Support Board
Date/Time: Sun, 22 Dec 2024 04:51:38 +0000
[User Discussion] - CQG FIX symbols request
View Count: 11470
| [2014-09-23 09:33:53] |
| User11942 - Posts: 298 |
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Hi SC, There are IPE spread symbols available via CQG FIX. May I ask you to add routing for historical intraday/daily data for few symbols for AMP CQG feed? The symbols I’m looking for are F.US.ETQO and some calendars for QO (not sure about FIX format but in CQG front-end the calendar symbols are F.US.QOS1, F.US.QOS2, F.US.QOS6, e.g. F.US.QOS1X4). Would highly appreciate if you could add that. Thank you.
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| [2014-09-26 05:17:19] |
| User11942 - Posts: 298 |
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Just a kind reminder. Thanks. |
| [2014-09-26 05:29:59] |
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There is nothing we need to do for this. Just open a chart using whatever CQG symbol that you want.
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 |
| [2014-09-26 05:34:49] |
| User11942 - Posts: 298 |
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Yes, you are right, symbols and quotes are available. But there are no historical data for them. HD Request # 2 | Sending historical data logon request message. | 2014-09-26 01:31:39
HTTP connection to www.sierrachart.com:80 (1340) | Closed. No error. | 2014-09-26 01:31:40 HTTP connection to www.sierrachart.com:80 (1340) | Shutdown and closed. | 2014-09-26 01:31:40 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2014-09-25 17:05:39. Record interval: 0. Symbol: F.US.ETQOX14 | 2014-09-26 01:31:40 HD Request # 2 | Error downloading historical Intraday data for F.US.ETQOX14. Historical data file not available for symbol. | 2014-09-26 01:31:41 * Socket (1932) | Shutdown and closed. | 2014-09-26 01:31:41 The network socket for historical data has been closed. | 2014-09-26 01:31:41 HD Request # 2 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for F.US.ETQOX14 | 2014-09-26 01:31:41 HD Request # 2 | Intraday download COMPLETE for F.US.ETQOX14. Completion time: 2s | 2014-09-26 01:31:41 Real-time Intraday chart data file updates started for F.US.ETQOX14 | 2014-09-26 01:31:41 |
| [2014-10-02 06:04:18] |
| User11942 - Posts: 298 |
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Hi SC, anything you can do about this please? It's virtually impossible to use TPO with the symbols without having intraday historical data for them. Thanks.
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| [2014-10-02 15:16:09] |
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Will be looking this over today.
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 |
| [2014-10-04 08:56:02] |
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We have now added historical data support for AMP CQG for F.US.ETQO?## We can only add historical data support for symbols that have a standardized month and year code. 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: 2014-10-04 08:56:25
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| [2014-10-04 09:18:38] |
| User11942 - Posts: 298 |
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Thank you very much for that. But charts are still blank. Please see screenshots and log. Software version: 1199 | 2014-10-04 05:04:03
