Login Page - Create Account

Support Board


Date/Time: Mon, 17 Mar 2025 02:36:49 +0000



CQG routing and Denali data

View Count: 583

[2022-09-02 20:09:10]
rondawes - Posts: 39
I'm having issues switching over to SC from previously using another chart vendor and CQG data and routing from AMP.

I had AMP set me up for the WebAPI for CQG routing only, no data.

I've followed the instruction send in a direct support ticket including setting the YES for using Denali data in the data/services setup box. I converted my symbols according to directions. But see the attached screenshot. I cannot get Denali data to show up. The log is below. I have a support ticket open but you seem to prefer interacting here, which is fine.

Thanks







Reading Internal Order ID file. | 2022-09-02 15:01:19.728
Reading Trade Orders file. | 2022-09-02 15:01:19.850
Reading Trade Positions file. | 2022-09-02 15:01:19.850
Reading Trade Account Data files. | 2022-09-02 15:01:19.851
Software version: 2430 64-bit | 2022-09-02 15:01:19.881
Primary Thread ID: 18228 | 2022-09-02 15:01:19.881
Usage end date: 2022-10-12 | 2022-09-02 15:01:19.881
Enabled for: Advanced Features 2. | 2022-09-02 15:01:19.881
Enabled for: Sierra Chart Historical Data Service. | 2022-09-02 15:01:19.882
Enabled for: Denali Real-Time Exchange Data Feed. | 2022-09-02 15:01:19.882
Enabled for: Delayed Denali Exchange Data Feed. | 2022-09-02 15:01:19.882
Enabled for exchange2: fairx_exchange.data | 2022-09-02 15:01:19.882
Allow Support for Sierra Chart Data Feeds is enabled. | 2022-09-02 15:01:19.882
Current selected Data/Trading service: CQG WebAPI | 2022-09-02 15:01:19.882
Custom symbol settings values: enabled | 2022-09-02 15:01:19.882
Chart Update Interval: 100 | 2022-09-02 15:01:19.882
Intraday Data Storage Time Unit: 0 | 2022-09-02 15:01:19.882
Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2022-09-02 15:01:19.882
2022-09-02 20:01:19 Local computer time in UTC | 2022-09-02 15:01:19.882
2022-09-02 15:01:19 Local computer time in SC Time Zone | 2022-09-02 15:01:19.882
2022-09-02 20:01:17 Server time in UTC | 2022-09-02 15:01:19.882
Local computer UTC time and Server UTC time difference: 1 seconds. | 2022-09-02 15:01:19.882
Program path: C:\SierraChart\ | 2022-09-02 15:01:19.882
Data Files path: C:\SierraChart\Data\ | 2022-09-02 15:01:19.882
OS Version Number: 10.0 | 2022-09-02 15:01:19.882
Locale Setting: C | 2022-09-02 15:01:19.882
DLLs: UserContributedStudies_64.dll | 2022-09-02 15:01:19.882
Allowed protected custom studies: | 2022-09-02 15:01:19.882
Crash reporter started: true | 2022-09-02 15:01:19.882

Checking for new symbol settings. Requested symbol settings MD5 for service code cqg. Request ID: 1. | 2022-09-02 15:01:19.914
HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2022-09-02 15:01:19.974
HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2022-09-02 15:01:20.154
HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2022-09-02 15:01:20.154
Received 5 login tokens. | 2022-09-02 15:01:20.916
Symbol settings MD5 received. Request ID: 1. | 2022-09-02 15:01:21.844
Symbol settings are up-to-date for cqg. | 2022-09-02 15:01:21.844
Requesting current DateTime from Sierra Chart server. | 2022-09-02 15:01:24.259
Files to Open on Startup | Opening file: ron1.Cht | 2022-09-02 15:01:24.697
F.US.EPU22 20000 Volume #3 | Reloading chart. | 2022-09-02 15:01:24.717
F.US.EPU22 750 Volume #7 | Reloading chart. | 2022-09-02 15:01:24.749
F.US.EPU22 2000 Trades #1 | Reloading chart. | 2022-09-02 15:01:24.764
F.US.EPU22 [C] 15 Min #6 | Reloading chart. | 2022-09-02 15:01:24.777

