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Date/Time: Tue, 18 Feb 2025 23:57:50 +0000



can't fill missing Market Data after computer failure

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[2021-01-04 15:29:37]
fgagnepain - Posts: 3
Hi,

As shown on the attached screenshot, I have a gap in market data between Dec 06th and Jan 3rd.
I had to bring my computer for repair, and upon restarting Sierra, I can't fill the market data gap.
I checked symbol settings, Chart days to load is correct, did right click on chart and download, did delete all and download, disconnect/reconnect, restarted, went through help topics, etc.
I checked these threads too:
Unable to Download Missing Data
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart

Nothing has worked, I still have this gap in market data.
I don't know what else to do.
Thanks for your help!
image2021-01-04_09-55-24.jpg / V - Attached On 2021-01-04 15:29:10 UTC - Size: 597.94 KB - 231 views
[2021-01-04 17:48:41]
John - SC Support - Posts: 38036
We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG

Also refer to this post for steps that you need to do now:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144

The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*

The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps.

In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required.

For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service:
Sierra Chart / Trading Technologies Futures Order Routing Service

In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided.

Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time data.
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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