Usage end date: 2014-11-03 | 2014-10-04 05:04:03 Enabled for: Advanced Features. | 2014-10-04 05:04:03 Enabled for: Advanced Features 2. | 2014-10-04 05:04:03 Enabled for: Sierra Chart Historical Data Service. | 2014-10-04 05:04:03 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2014-10-04 05:04:03 Enabled for: CME, CBOT, NYMEX, COMEX exchanges for trading accounts. | 2014-10-04 05:04:03 Received 1 data feed usernames. | 2014-10-04 05:04:03 Allow Support for Sierra Chart Data Feeds is disabled. | 2014-10-04 05:04:03 Active service: AMP CQG | 2014-10-04 05:04:03 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-10-04 05:04:03 2014-10-04 05:04:03 Local computer clock time | 2014-10-04 05:04:03 2014-10-04 09:04:03 GMT time | 2014-10-04 05:04:03 2014-10-04 05:04:03 Time zone adjusted time | 2014-10-04 05:04:03 Time difference to server time: 1 seconds. | 2014-10-04 05:04:03 Program path: C:\SierraChart2\ | 2014-10-04 05:04:03 Data Files path: C:\SierraChart2\Data\ | 2014-10-04 05:04:03 OS Version Number: 6.1 | 2014-10-04 05:04:03 Checking for new symbol settings for cqg | 2014-10-04 05:04:03 HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 188.40.121.148 | 2014-10-04 05:04:03 HTTP connection to www.sierrachart.com:80 (1372) | Connected. | 2014-10-04 05:04:04 Symbol settings are up-to-date for cqg | 2014-10-04 05:04:04 AMP CQG FIX: Connecting to fixapi.cqgtrader.com. Port: 6912. | 2014-10-04 05:04:09 socket (0) | Resolved address fixapi.cqgtrader.com to IP 208.48.16.214 | 2014-10-04 05:04:09 socket (1056) | Connected. | 2014-10-04 05:04:09 AMP CQG FIX: Sending the Logon message. | 2014-10-04 05:04:09 AMP CQG | Connected to trading server. | 2014-10-04 05:04:09 AMP CQG | Connecting to market data server. | 2014-10-04 05:04:09 Connecting to websocket server. | 2014-10-04 05:04:09 Socket (0) | Resolved address api.geo.cqg.com to IP 208.48.16.34 | 2014-10-04 05:04:09 Socket (1068) | Connected. | 2014-10-04 05:04:09 Socket (1068) | Starting SSL connection. | 2014-10-04 05:04:09 AMP CQG FIX - FCM name: AMP | 2014-10-04 05:04:10 Socket (1068) | SSL connection established. | 2014-10-04 05:04:11 Opening websocket. | 2014-10-04 05:04:11 Sending websocket handshake. | 2014-10-04 05:04:11 Received websocket handshake acknowledgment. | 2014-10-04 05:04:11 TRANSPORT OPEN | 2014-10-04 05:04:11 AMP CQG | Websocket connected. | 2014-10-04 05:04:11 AMP CQG | Sending market data logon message. | 2014-10-04 05:04:11 AMP CQG | Logon successful. | 2014-10-04 05:04:11 AMP CQG | Market data session connected. | 2014-10-04 05:04:11 Requesting symbol settings for cqg. Overwrite = on. | 2014-10-04 05:04:12 HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 188.40.121.148 | 2014-10-04 05:04:12 HTTP connection to www.sierrachart.com:80 (2140) | Connected. | 2014-10-04 05:04:12 Symbol settings received. | 2014-10-04 05:04:13 Processed received symbol settings | 2014-10-04 05:04:13 HTTP connection to www.sierrachart.com:80 (1372) | Closed. No error. | 2014-10-04 05:04:14 HTTP connection to www.sierrachart.com:80 (1372) | Shutdown and closed. | 2014-10-04 05:04:14 HTTP connection to www.sierrachart.com:80 (2140) | Shutdown and closed. | 2014-10-04 05:04:14 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart2\Data\F.US.ETQOX14.scid | 2014-10-04 05:04:21 AMP CQG | Starting real-time market data updates for: F.US.ETQOX14. ID: 