Support Board
Date/Time: Fri, 14 Mar 2025 19:04:14 +0000
CQG Setup
View Count: 417
| [2022-06-28 17:17:34] |
| Pak Leung - Posts: 2 |
|
Hello, I am setup for data through CQG from AMP. I was able to log in under package 11 but there was an error when it was trying to download data. So I figure I would try going into my SC account and activated the Denali data feed and activated the CME bundle. Now I'm able to get live data but I'm having two issues: 1. Can't route any order. Getting message "CQG Order Update. Status: REJECTED......" I contacted AMP they reset the routing but it's still not working. Is this because I have both Denali and CQG activated? (Not the "CQG Denali Feed - Order Routing Only") 2. I'm only able to load about 8 days of data and the settings are exactly the same as when I was testing the demo account. Is the historical feed supposed to be from Denali or CQG? Please advise what's going on here and what I need to do to get setup. thank you |
| [2022-06-28 18:11:05] |
| John - SC Support - Posts: 38669 |
|
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 We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-06-28 18:27:58] |
| Pak Leung - Posts: 2 |
|
Hello, I'm having issues on the ES. Symbol F.US.EPU22. I've copied the message and the service log. See below. Thank you. MESSAGE LOG Software version: 2403 64-bit | 2022-06-28 18:23:28.868 Primary Thread ID: 9008 | 2022-06-28 18:23:28.868 Usage end date: 2022-09-27 | 2022-06-28 18:23:28.868 Enabled for: Advanced Features 2. | 2022-06-28 18:23:28.868 Enabled for: Sierra Chart Historical Data Service. | 2022-06-28 18:23:28.868 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-06-28 18:23:28.868 Enabled for: Delayed Denali Exchange Data Feed. | 2022-06-28 18:23:28.868 Enabled for exchange2: CME (Trading Account Required) | 2022-06-28 18:23:28.868 Enabled for exchange2: CBOT (Trading Account Required) | 2022-06-28 18:23:28.868 Enabled for exchange2: COMEX (Trading Account Required) | 2022-06-28 18:23:28.868 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-06-28 18:23:28.868 Enabled for exchange2: fairx_exchange.data | 2022-06-28 18:23:28.868 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-06-28 18:23:28.868 Current selected Data/Trading service: CQG WebAPI | 2022-06-28 18:23:28.868 Custom symbol settings values: enabled | 2022-06-28 18:23:28.868 Chart Update Interval: 500 | 2022-06-28 18:23:28.868 Intraday Data Storage Time Unit: 1 | 2022-06-28 18:23:28.868 Time Zone: +00:00:00 (UTC+00) | 2022-06-28 18:23:28.868 2022-06-28 18:23:28 Local computer time in UTC | 2022-06-28 18:23:28.868 2022-06-28 18:23:28 Local computer time in SC Time Zone | 2022-06-28 18:23:28.868 Program path: C:\SierraChart\ | 2022-06-28 18:23:28.868 Data Files path: C:\SierraChart\Data\ | 2022-06-28 18:23:28.868 OS Version Number: 10.0 | 2022-06-28 18:23:28.868 Locale Setting: C | 2022-06-28 18:23:28.868 DLLs: UserContributedStudies_64.dll | 2022-06-28 18:23:28.868 Allowed protected custom studies: | 2022-06-28 18:23:28.868 Crash reporter started: true | 2022-06-28 18:23:28.868 Sierra Chart account data changed. Requesting updated account information. | 2022-06-28 18:24:45.543 Successfully processed Sierra Chart account data. | 2022-06-28 18:24:47.187 File >> Disconnect selected. | 2022-06-28 18:24:56.362 CQG WebAPI | Sending Web API Logoff message. | 2022-06-28 18:24:56.363 CQG WebSocket socket (1) | CloseSocket call. | 2022-06-28 18:24:56.363 CQG WebSocket | WebSocket closed. | 2022-06-28 18:24:56.363 CQG WebAPI | WebSocket closed. | 2022-06-28 18:24:56.363 CQG WebSocket