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Using Denali Futures Options Data With Trading Service

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[2022-07-14 19:10:48] #1 [Go To First Post]
User143681 - Posts: 45
Hello The problem continues after following all suggested and other steps. FYI The orders are submitted from a Quoteboard linked to the chart Dom. [The steps here: Denali Exchange Data Feed: Using Denali Futures Options Data with Trading Service] When submitting the options order using Denali options format the error is No symbol ID mapping in the trade service log. Had followed these steps in link - Solving Contract ID Mapping Error when Submitting Order [Link] - [Top]With the CQG Web API, when submitting a trading related request to CQG for a particular symbol, it requires a contract ID number which is only obtained when market data is subscribed for the symbol. Or when submitting the order using CQG options format even though there's no data feed, will receive Market data is not available, in the trade service log. We had discussed that the prior day, the CQG account used to sign into Sierracharts had CQG top of book market data still assigned and with the Denali data feed all worked. And once Denali data feed was working the CQG market data was removed believing wasn't necessary. Hoping the resolution is within a setting I'm missing. Else it sounds like at minimum the CQG account will require top of book market data.

[2022-07-15 17:51:20] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17195
We need to do some testing. 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

[2022-07-25 11:09:37] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 17195
We apologize for the long delay. We looked at the code and see how the solution was implemented to this. Once you submit an order for a symbol used as the Trade symbol for a Chart or Trade DOM, at that time the security definition data from CQG is requested. If you resubmit the the same order in about 2 to 5 seconds seconds later, it will go through. One thing we want to make clear is the way that the CQG Web API is designed in regards to having to obtain a numeric identifier for a symbol which varies from connection to connection, is a design that Sierra Chart very strongly disagrees with. It is a very poor design, and it is a mistake, to transfer this responsibility to the client program where a mistake can be made and can lead to serious consequences. This is something we have made clear in the documentation: Sierra Chart Does not Support External Service API Components: Recommended Protocol And that is not just CQG specific. We have seen this with other services like CTS, Transact, Tele-trader, CQG. None of which we support any longer other than CQG. There is also a similar issue we have seen with order IDs with the OEC API. 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 Date Time Of Last Edit: 2022-07-25 12:00:35

[2023-07-21 21:04:47] #4 [Go To First Post]
User378468 - Posts: 4
1. Please can you confirm: Given - CGQ order routing - Denali feed - Futures working perfectly so far - Option on future chart shows looks correct. Chart settings setup to trade the option as per these steps (Denali Exchange Data Feed: Using Denali Futures Options Data with Trading Service), and I am still getting the "contract mapping" error. Is this supposed to work after retry after a few seconds? 2. What is the workaround? Do I have to subscribe to CQG data for this product? What is the procedure for setting up CQG data for one thing _and_ denali for everything else? thanks,

[2023-07-22 21:52:05] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 17195
and I am still getting the "contract mapping" error. Is this supposed to work after retry after a few seconds? We need to see this exact error. Provide it. 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

[2023-07-26 11:29:48] #6 [Go To First Post]
User378468 - Posts: 4
Ok I re-did all the steps and the mapping error is gone (i had not pressed "apply all" first time), and the order is going to CQG. But now its sending an incorrect price. I place a limit order for an ES call option on future with price 20. This should cost $1000. But SC places an order for $100,000. I get an error with: "Trade Order Error - CQG order update. Status: REJECTED. Text: Insufficient funds. Available funds (balance) are [redacted], funds required are USD100000. [...] Symbol: C.US.EPU2350000" Trades Orders Window shows it tried to buy with a price == 2000.00 Entry Time Last Activity Time Symbol Status Internal Order ID Order Type Buy/Sell Open/Close Order Quantity Price .. 2023-07-26 10:20:25.374 2023-07-26 10:20:25.551 C.US.EPU2350000 Error [redacted] Limit Buy Open 1 2000.00 .. S Note: Same error using the Trade Window attached to chart, and by trading on the chart DOM. Trade confirm dialog shows me price 20.0 Date Time Of Last Edit: 2023-07-26 11:41:13

[2023-07-27 09:33:30] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 17195
First are the prices that you see displayed in the chart correct? What is the Trade and Current Quote Symbol set to?: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) Set this to 1 and try submitting the order again: Chart Settings: Trade and Current Quote Symbol Price Multiplier (Chart >> Chart Settings >> Symbol >> Symbol Settings menu) Try testing again using a limit order. 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 Date Time Of Last Edit: 2023-07-27 09:34:02

[2023-07-27 15:36:19] #8 [Go To First Post]
User378468 - Posts: 4
Setting the multiplier to 1 works thanks. I can place the orders and they get executed. Chart prices were correct earlier too. Theres another problem, however: the trade activity log thinks the profit/loss is in dollar price on the chart. E.g. I bought as a test Sept ES put strike 4200 for 11.00 (paying 550) and sold at 10.00 (receiving 500). So the pnl should be -50, but it shows -1. (Symbol ESU23 P4200.FUT_OPT.CME on Denali, P.US.EPU2342000 on CQG). So my trade statistics are all wrong now. Date Time Of Last Edit: 2023-07-27 16:02:02

[2023-07-27 19:25:57] #9 [Go To First Post]
John - SC Support - Posts: 36323
Check the "Chart >> Chart Settings >> Symbol >> Currency Value per Tick". Make sure this is set to what it should be. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-08-01 17:24:46] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 17195
For the Trade Activity Log, the Currency Value Per Tick comes from the Global Settings >> Symbol Settings: Profit/Loss Calculations and Symbol Settings So you will need to add the symbol or symbol pattern there. 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 Date Time Of Last Edit: 2023-08-01 17:25:34

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