Support Board
Date/Time: Wed, 19 Mar 2025 23:14:47 +0000
F.US.X30
View Count: 455
| [2022-10-25 21:09:14] |
| Bogren - Posts: 7 |
|
Hi, I am new to Sierra Charts. Try too use futures for OMX30 Stockholm (F.US.X30) through CQG. But i can't get this CQG data feed to work correctly. I attach the message log. From what I can see, Sierra Charts seems to be connecting to the CQG web API. I have try to use different symbols without results. Thanks in advance! Reading Internal Order ID file. | 2022-10-25 22:35:36.689 Reading Trade Orders file. | 2022-10-25 22:35:36.781 Reading Trade Positions file. | 2022-10-25 22:35:36.781 Reading Trade Account Data files. | 2022-10-25 22:35:36.782 Software version: 2448 64-bit | 2022-10-25 22:35:36.800 Primary Thread ID: 13804 | 2022-10-25 22:35:36.800 Usage end date: 2023-04-25 | 2022-10-25 22:35:36.800 Enabled for: Advanced Features 2. | 2022-10-25 22:35:36.800 Enabled for: Sierra Chart Historical Data Service. | 2022-10-25 22:35:36.800 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-10-25 22:35:36.800 Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-25 22:35:36.800 Enabled for exchange2: fairx_exchange.data | 2022-10-25 22:35:36.800 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-10-25 22:35:36.800 Current selected Data/Trading service: CQG WebAPI | 2022-10-25 22:35:36.800 Custom symbol settings values: enabled | 2022-10-25 22:35:36.800 Chart Update Interval: 500 | 2022-10-25 22:35:36.800 Intraday Data Storage Time Unit: 1 | 2022-10-25 22:35:36.800 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2022-10-25 22:35:36.800 2022-10-25 20:35:36 Local computer time in UTC | 2022-10-25 22:35:36.800 2022-10-25 22:35:36 Local computer time in SC Time Zone | 2022-10-25 22:35:36.800 2022-10-25 20:35:36 Server time in UTC | 2022-10-25 22:35:36.800 Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-10-25 22:35:36.800 Program path: C:\SierraChart\ | 2022-10-25 22:35:36.800 Data Files path: C:\SierraChart\Data\ | 2022-10-25 22:35:36.800 OS Version Number: 10.0 | 2022-10-25 22:35:36.800 Locale Setting: C | 2022-10-25 22:35:36.800 DLLs: UserContributedStudies_64.dll | 2022-10-25 22:35:36.801 Allowed protected custom studies: | 2022-10-25 22:35:36.801 Crash reporter started: true | 2022-10-25 22:35:36.801 Checking for new symbol settings. Requested symbol settings MD5 for service code cqg. Request ID: 1. | 2022-10-25 22:35:36.824 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2022-10-25 22:35:36.879 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2022-10-25 22:35:36.935 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2022-10-25 22:35:36.935 Received 5 login tokens. | 2022-10-25 22:35:37.019 Symbol settings MD5 received. Request ID: 1. | 2022-10-25 22:35:38.423 Symbol settings are up-to-date for cqg. | 2022-10-25 22:35:38.423 Files to Open on Startup | Opening file: ExampleChartbook.cht | 2022-10-25 22:35:41.132 F.US.EPZ22 #1 | Reloading chart. | 2022-10-25 22:35:41.164 F.US.EPZ22 #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPZ22.scid | 2022-10-25 22:35:41.179 CQG WebAPI | Connecting to server api.cqg.com | 2022-10-25 22:35:41.678 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2022-10-25 22:35:41.678 Using symbol data fast lookup vector | 2022-10-25 22:35:41.678 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2022-10-25 22:35:42.001 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2022-10-25 22:35:42.002 CQG WebSocket socket (1) | Connecting to IP: 195.166.124.165. | 2022-10-25 22:35:42.002 CQG WebSocket | Opening WebSocket. | 2022-10-25 22:35:42.069 CQG WebSocket | Sending WebSocket handshake. | 2022-10-25 22:35:42.069 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2022-10-25 22:35:42.248 CQG WebSocket | Server header | Connection: upgrade | 2022-10-25 22:35:42.248 CQG WebSocket | Server header | Sec-WebSocket-Accept: PdTTOBFoEI4ucpf/J7+rtdnYDWQ= | 2022-10-25 22:35:42.248 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2022-10-25 22:35:42.248 CQG WebSocket | Server header | Upgrade: websocket | 2022-10-25 22:35:42.248 CQG WebSocket | Server header | | 2022-10-25 22:35:42.248 CQG WebSocket | Web socket state is now open. | 2022-10-25 22:35:42.248 CQG WebAPI | WebSocket connected. | 2022-10-25 22:35:42.248 CQG WebAPI | Sending market data logon message. | 2022-10-25 22:35:42.248 CQG WebAPI | Base Time: 2022-10-16T04:48:41. 