socket (1) | Write in progress. Shutdown being delayed. PendingSize=0 | 2022-06-28 18:24:56.364 SC Data - All Services | Waiting for socket receive thread to end | 2022-06-28 18:24:56.364 DTC Client socket (2) | CloseSocket call. | 2022-06-28 18:24:56.364 SC Data - All Services | Disconnected from the server. | 2022-06-28 18:24:56.364 CQG WebAPI | Disconnected. | 2022-06-28 18:24:56.364 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2022-06-28 18:24:56.364 CQG WebSocket socket (1) | Write has completed. Shutdown being performed. | 2022-06-28 18:24:56.442 CQG WebSocket socket (1) | Shutdown started. Waiting for graceful close. | 2022-06-28 18:24:56.442 CQG WebAPI | Connecting to server api.cqg.com | 2022-06-28 18:25:07.774 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2022-06-28 18:25:07.774 CQG WebSocket socket (3) | Creating socket. Using TLS 1.2. | 2022-06-28 18:25:07.775 CQG WebSocket socket (3) | New receive buffer size: 5242880 | 2022-06-28 18:25:07.776 CQG WebSocket socket (3) | Connecting to IP: 208.48.16.35. | 2022-06-28 18:25:07.776 CQG WebSocket | Opening WebSocket. | 2022-06-28 18:25:07.823 CQG WebSocket | Sending WebSocket handshake. | 2022-06-28 18:25:07.823 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2022-06-28 18:25:08.176 CQG WebSocket | Server header | Connection: upgrade | 2022-06-28 18:25:08.176 CQG WebSocket | Server header | Sec-WebSocket-Accept: bXzaLOEcQXRaKhDGKAODJqbEflk= | 2022-06-28 18:25:08.176 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2022-06-28 18:25:08.176 CQG WebSocket | Server header | Upgrade: websocket | 2022-06-28 18:25:08.176 CQG WebSocket | Server header | | 2022-06-28 18:25:08.176 CQG WebSocket | Web socket state is now open. | 2022-06-28 18:25:08.176 CQG WebAPI | WebSocket connected. | 2022-06-28 18:25:08.176 CQG WebAPI | Sending market data logon message. | 2022-06-28 18:25:08.176 CQG WebAPI | Base Time: 2022-06-18T06:53:03. 2022-06-18 06:53:03 | 2022-06-28 18:25:08.429 CQG WebAPI | Logon successful. Session Token = FCQsqCSPgw1YvwcBppoqK4LNu/FIt1SHLw52IC9C08QMn8KeUzLHfqZuA92DNwgw4PlyAyzCrXu | 2022-06-28 18:25:08.429 CQG WebAPI | Connected to server complete. | 2022-06-28 18:25:08.429 Triggering next historical data download in queue. | 2022-06-28 18:25:08.430 Triggering next historical data download in queue. | 2022-06-28 18:25:08.430 Triggering next historical data download in queue. | 2022-06-28 18:25:08.430 Triggering next historical data download in queue. | 2022-06-28 18:25:08.430 Updated verified funded futures trading account ending date to: 2022-07-28 18:25:08 | 2022-06-28 18:25:08.430 CQG WebAPI | Sending Trade Accounts request message. | 2022-06-28 18:25:08.433 No download requests in the queue to start downloads for. | 2022-06-28 18:25:08.433 No download requests in the queue to start downloads for. | 2022-06-28 18:25:08.433 No download requests in the queue to start downloads for. | 2022-06-28 18:25:08.433 No download requests in the queue to start downloads for. | 2022-06-28 18:25:08.434 CQG WebAPI | Brokerage name: AMP. Account Name: 150764 | 2022-06-28 18:25:08.579 Updated verified funded futures trading account ending date to: 2022-07-28 18:25:08 | 2022-06-28 18:25:08.579 CQG WebAPI | Sending collateral subscribe request. | 2022-06-28 18:25:08.579 Mapping F.US.EPU22 to ESU22. Service code: cme | 2022-06-28 18:25:08.619 Using symbol data fast lookup vector | 2022-06-28 18:25:08.619 SC Data - All Services | Starting real-time market data updates for: F.US.EPU22 (ESU22). ID: 1 Service code: cme | 2022-06-28 18:25:08.619 SC Data - All Services | Connecting to the server ds23.sierracharts.com. Port 10048 | 2022-06-28 18:25:08.619 CQG WebAPI | Sending symbol resolution request for F.US.EPU22. ID: 387095 | 2022-06-28 18:25:08.619 SC Data - All Services | Requesting security definition data for: F.US.EPU22 (ESU22). ID: 1 | 2022-06-28 18:25:08.619 Added historical Intraday data request for F.US.EPU22 to the queue. | 2022-06-28 18:25:08.620 Intraday data recording state for symbol F.US.EPU22 is set to download 'Pending'. | 2022-06-28 18:25:08.620 Triggering next historical data download in queue. | 2022-06-28 18:25:08.620 DTC Client socket (4) | Creating socket. | 2022-06-28 18:25:08.620 DTC Client socket (4) | New receive buffer size: 5242880 | 2022-06-28 18:25:08.621 DTC Client socket (4) | Connecting to IP: 216.1.90.130. | 2022-06-28 18:25:08.621 Delaying start of download for F.US.EPU22. | 2022-06-28 18:25:08.630 SC Data - All Services | Network connection to server complete. | 2022-06-28 18:25:08.772 SC Data - All Services | Starting socket receive thread. | 2022-06-28 18:25:08.772 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2022-06-28 18:25:08.772 CQG WebAPI | Received symbol resolution report for symbol F.US.EPU22. Search Symbol: F.US.EPU22. Request ID: 387095. Contract ID: 1. | 2022-06-28 18:25:08.773 SC Data - All Services | Setting DTC encoding to Binary VLS | 2022-06-28 18:25:08.997 SC Data - All Services | Sending logon request message. | 2022-06-28 18:25:08.997 SC Data - All Services | Received logon response. | 2022-06-28 18:25:09.834 SC Data - All Services | Server Name: SC Realtime Server. | 2022-06-28 18:25:09.834 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2022-06-28 18:25:09.834 SC Data - All Services | Successfully connected. | 2022-06-28 18:25:09.834 SC Data - All Services | Trading is not supported. | 2022-06-28 18:25:09.834 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPU22 -> ESU22 | 2022-06-28 18:25:09.834 SC Data - All Services | Received security definition for symbol F.US.EPU22 | 2022-06-28 18:25:10.054 CQG WebAPI | Sending positions subscribe request. RequestID: 387096 | 2022-06-28 18:25:11.443 CQG WebAPI | Sending orders subscribe request. RequestID: 387097 | 2022-06-28 18:25:11.443 HD Request # 3 | Downloading Intraday chart data for F.US.EPU22 to the file F.US.EPU22.scid. Service: cme | 2022-06-28 18:25:15.879 HD Request # 3 | Download start date-time: 2022-06-28 18:24:55.000000. File last date-time: 2022-06-28 18:24:55.000000 | 2022-06-28 18:25:15.879 HD Request # 3 | Using server: ds21.sierracharts.com port 10150 | 2022-06-28 18:25:15.879 Socket (5) | Creating socket. | 2022-06-28 18:25:15.937 Socket (5) | New receive buffer size: 5242880 | 2022-06-28 18:25:15.937 Socket (5) | Connecting to IP: 216.1.90.129. | 2022-06-28 18:25:15.937 HD Request # 3 | Setting DTC encoding to Binary VLS | 2022-06-28 18:25:16.190 HD Request # 3 | Sending historical data logon request message. | 2022-06-28 18:25:16.190 HD Request # 3 | Requesting Intraday data. Start date-time: 2022-06-28 18:24:55. Record interval: 1. Symbol: ESU22 | 2022-06-28 18:25:16.799 HD Request # 3 | Decompressing data. | 2022-06-28 18:25:16.930 HD Request # 3 | Receiving Intraday data for F.US.EPU22 starting at 2022-06-28 18:24:55.053000 | 2022-06-28 18:25:16.939 Socket (5) | CloseSocket call. | 2022-06-28 18:25:16.940 Historical data download thread signaled to stop. | 2022-06-28 18:25:16.940 Socket (5) | Shutdown started. Waiting for graceful close. | 2022-06-28 18:25:16.940 HD Request # 3 | Timestamp of first Intraday data file record written: 2022-06-28 