Support Board
Date/Time: Sat, 22 Feb 2025 17:22:51 +0000
CQG order routing and denali
View Count: 4053
| [2021-01-08 15:09:49] |
| User313147 - Posts: 48 |
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Hi I want to use CQG for order routing and denali data feed. Is this possible?
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| [2021-01-08 15:30:58] |
| SC Support - Posts: 1933 |
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Yes, you would set-up the Denali Data Feed as is normally done: Denali Exchange Data Feed: *Setup Instructions: Sierra Chart Software Instructions* Step 1 here: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements Then here are the set-up instructions for integrating the Denali Exchange Data Feed with a Trading Service like CQG (or any other that is not the SC Order Routing Service): Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services |
| [2021-01-08 17:14:38] |
| User313147 - Posts: 48 |
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what does market depth mean?
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| [2021-01-08 17:38:08] |
| SC Support - Posts: 1933 |
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See here the investopedia definition: https://www.investopedia.com/terms/m/marketdepth.asp Do you want a real-time view of all the bids and offers in a particular instrument at any time or are you happy with just being able to see the best bid (highest bid) and best offer (lowest offer), what is called Top-Of-Book? |
| [2021-01-10 08:46:57] |
| User313147 - Posts: 48 |
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So if I want to see historical cumulative delta on VWAP or data in the footprint I need market depth? Or do I already get that with Denali?
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| [2021-01-10 08:51:59] |
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No you definitely do not require market depth data for this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-01-10 10:45:34] |
| User313147 - Posts: 48 |
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So it’s just for all data within the DOM? I should be able to see all historical and live data within the VWAP and footprint with Denali data? |
| [2021-01-11 16:05:08] |
| John - SC Support - Posts: 38116 |
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The Market Depth shows all the standing orders at each price waiting to get filled. It is typically seen on the DOM as the numbers up and down the price ladder, but there is also the Market Depth Historical Graph (https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph) that displays the data historically, in a graphical format. The VWAP and Footprint (Numbers Bars in Sierra Chart) do not use the Market Depth data. These are using the information of trades that have actually occurred. Therefore, if you are using items like VWAP and Footprints (Numbers Bars), then you do not need the Market Depth. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-01-21 14:26:39] |
| User313147 - Posts: 48 |
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Inline with the update posted that denali feed is going to be provided for all users does that mean if I want to still use CQG for order routing what do I need to do? Is it still the same steps as per original post on this thread or has it changed? |
| [2021-01-21 15:16:12] |
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Yes the same.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-02-01 18:09:03] |
| User313147 - Posts: 48 |
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if i am connected to my CQG account for placing trades when I am using sierra chart does that mean i don't need to connect to trading account as I am already doing so?
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| [2021-02-01 19:36:03] |
| John - SC Support - Posts: 38116 |
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Yes, that is correct. You are constantly connecting to your trading account, so you do not need to anything special in order to qualify for the Non-Professional CME Group exchange fees.
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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