2022-10-16 04:48:41 | 2022-10-25 22:35:42.635 CQG WebAPI | Logon successful. Session Token = J8Av4fOpJ760gFdvK6HyJBWrSPO5YXIoAfJaqJubqz8qBRPKejMbuiySerCGRP4aBVw8MfkTJTf | 2022-10-25 22:35:42.635 CQG WebAPI | Connected to server complete. | 2022-10-25 22:35:42.635 Triggering next historical data download in queue. | 2022-10-25 22:35:42.636 Triggering next historical data download in queue. | 2022-10-25 22:35:42.636 Triggering next historical data download in queue. | 2022-10-25 22:35:42.636 Triggering next historical data download in queue. | 2022-10-25 22:35:42.636 Updated verified funded futures trading account ending date to: 2022-11-24 20:35:42 | 2022-10-25 22:35:42.645 CQG WebAPI | Sending Trade Accounts request message. | 2022-10-25 22:35:42.645 No download requests in the queue to start downloads for. | 2022-10-25 22:35:42.645 No download requests in the queue to start downloads for. | 2022-10-25 22:35:42.645 No download requests in the queue to start downloads for. | 2022-10-25 22:35:42.645 No download requests in the queue to start downloads for. | 2022-10-25 22:35:42.645 Using symbol data fast lookup vector | 2022-10-25 22:35:42.674 CQG WebAPI | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.EPZ22. ID: 1 | 2022-10-25 22:35:42.674 Symbol Error - F.US.EPZ22 is unknown, unavailable, or improperly formatted. Real-time market data only supported with Sierra Chart data feed for symbol: F.US.EPZ22. ID: 1 | 2022-10-25 22:35:42.674 CQG WebAPI | Using primary service for historical data for F.US.EPZ22 | 2022-10-25 22:35:42.674 No historical data client is currently set to download historical Intraday data for F.US.EPZ22. | 2022-10-25 22:35:42.674 Real-time Intraday chart data file updates started for F.US.EPZ22 | 2022-10-25 22:35:42.674 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPZ22.scid. Thread ID: 13804 | 2022-10-25 22:35:42.675 Intraday chart data file opened for F.US.EPZ22 | 2022-10-25 22:35:42.675 CQG WebAPI | Brokerage name: AMP. Account Name: 112605 | 2022-10-25 22:35:42.760 Updated verified funded futures trading account ending date to: 2022-11-24 20:35:42 | 2022-10-25 22:35:42.760 CQG WebAPI | Sending collateral subscribe request. | 2022-10-25 22:35:42.760 CQG WebAPI | Sending positions subscribe request. RequestID: 510867 | 2022-10-25 22:35:42.889 CQG WebAPI | Sending orders subscribe request. RequestID: 510868 | 2022-10-25 22:35:42.889 F.US.X30V22 Daily #1 | Reloading chart. | 2022-10-25 22:36:30.067 F.US.X30V22 Daily #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.X30V22.dly | 2022-10-25 22:36:30.079 Starting DelayedDownloadMonitoringTimer | 2022-10-25 22:36:30.555 Starting HDTimeoutTimer | 2022-10-25 22:36:30.555 Added historical Daily data request for F.US.X30V22 to the queue. | 2022-10-25 22:36:30.555 Triggering next historical data download in queue. | 2022-10-25 22:36:30.555 CQG WebAPI | Starting real-time market data updates for: F.US.X30X22. ID: 3 Service code: cqg | 2022-10-25 22:36:30.556 CQG WebAPI | Sending symbol resolution request for F.US.X30X22. ID: 510869 | 2022-10-25 22:36:30.556 CQG WebAPI | Requesting security definition data for: F.US.X30X22. ID: 3 | 2022-10-25 22:36:30.556 CQG WebAPI | Starting real-time market data updates for: F.US.X30V22. ID: 2 Service code: cqg | 2022-10-25 22:36:30.556 CQG WebAPI | Sending symbol resolution request for F.US.X30V22. ID: 510870 | 2022-10-25 22:36:30.556 CQG WebAPI | Requesting security definition data for: F.US.X30V22. ID: 2 | 2022-10-25 22:36:30.556 HD Request # 1 | Downloading Historical Daily chart data for F.US.X30V22. Starting date: 1972-10-25. Service: cqg | 2022-10-25 22:36:30.558 CQG WebAPI | Received message: Requested symbol was not found. (Internal message: Symbol resolution error for F.US.X30V22: InvalidSymbol) | 2022-10-25 22:36:30.761 Symbol Error - F.US.X30V22 is unknown, unavailable, or improperly formatted. Requested symbol was not found. (Internal message: Symbol resolution error for F.US.X30V22: InvalidSymbol) | 2022-10-25 22:36:30.761 CQG WebAPI | Received message: Requested symbol was not found. (Internal message: Symbol resolution error for F.US.X30X22: InvalidSymbol) | 2022-10-25 22:36:30.774 Symbol Error - F.US.X30X22 is unknown, unavailable, or improperly formatted. Requested symbol was not found. (Internal message: Symbol resolution error for F.US.X30X22: InvalidSymbol) | 2022-10-25 22:36:30.774 HD Request # 1 | Requesting historical Daily data for OXV22 starting at 1972-10-24. SC External HD service. | 2022-10-25 22:36:30.881 HD Request # 1 | Error downloading historical Daily data for F.US.X30V22. Error: user is not authorized to execute query for one or more of the specified symbols | 2022-10-25 22:36:31.473 HD Request # 1 | Received 0 Daily data records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for F.US.X30V22 | 2022-10-25 22:36:31.474 HD Request # 1 | Completion time: 1s. | 2022-10-25 22:36:31.474 HD Request # 1 | Daily data download complete for F.US.X30V22. Unique request ID: 1 | 2022-10-25 22:36:31.474 Removing historical data download ID 1. | 2022-10-25 22:36:31.474 Triggering next historical data download in queue. | 2022-10-25 22:36:31.474 No download requests in the queue to start downloads for. | 2022-10-25 22:36:31.474 F.US.X30V22 Daily #1 | Reloading chart. | 2022-10-25 22:36:31.564 F.US.X30V22 Daily #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.X30V22.dly | 2022-10-25 22:36:31.573 |
