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Date/Time: Tue, 25 Feb 2025 11:16:24 +0000



Post From: Missing intraday data US futures CQG

[2021-04-09 07:44:08]
User67732 - Posts: 11
I am using CQG and since April 8th AM have not been able to download CME futures intraday overnight data. This is happening for all US futures. Live data is however working but I have missing data for the periods that SC has been shutdown. If I try to delete and download data then I get a message in the log eg:

HD Request # 63 | Error downloading historical Intraday data for F.US.EPM21. Data for instrument F.US.EP (corresponding to ID 1) is not allowed. Result=103. Num Quotes=0 | 2021-04-09 08:25:47.567

A similar message is displayed on screen in a red box. I've updated to the latest version 2247 but this is still happening. I am assuming this is not an authorization problem since I am receiving real time data and can make trades and have had no problems with CQG for the last 5 or 6 years. However my charts now have large gaps for the periods that I have not been running Sierra Charts. Please advise.