1 | 2014-10-04 05:04:22 AMP CQG | Sending symbol resolution request for F.US.ETQOX14 | 2014-10-04 05:04:22 Intraday data recording state for symbol F.US.ETQOX14 is set to pending. | 2014-10-04 05:04:22 HD Request # 2 | Downloading Intraday chart data for F.US.ETQOX14 to the file F.US.ETQOX14.scid. Service: ampcqg | 2014-10-04 05:04:22 Compressing file: C:\SierraChart2\Data\F.US.ETQOX14.scid. This may take a while. | 2014-10-04 05:04:22 HD Request # 2 | Download start Date-Time: 2014-04-01 05:04:22.0 | 2014-10-04 05:04:22 HD Request # 2 | Using server: amp.sierracharts.com port 10149 | 2014-10-04 05:04:22 Socket (0) | Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-10-04 05:04:22 AMP CQG | Requesting market data trades for F.US.ETQOX14 | 2014-10-04 05:04:22 Socket (2124) | Connected. | 2014-10-04 05:04:22 HD Request # 2 | Sending historical data logon request message. | 2014-10-04 05:04:22 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2014-04-01 05:04:22. Record interval: 0. Symbol: F.US.ETQOX14 | 2014-10-04 05:04:23 Socket (2124) | Shutdown and closed. | 2014-10-04 05:04:23 The network socket for historical data has been closed. | 2014-10-04 05:04:23 HD Request # 2 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for F.US.ETQOX14 | 2014-10-04 05:04:23 HD Request # 2 | Intraday download COMPLETE for F.US.ETQOX14. Completion time: 0s | 2014-10-04 05:04:23 Real-time Intraday chart data file updates started for F.US.ETQOX14 | 2014-10-04 05:04:23 AMP CQG | Starting real-time market data updates for: F.US.ETQOZ14. ID: 2 | 2014-10-04 05:04:47 AMP CQG | Sending symbol resolution request for F.US.ETQOZ14 | 2014-10-04 05:04:47 Intraday data recording state for symbol F.US.ETQOZ14 is set to pending. | 2014-10-04 05:04:47 HD Request # 3 | Downloading Intraday chart data for F.US.ETQOZ14 to the file F.US.ETQOZ14.scid. Service: ampcqg | 2014-10-04 05:04:47 HD Request # 3 | Download start Date-Time: 2014-09-21 18:16:13.0 | 2014-10-04 05:04:47 HD Request # 3 | Using server: amp.sierracharts.com port 10149 | 2014-10-04 05:04:47 Socket (0) | Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-10-04 05:04:47 AMP CQG | Requesting market data trades for F.US.ETQOZ14 | 2014-10-04 05:04:47 Socket (2108) | Connected. | 2014-10-04 05:04:47 HD Request # 3 | Sending historical data logon request message. | 2014-10-04 05:04:47 HD Request # 3 | Requesting Intraday data. Start Date-Time: 2014-09-21 18:16:13. Record interval: 0. Symbol: F.US.ETQOZ14 | 2014-10-04 05:04:47 Socket (2108) | Shutdown and closed. | 2014-10-04 05:04:48 The network socket for historical data has been closed. | 2014-10-04 05:04:48 HD Request # 3 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for F.US.ETQOZ14 | 2014-10-04 05:04:48 HD Request # 3 | Intraday download COMPLETE for F.US.ETQOZ14. Completion time: 1s | 2014-10-04 05:04:48 Real-time Intraday chart data file updates started for F.US.ETQOZ14 | 2014-10-04 05:04:48 Date Time Of Last Edit: 2014-10-04 09:46:58
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 ETCOZ4.png / V - Attached On 2014-10-04 09:12:49 UTC - Size: 63.53 KB - 450 views ETCOX4.png / V - Attached On 2014-10-04 09:12:57 UTC - Size: 54.79 KB - 390 views |
| [2014-10-05 00:15:40] |
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There will be no historical data as of this time. It will begin on Monday.
