Support Board
Date/Time: Mon, 24 Feb 2025 09:39:15 +0000
Post From: No historical depth data affter switching from TT to CQG order routing
| [2021-03-04 21:28:01] |
| Zosimus - Posts: 345 |
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I'm using Denali data feed and just switched from TT order routing to CQG order routing. Since I switched my charts do not get historical depth data. "Support Downloading Historical Market Depth Data" is set to "Yes" On the message log I see that historical depth data did download but with Denali symbols. Loaded depth data records for ESH21_FUT_CME 2021-02-23 from 2021-02-22 19:00:00.003000 to 2021-02-23 18:59:59.814000. | 2021-03-04 16:03:13.214 Loaded depth data records for ESH21_FUT_CME 2021-02-24 from 2021-02-23 19:00:00.002000 to 2021-02-24 18:59:59.950000. | 2021-03-04 16:03:16.203 Loaded depth data records for ESH21_FUT_CME 2021-02-25 from 2021-02-24 19:00:00.002000 to 2021-02-25 18:59:59.974000. | 2021-03-04 16:03:20.313 Loaded depth data records for ESH21_FUT_CME 2021-02-26 from 2021-02-25 19:00:00.003000 to 2021-02-26 17:00:00.064000. | 2021-03-04 16:03:25.010 Loaded depth data records for ESH21_FUT_CME 2021-02-28 from 2021-02-28 18:00:00.000000 to 2021-02-28 18:59:59.986000. | 2021-03-04 16:03:25.069 Loaded depth data records for ESH21_FUT_CME 2021-03-01 from 2021-02-28 19:00:00.003000 to 2021-03-01 18:59:59.945000. | 2021-03-04 16:03:27.207 Loaded depth data records for ESH21_FUT_CME 2021-03-02 from 2021-03-01 19:00:00.004000 to 2021-03-02 18:59:59.944000. | 2021-03-04 16:03:29.938 Loaded depth data records for ESH21_FUT_CME 2021-03-03 from 2021-03-02 19:00:00.003000 to 2021-03-03 18:59:59.994000. | 2021-03-04 16:03:33.211 Loaded depth data records for ESH21_FUT_CME 2021-03-04 from 2021-03-03 19:00:00.000000 to 2021-03-04 13:59:56.784000. | 2021-03-04 16:03:36.645 My charts are using CQG symbols now because I switched to CQG order routing (although the data itself is supposed to be Denali) |