 symbol in Sierra charts.JPG / V - Attached On 2022-10-25 20:55:02 UTC - Size: 23.07 KB - 84 views Attachment Deleted. |
| [2022-10-25 21:31:14] |
| John - SC Support - Posts: 38812 |
|
We are wondering if you do not have the correct front contract for this instrument, which would be necessary to get the data, as CQG does not have data for previous contracts. Try the symbol F.US.X30Z22 and see if that works. If it does, then that is the reason. Otherwise, you would need to find out from CQG what is the correct symbol for this instrument. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-26 19:09:24] |
| Bogren - Posts: 7 |
|
Hi, Today i have talked to CQG. Now i get the feed to work in CQG:s desktop solution. See attached picture. They have changed the symbols for this feed. I have tested the new symbol in Sierra Charts but i still get messages about wrong symbol. Even tried to setup a new symbol with the same result. I copied the old one and changed name to F.SE.OMXS30CX22. Even tried that one for december. Which symbol do you think I should use? Is it always the "contract symbol" that apply? Probably, i do something wrong in the setup fase. Thank you |
CQG desktop setup.png / V - Attached On 2022-10-26 18:41:02 UTC - Size: 131.43 KB - 88 views CQG new symbol info.JPG / V - Attached On 2022-10-26 18:41:10 UTC - Size: 53.26 KB - 81 views  Log Sierra charts.txt - Attached On 2022-10-26 19:05:59 UTC - Size: 4.8 KB - 276 views |
| [2022-10-26 20:22:22] |
| John - SC Support - Posts: 38812 |
|
This is the critical statement from your log: CQG WebAPI | Market data subscription for F.SE.OMXS30CX22 was unsuccessful. Text: Real-time data subscription for instrument F.SE.OMXS30C (corresponding to ID = 1) is not enabled.
CQG does not have you setup to get this data to Sierra Chart. Refer to the following: CQG Trading Platform Service: Market Data Authorizations for Symbols/Exchanges For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-28 13:01:52] |
| Bogren - Posts: 7 |
|
Hi, Now it´s up running. I get tick data for about 4-5 days. And historical (daily) for about 15-20 days. I don't know if it might have to do with the settings on the symbol or them under global settings (continuation in the platform)to get more historical data? I also send a few lines from the conversations I had with CQG support by email to start this feed up. I don't know what is right or wrong here. Just want to clarify how the workflow was going. CQG support says: "-I can see from our side that SierraCharts doesn't have connection to Nasdaq Nordic Derivatives. I am clarifying with our API team if it is possible to make such a connection but in any case, SierraCharts would need to make such a request. They should have told you initially that they do not support this exchange, I am sorry for the inconveniences." "-This is to update you that we have added Nasdaq Nordic Derivatives to SierraCharts. It will take several hours for the data to be added. Usually the procedure is that SierraCharts request it from us themselves but as an exception we did it this time like this. Please let us know if you have any questions." "-It looks like you might need to turn on the continuation in the platform. Please contact Sierra Charts for assistance. We did everything on our end, if you still have any issues, you need to speak to SierraChart." Thank you |
| [2022-10-28 16:41:56] |
| John - SC Support - Posts: 38812 |
|
They are referring to the Continuous Futures Contract feature, which is the correct thing to do in order to get data that goes back further than the current contract. Refer to the information here: Continuous Futures Contract Charts But, in general, CQG does not send historical data for previous contracts, so we would be very surprised if this works, but perhaps it will for the Nordic data. All we can say is try and see if you can get the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-30 21:41:19] |
| Bogren - Posts: 7 |
|
As you say, this was no exception. Can´t see CQG get any historical that goes beyond current contract. Sierra Chart Historical Data Service, is this a possibility to get historical data to download? Minute data or daily. I know its not real time and that it updates once a day. I saw that nasdaq omx futures was on the included markets list. Thank you |
| [2022-10-31 15:57:21] |
| John - SC Support - Posts: 38812 |
|
Sorry, apparently we need to update that page. We no longer have the OMX data available, even as delayed or end of day.
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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