sent it to the broker and it was told that I must follow the setup instructions at http://www.sierrachart.com/index.php?l=doc/CQGTrading.php Which I did. But I am unsure if the settings for the broker in point 4. is in sync with the new SC capability of using CQG market data above version 1117 (Introduction section). Or maybe the broker has no access to CQG market data.. ? I just came to this conclusion because if I leave the Market Data Connection Details blank then the trading connection turns on but otherwise it "flip-flops". Any option left? Or do I need to give up with CQG market data and leave that field blank? Thanks ==== with Market Data set ==== CQG Trading FIX: Connecting to fixapi.cqgtrader.com. Port: 6912. \| 2014-04-29 04:21:08 Resolved address fixapi.cqgtrader.com to IP 208.48.16.214 \| 2014-04-29 04:21:08 The network socket is connected. \| 2014-04-29 04:21:08 CQG Trading FIX: Sending the Logon message. \| 2014-04-29 04:21:08 CQG Trading: Connected to trading server. \| 2014-04-29 04:21:08 CQG Trading: Connecting to market data server. \| 2014-04-29 04:21:08 Connecting to websocket server. \| 2014-04-29 04:21:08 Resolved address api.cqg.com to IP 208.48.16.34 \| 2014-04-29 04:21:08 The network socket is connected. \| 2014-04-29 04:21:09 Starting SSL connection on the socket. \| 2014-04-29 04:21:09 SSL socket is connected. \| 2014-04-29 04:21:09 Opening websocket. \| 2014-04-29 04:21:09 Sending websocket handshake. \| 2014-04-29 04:21:09 Received websocket handshake acknowledgment. \| 2014-04-29 04:21:10 TRANSPORT OPEN \| 2014-04-29 04:21:10 CQG Trading: Websocket connected. \| 2014-04-29 04:21:10 CQG Trading: Sending market data logon message. \| 2014-04-29 04:21:10 CQG Trading: Logon unsuccessful. Info: Logon failed: Trader is not enabled to use SierraChart client application. Please contact your FCM. \| 2014-04-29 04:21:10 ==== Market Data left blank ==== CQG Trading FIX: Connecting to fixapi.cqgtrader.com. Port: 6912. \| 2014-04-29 11:10:11 Resolved address fixapi.cqgtrader.com to IP 208.48.16.214 \| 2014-04-29 11:10:11 The network socket is connected. \| 2014-04-29 11:10:11 CQG Trading FIX: Sending the Logon message. \| 2014-04-29 11:10:12 CQG Trading: Connected to trading server. \| 2014-04-29 11:10:12 CQG Trading: Not connecting to market data server because there is no Username set. \| 2014-04-29 11:10:12 CQG Trading: Market data session connected. \| 2014-04-29 11:10:12

[2014-04-29 16:06:26] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Only your broker/clearing company can help with this: CQG Trading: Logon unsuccessful. Info: Logon failed: Trader is not enabled to use SierraChart client application. Please contact your FCM. Until they do, you cannot connect to the CQG market data server and therefore you must leave the Username blank in Global Settings >> Data/Trade Service Settings >> Market Data Connection Details. For market data you can use the Sierra Chart Real-time and Historical Exchange Data Feed: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php In this case you do not need to rely upon the CQG market data feed and nothing further has to be done on your CQG account. 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: 2014-04-29 16:07:49

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