18:24:55.053000. | 2022-06-28 18:25:16.940 HD Request # 3 | Received 18 Intraday data records from 2022-06-28 18:24:55.053000 to 2022-06-28 18:25:14.120000 (19.1 seconds) and wrote 18 records for F.US.EPU22 | 2022-06-28 18:25:16.940 HD Request # 3 | Add time&sales data | Remembered last file record date-time: 2022-06-28 18:25:14.120000 | 2022-06-28 18:25:16.950 Added 1 Time and Sales records to Intraday data file for F.US.EPU22 after download. | 2022-06-28 18:25:16.950 HD Request # 3 | Completion time: 1s. | 2022-06-28 18:25:16.950 HD Request # 3 | Intraday data download complete for F.US.EPU22. Unique request ID: 3 | 2022-06-28 18:25:16.950 Removing historical data download ID 3. | 2022-06-28 18:25:16.950 Real-time Intraday chart data file updates started for F.US.EPU22 | 2022-06-28 18:25:16.950 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPU22.scid. Thread ID: 9008 | 2022-06-28 18:25:16.959 Intraday chart data file opened for F.US.EPU22 | 2022-06-28 18:25:16.959 HD Request # 3 | Enabling Intraday chart updating for symbol. | 2022-06-28 18:25:16.959 Triggering next historical data download in queue. | 2022-06-28 18:25:16.959 No download requests in the queue to start downloads for. | 2022-06-28 18:25:16.959 Socket (5) | Socket gracefully closed by remote side. | 2022-06-28 18:25:17.065 Socket (5) | Closed. | 2022-06-28 18:25:17.066 TRADE SERVICE LOG TradeActivity files query time: 0.011314 seconds. Entries: 0. Current queries: 2 | 2022-06-28 18:21:45.214 TradeActivity files query time: 0.003721 seconds. Entries: 48. Current queries: 2 | 2022-06-28 18:21:45.218 TradeActivity files query time: 0.004538 seconds. Entries: 0. Current queries: 1 | 2022-06-28 18:22:19.423 SC Data - All Services | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1 | 2022-06-28 18:22:21.651 SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2022-06-28 18:22:21.651 SC Data - All Services | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1 | 2022-06-28 18:25:09.834 SC Data - All Services | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 | 2022-06-28 18:25:09.834 Trade Order Error - CQG order update. Status: REJECTED. Text: Cannot route the order at this time. Internal Order ID: 740. Service Order ID: 1354980136. Symbol: F.US.EPU22. Account: 150764 | 2022-06-28 18:26:01.555 * Trade Order Error - CQG order update. Status: REJECTED. Text: Cannot route the order at this time. Internal Order ID: 743. Service Order ID: 1354970517. Symbol: F.US.EPU22. Account: 150764 | 2022-06-28 18:26:01.740 * |
| [2022-06-28 18:48:47] |
| John - SC Support - Posts: 38669 |
|
There is no specific reason why you would not be getting more data into your chart, particularly since you are on the current contract for the symbol. Refer to the following information for how to get more data into an Intraday chart: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data With regards to the order not going through, we see the following in your Trade Service Log: Trade Order Error - CQG order update. Status: REJECTED. Text: Cannot route the order at this time. Internal Order ID: 740. Service Order ID: 1354980136. Symbol: F.US.EPU22. Account: 150764 | 2022-06-28 18:26:01.555 *
There is no reason why you should be getting this error, as the market is open. But you will have to ask your broker about why you are getting this. The message is coming from CQG and we are just reporting it. Your broker will have to find out why you are getting this specific error. 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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