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Date/Time: Tue, 25 Feb 2025 04:54:25 +0000



On CQG Order Routing with Denali Data

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[2021-04-05 13:14:04]
User414533 - Posts: 106
Another quick question: I normal do my market replay practice through SC Data. If I'm connected to CQG API I won't be recording market depth data will I? Is there a way to record SC Data for market depth replay purposes while connected to CQGAPI? Or should I just do my market replay connected to CGQ API and no longer connect to SC Data?
[2021-04-05 16:34:48]
John - SC Support - Posts: 38150
When you have your service set to CQG WebAPI (or any setting really), and you are using the Denali Exchange Data Feed, then as long as the option for File >> Data/Service Settings >> Common Settings >> Allow Support For Sierra Chart Data Feeds is set to Yes, then you will get the data from the Denali Exchange Data Feed.

Therefore, you can work with the replay while connected to CQG without any problem since you are set up to get the Market Depth through the Denali Exchange Data Feed.
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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