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Date/Time: Tue, 25 Feb 2025 09:57:04 +0000



Missing Data for ES contract using CQG data

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[2021-04-09 01:06:20]
User287821 - Posts: 6
Hello,

I have an account with SC that was originally set up through AMP. I followed the instructions to take over the billing of SC on my account. I added contact information after I had already made a payment, so not sure if that could cause problems, but worth a mention. I did not change any data settings and am still getting CQG data without issue for every symbol except ES.

So I can get 3 months of complete intraday data for every contract except ES. I was trading ES today from my account with no issues, but I noticed there were gaps in the data on my cumulative delta study I use. So, I made sure my symbol settings were up to date and I did a "delete all data and download" for the ES chart. After doing this I only have intraday data going back to April 4th 2021 (4 days). I can still load long term daily data though. The chart settings were not changed and I verified I have days to load at 100 and intraday chart selected.

I feel like this could be related to the billing change and something maybe got messed up with my exchange/data fees through AMP (with CQG) or something. However, why would I be able to trade and load data from other contracts without issue?

Thanks!
Date Time Of Last Edit: 2021-04-09 23:09:26
[2021-04-09 14:59:56]
John - SC Support - Posts: 38150
This sounds like an issue on the CQG side of things, but get us your Message Log using the following instructions and we'll see if there is anything obvious in it:

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Open a chart for the symbol you have an issue with. Tell us that symbol of the chart.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-09 23:01:53]
User287821 - Posts: 6
I just sent the log in using the "send for analysis button". The symbol is F.US.EPM21. This chartbook has several other symbols and many charts, if this makes the log too cluttered I can make a simple one-chart chartbook and resend if you like.

Also, I contacted CQG about this and they said they were unaware of any issue and that I should see what you guys could find out first.
Date Time Of Last Edit: 2021-04-09 23:35:01
[2021-04-11 01:28:40]
User287821 - Posts: 6
Update:

This is happening to every chart that I "delete all data and download" on. Maybe CQG only provides 4 days of intraday data at a time now?

Update to this update:

I see in this post: Historical Data not working anymore after | Post: 260745

you say CQG only provides 5 days of tick data. I guess my data has been accumulating as I have the same charts loaded and this is why I thought that I had more. This post is the only place I have seen this information before.

Obviously 5 days of complete data is going to be insufficient to trade with. If this is truly the case this is absolutely unacceptable. I guess I'll have to switch to the denali service. I am not up to date on the status of the SC order routing service, but last I heard it was having issues. CQG has been pretty good with order routing (in my experience at least) so I'll probably stick to what has been working. Hopefully there are not issues with using SC data and CQG order routing.

I cannot find info on how much tick data you can download at a time with Denali. I read through Historical Data not working anymore after | Post: 260745

How much complete, tick by tick data can I download at once with Denali?
Date Time Of Last Edit: 2021-04-11 02:13:02
[2021-04-11 19:30:40]
Sierra Chart Engineering - Posts: 104368
Hopefully there are not issues with using SC data and CQG order routing.
No.

How much complete, tick by tick data can I download at once with Denali?
Depending upon the symbol there should be at least about 8 years worth. And even more of a non-tick data.

Here are the instructions to use the Denali Exchange Data Feed:
Denali Exchange Data Feed
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
Date Time Of Last Edit: 2021-04-11 19:30:54
[2021-04-11 21:03:19]
User287821 - Posts: 6
Ok I've switched over and so far so good. 5m bars for years! I loaded 4k days of ES and and it looks like the bid/ask data is good starting at about 3/10/2011. That's plenty for me. Thank you for this awesome platform and the support you provide!
[2021-04-11 22:27:15]
User287821 - Posts: 6
Not getting any Sunday data except for ZN. What could be the cause?

Using this exchange agreement:
Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts
Symbols: CME, GBLX, CBOT, CBOTM, COMEX, CXMI, NYMEX, NYMI

Shouldn't GBLX be GLBX?

UPDATE:
a disconnect and reconnect downloaded the activity for today, but I have no bid/ask info or real time data. I can't see any activity on the trading DOM and bid/ask is not displayed on the chart. Prices not updating on the chart. I have to disco then reconnect to download price history every few minutes now

UPDATE:
I changed remote buffer delay send time to 150ms in SC server settings. It looks like I have real time data for all contracts now.

Can you point me to information about troubleshooting with the SC server settings? Like when would you force it to use port 443? Thanks
Date Time Of Last Edit: 2021-04-11 23:27:35
[2021-04-12 01:43:51]
Sierra Chart Engineering - Posts: 104368
Refer to this post here regarding this and the missing data:
Denali Data Feed CME Group Market Data Feed Interruption - Some Servers First Hour 2021-04-11
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

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