Support Board
Date/Time: Wed, 12 Feb 2025 16:17:24 +0000
CQG Market Depth getting rejected
View Count: 516
| [2020-11-03 20:00:32] |
| User522889 - Posts: 10 |
|
I switched back to CQG from Denali TOB, and I am now having issues getting Market Depth. I've worked with AMP to try to get it configured properly, but it looks like my account may have a flag for rejecting Market Depth data. Enabling compression for file: C:\SierraChart\Data\F.US.M2KZ20.scid. This may take a while. | 2020-11-03 11:30:06.794 File compression enabled. C:\SierraChart\Data\F.US.M2KZ20.scid. CompressionState=2 | 2020-11-03 11:30:06.794 * F.US.M2KZ20 #2 | Reloading chart. | 2020-11-03 11:30:06.795 F.US.M2KZ20 #2 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-11-03 11:30:06.795 Mapping F.US.M2KZ20 to M2KZ20. Service code: cme | 2020-11-03 11:30:07.291 SC Data - All Services | Starting real-time market data updates for: F.US.M2KZ20 (M2KZ20). ID: 2 Service code: cme | 2020-11-03 11:30:07.291 CQG WebAPI | Sending symbol resolution request for F.US.M2KZ20. ID: 928543 | 2020-11-03 11:30:07.291 SC Data - All Services | Requesting security definition data for: F.US.M2KZ20 (M2KZ20). ID: 2 | 2020-11-03 11:30:07.291 Added historical Intraday data request for F.US.M2KZ20 to the queue. | 2020-11-03 11:30:07.291 Intraday data recording state for symbol F.US.M2KZ20 is set to download 'Pending'. | 2020-11-03 11:30:07.291 Triggering next historical data download in queue. | 2020-11-03 11:30:07.291 Delaying start of download for F.US.M2KZ20 | 2020-11-03 11:30:07.293 CQG WebAPI | Received symbol resolution report for symbol F.US.M2KZ20. Search Symbol: F.US.M2KZ20. Request ID: 928543. Contract ID: 2. | 2020-11-03 11:30:07.368 SC Data - All Services | Received security definition for symbol F.US.M2KZ20 | 2020-11-03 11:30:07.440 Requesting market depth updates for: F.US.M2KZ20 if supported. | 2020-11-03 11:30:10.960 SC Data - All Services | Market Depth data has been rejected for symbol: F.US.M2KZ20. Not authorized for market depth. | 2020-11-03 11:30:11.130 HD Request # 7 | Downloading Intraday chart data for F.US.M2KZ20 to the file F.US.M2KZ20.scid. Service: cme | 2020-11-03 11:30:12.127 HD Request # 7 | Download start date-time: 2020-05-01 12:30:12.000000. File last date-time: 00:00:00.000000 | 2020-11-03 11:30:12.128 HD Request # 7 | Using server: ds23.sierracharts.com port 10149 | 2020-11-03 11:30:12.128 Socket (3) | Creating socket. | 2020-11-03 11:30:12.128 Socket (3) | New receive buffer size: 5242880 | 2020-11-03 11:30:12.128 Socket (3) | Connecting to IP: 216.1.90.130. | 2020-11-03 11:30:12.128 HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-11-03 11:30:12.289 HD Request # 7 | Sending historical data logon request message. | 2020-11-03 11:30:12.289 HD Request # 7 | Requesting Intraday data. Start date-time: 2020-05-01 12:30:12. Record interval: 0. Symbol: M2KZ20 | 2020-11-03 11:30:13.086 HD Request # 7 | Decompressing data. | 2020-11-03 11:30:13.155 HD Request # 7 | Receiving Intraday data for F.US.M2KZ20 starting at 2020-06-04 08:58:17.000000 | 2020-11-03 11:30:13.391 HD Request # 7 | Timestamp of first Intraday data file record written: 2020-06-04 08:58:17.000000 | 2020-11-03 11:30:13.678 Socket (3) | CloseSocket call. | 2020-11-03 11:30:28.668 Socket (3) | 0 bytes remaining in receive buffer when socket closed. | 2020-11-03 11:30:28.668 Historical data download thread signaled to stop. | 2020-11-03 11:30:28.668 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-11-03 11:30:28.668 HD Request # 7 | Received 2200462 records from 2020-06-04 08:58:17.000000 to 2020-11-03 11:30:27.148000 (152.1 days) and wrote 2200462 records for F.US.M2KZ20 | 2020-11-03 11:30:28.668 HD Request # 7 | Add time&sales data | Remembered last file record date-time: 2020-11-03 19:30:27.148000 | 2020-11-03 11:30:28.674 Added 8 Time and Sales records to Intraday data file for F.US.M2KZ20 after download. | 2020-11-03 11:30:28.674 HD Request # 7 | Completion time: 16s | 2020-11-03 11:30:28.678 HD Request # 7 | Intraday data download complete for F.US.M2KZ20. Unique request ID: 6 | 2020-11-03 11:30:28.678 Removing historical data download ID 6. | 2020-11-03 11:30:28.678 Real-time Intraday chart data file updates started for F.US.M2KZ20 | 2020-11-03 11:30:28.678 Intraday chart data file opened for F.US.M2KZ20 | 2020-11-03 11:30:28.678 HD Request # 7 | Enabling Intraday chart updating for symbol. | 2020-11-03 11:30:28.678 |
| [2020-11-03 22:43:27] |
| John - SC Support - Posts: 37894 |
|
The issue is that you are still setup to receive data from the Denali Exchange Data Feed, as it is still available through the end of November. Go to File >> Data/Trade Service Settings and uncheck the option for Allow Support For Sierra Chart Data Feeds. Then Disconnect and Reconnect to the data feed. This will then make the CQG data the priority service. Refer to the information here: Data/Trade Service Settings: Allow Support for Sierra Chart Data Feeds (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) 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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