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 |
| [2015-03-18 18:48:49] |
| User68078 - Posts: 14 |
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Follow up to CQG data feed and spread data. Will I be able to get spread charts through CQG data including Historical data using the AMP CQG data feed? Was this ever successful to the user above thanks |
| [2015-03-18 21:56:00] |
| User11942 - Posts: 298 |
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@User68078 Yes, it had been working for me for some time until mid of Dec 2014 when it was discontinued. You can find the info here: Help with missing data | Post: 49393 If you want to get those particular spread charts (Brent-WTI), you can still get them by choosing symbol ETQO. But there are no historical data and in order to collect the data (e.g. for market profile) you have to run SC connected to the data-feed all the time the exchange is open. Although I did never try and do not do it. Date Time Of Last Edit: 2015-03-18 21:56:19
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| [2015-03-18 22:28:28] |
| User68078 - Posts: 14 |
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Thank u so much. I just want spread data in Sierra. I am with Amp futures and struggling. Please suggest a valid solution for daily spread charts even just simple calendar spreads not even inter market. I have a TTNET feed through Amp connected to Sierra and dont get any spread data. Thought that having CQG data will provide me the spread info - trying to figure out how to get it without switching brokers. Any suggestions are welcome |
| [2015-03-18 23:07:49] |
| User11942 - Posts: 298 |
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You are welcome. There are many ways to get it. I have no idea if and why spreads are available/or not with TT feed thru AMP in Sierra Chart. I do not want to comment on this here but the easiest way for you to get US contracts spreads (if you want them in Sierra Chart) is to subscribe to Rithmic data feed thru AMP. Simply open sub-account to your existing AMP account (please contact AMP about that). With Rithmic data you will get US spreads only (any spreads from CME and ICE US exchanges). Please also note that Rithmic doesn't offer ICE Europe exchange for retail clients. And standard CME (non-pro or pro - depends on your status) fees will apply for this subscription. So, you will have to pay these fees in addition to what you usually pay for TT exchanges. Another advantage of subscribing to Rithmic feed thru AMP is that you'll get R|Trader Pro for free as a bonus.
Date Time Of Last Edit: 2015-03-18 23:23:21
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| [2015-03-18 23:44:28] |
| User68078 - Posts: 14 |
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Again thanks so much. You have no idea how much i've been getting the run around. I want US spreads only so Rithmic with Amp will be the way to go? Not sure if you are using that. If you don't mind a quick confirmation I use Tick/Volume chart for day trading and thus need volume and tick data intraday but also a few days back (i read somewhere about some 10 minute delay from Amp) I need daily and 60 min spread charts for my spread trading If this will both work through Rithmic instead of CQG from Amp (this is important since someone at Amp told me there is no spread data available.. period), then I will take Rithmic. Of course I want to use Sierra as my one stop charting. I have other questions that I wouldnt mind asking a fellow trader who has been battling the same issues such as you... not for the Sierra board since its not regarding charting... not sure of email policies..and not sure how to send u a private message.. |
| [2015-03-19 00:00:52] |
| User11942 - Posts: 298 |
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Well, WTI front calendar spread charts are attached herein. I'm heading off for today, all the rest tomorrow.
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| CLJ5-CLK5-NYMEX 1 Day #2 2015-03-18 19_52_57.727.png / V - Attached On 2015-03-18 23:59:08 UTC - Size: 19.34 KB - 385 views CLJ5-CLK5-NYMEX 5 Min #1 2015-03-18 19_52_34.062.png / V - Attached On 2015-03-18 23:59:15 UTC - Size: 27.34 KB - 398 views |
| [2015-03-19 00:13:38] |
| User68078 - Posts: 14 |
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awesome thanks
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| [2015-03-19 09:38:59] |
| User11942 - Posts: 298 |
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@User68078 1. You're right, I'm using other applications and data feeds for spread trading. 2. Sorry, I don't know and don't care that much about tick data and data issues of Rithmic thru AMP in SC. So, you'd better off starting a new thread and asking SC and other users about that. 3. If you want to TRADE spreads you have to call your broker at AMP about their terms and conditions for spread trading. 4. Spread data should be available with both Rithmic and CQG feeds on their front-ends thru any brokers (as well as on TT's X_Trader Pro). 5. There is no PM system here. This is a support board. If you have other questions the best way would be asking them somewhere else. E.g. on BMT. https:\\www.bigmiketrading.com Then you can post here a link to your thread there if you want. Hope it helps. |
