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Date/Time: Wed, 19 Feb 2025 00:18:25 +0000



CQG problems

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[2021-01-04 15:36:17]
User318934 - Posts: 3
I've been having the issue of not being able to receive intraday data from before 12/09/20 when contract is set to continuous date rule rollover. The data I have is CQG, CME only. I've tried deleting and redownloading data, as well as updating and reinstalling sierra charts completely to no avail. Can this be due to the "Changes to Historical Data: Interactive Brokers, CQG" update? It doesn't seem reasonable that the available data would be reduced to that, but I havent had any success trying the most common solutions to this problem.
Thank you in advance for any help.
[2021-01-04 18:04:31]
John - SC Support - Posts: 38036
Yes, this is due to the historical data changes for CQG.

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
[2021-01-04 21:17:32]
User318934 - Posts: 3
okay sounds good, I'm attempting to scrap my CQG feed and switch to Denali. I'm with AMP Futures and filled it out on their side of things (which was SC data TT-W (FIX) Denali). It appears I'm still getting an error that says "trade account not connected" when I log into the Sierra platform and attempt to connect. I've completed the user agreements for Denali, was there something else I need to activate denali on the SC side of things, or should I just contact AMP about establishing the account.
thanks in advance for any help, it is much appreciated.
[2021-01-04 21:57:39]
John - SC Support - Posts: 38036
If you have already told AMP to get you setup with the Sierra Chart Order Routing Service, then the next thing is to follow the Setup Instructions here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions
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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