| [2015-03-19 10:34:21] |
| User46930 - Posts: 28 |
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Anybody doing futures spreads orders with AMP? I can open Depth of Market using CQG spread symbols but up to now I thought AMP does NOT support trading them but they offer CQG spreader so they should support these contracts.... Thanks |
| [2015-03-19 10:48:38] |
| User68078 - Posts: 14 |
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AC96430: I have been down that road. Amp does not allow spread trading. I was merely trying to chart the spreads since i use Amp/Sierra for charting. Not sure about CQG but Rithmic spread charts seem to work |
| [2015-03-19 11:48:53] |
| User11942 - Posts: 298 |
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@AC96430 No, I was told in the very beginning that AMP doesn't support spread trading, so I did never try. But you still can trade any instruments on leg-in/leg-out basis with them (sorta synthetic spreads). Downside of that is what AMP will apply full margin for both legs in this case. That sounds odd b/c once you sold let's say CLJ and bought CLK, exchange should automatically recognize calendar spread and reduce margin to what is required for that CS. Thus, I do trade spreads with another brokerage and trade only outright contracts with AMP. But AMP is moving ahead and they have already made good progress, so there is a good chance they could offer spread trading one day. |
| [2015-03-19 12:12:12] |
| User68078 - Posts: 14 |
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hey guys Thus, I do trade spreads with another brokerage and trade only outright contracts with AMP. But AMP is moving ahead and they have already made good progress, so there is a good chance they could offer spread trading one day. I am doing the same thing. I tested the Rithmic feed for spreads and it works.. though Get Symbols doesnt work .. need to type in the spread symbol: CLJ5-CLK5-NYMEX and this seems to be a exchange traded spread AC96430: If we can message each other I can share what info i have gathered regarding Sierra, Rithmic and exchange traded spread trading FCMs.(J Subs on Skype) |
| [2015-03-19 12:25:10] |
| User11942 - Posts: 298 |
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I am doing the same thing. I tested the Rithmic feed for spreads and it works.. though Get Symbols doesnt work .. need to type in the spread symbol: CLJ5-CLK5-NYMEX and this seems to be a exchange traded spread
Yes, you have to type Rithmic-specific symbols in chart or trading DOM to get spreads but it works in SC. You can find all spread symbols in R|Trader or Pro. |
| Rithmic_spread_symbols.png / V - Attached On 2015-03-19 12:24:55 UTC - Size: 111.23 KB - 412 views |
| [2015-03-19 21:23:33] |
| User68078 - Posts: 14 |
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This is a response from Sierra - hence the confusion Daily spread charts using exchange traded spread data is not supported in Sierra Chart now. So does that mean "need to type in the spread symbol: CLJ5-CLK5-NYMEX" is not really an exchange traded spread data??? its a plain Sierra difference calculation? |
| [2015-03-19 22:00:07] |
| User11942 - Posts: 298 |
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According to what I see, they are exchange traded spread. I trade them almost every single day, there is absolutely no difference between what you get in SC with Rithmic and in CQG IC with CQG feed. To make sure, you can open trading DOM in SC and in R|Trader and compare market depths. They are identical. Speaking of daily charts, yes, they aren't supported by SC on server level. But if you set up your charts like it is shown in the screenshot, you'll get daily charts even if they aren't officially supported. Might be tricky, but it works. Or please explain what do you expect from daily charts. Date Time Of Last Edit: 2015-03-19 22:08:05
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| CLK5-CLM5-NYMEX 1 Day #3 2015-03-19 17_46_55.636.png / V - Attached On 2015-03-19 21:55:19 UTC - Size: 20.71 KB - 393 views Settings.png / V - Attached On 2015-03-19 21:55:35 UTC - Size: 58.34 KB - 401 views |
| [2015-03-19 22:17:38] |
| User68078 - Posts: 14 |
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This is perfect this is all I need.. I thought of getting CQG Q trader and i really like the platform (i am still low volume) but if i can see these on Sierra.. there is no need.. i can execute on SC or R Trader as u mentioned thanks again i sleep today with happy dreams |
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