CQG WebAPI | Connecting to server api.cqg.com | 2022-09-02 15:01:24.780
CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2022-09-02 15:01:24.780
CQG WebAPI | Using primary service for historical data for F.US.EPU22 | 2022-09-02 15:01:24.780
No historical data client is currently set to download historical Intraday data for F.US.EPU22. | 2022-09-02 15:01:24.781
CQG WebSocket socket (2) | Creating socket. Using TLS 1.2. | 2022-09-02 15:01:24.781
CQG WebSocket socket (2) | New receive buffer size: 5242880 | 2022-09-02 15:01:24.781
CQG WebSocket socket (2) | Connecting to IP: 208.48.16.35. | 2022-09-02 15:01:24.781
F.US.EPU22 20000 Volume #2 | Reloading chart. | 2022-09-02 15:01:24.799
F.US.EPU22 1 Sec #4 | Reloading chart. | 2022-09-02 15:01:24.841
F.US.EPU22 1 Sec #5 | Reloading chart. | 2022-09-02 15:01:24.859
F.US.EPU22 1 Min #9 | Reloading chart. | 2022-09-02 15:01:24.891
F.US.EPU22 20000 Volume #3 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.925
F.US.EPU22 750 Volume #7 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.937
F.US.EPU22 2000 Trades #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.950
F.US.EPU22 [C] 15 Min #6 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.962
F.US.EPU22 20000 Volume #2 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.967
CQG WebSocket | Opening WebSocket. | 2022-09-02 15:01:24.973
CQG WebSocket | Sending WebSocket handshake. | 2022-09-02 15:01:24.973
F.US.EPU22 1 Sec #4 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.975
F.US.EPU22 1 Sec #5 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.981
F.US.EPU22 1 Min #9 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\F.US.EPU22.scid | 2022-09-02 15:01:24.992
Received Date-time from server. Delay adjusted UTC Date-time: 2022-09-02 20:01:25.326. Round-trip delay: 00:00:00.369 | 2022-09-02 15:01:24.998
Computer time to server time difference: -00:00:00.327 | 2022-09-02 15:01:24.998
Error setting System Date-Time. Windows error code 1314: A required privilege is not held by the client. | 2022-09-02 15:01:24.998 *
Using symbol data fast lookup vector | 2022-09-02 15:01:25.060
CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2022-09-02 15:01:25.142
CQG WebSocket | Server header | Connection: upgrade | 2022-09-02 15:01:25.142
CQG WebSocket | Server header | Sec-WebSocket-Accept: oSMLqdn0/aAvZK8FDcb0geaYEGE= | 2022-09-02 15:01:25.142
CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2022-09-02 15:01:25.142
CQG WebSocket | Server header | Upgrade: websocket | 2022-09-02 15:01:25.142
CQG WebSocket | Server header | | 2022-09-02 15:01:25.142
CQG WebSocket | Web socket state is now open. | 2022-09-02 15:01:25.142
CQG WebAPI | WebSocket connected. | 2022-09-02 15:01:25.142
CQG WebAPI | Sending market data logon message. | 2022-09-02 15:01:25.142
CQG WebAPI | Base Time: 2022-08-28T06:52:11. 2022-08-28 06:52:11 | 2022-09-02 15:01:25.230
CQG WebAPI | Logon successful. Session Token = 1Anp5YmP009IGWltNsidnzNWq7xrEkBScJxK9Z/14E8u1PaNq445vWMX1yLteO43VQ0WocmQrbe | 2022-09-02 15:01:25.230
CQG WebAPI | Connected to server complete. | 2022-09-02 15:01:25.230
Triggering next historical data download in queue. | 2022-09-02 15:01:25.230
Triggering next historical data download in queue. | 2022-09-02 15:01:25.230
Triggering next historical data download in queue. | 2022-09-02 15:01:25.230
Triggering next historical data download in queue. | 2022-09-02 15:01:25.230
Updated verified funded futures trading account ending date to: 2022-10-02 20:01:25 | 2022-09-02 15:01:25.234
CQG WebAPI | Sending Trade Accounts request message. | 2022-09-02 15:01:25.234
No download requests in the queue to start downloads for. | 2022-09-02 15:01:25.234
No download requests in the queue to start downloads for. | 2022-09-02 15:01:25.234
No download requests in the queue to start downloads for. | 2022-09-02 15:01:25.234
No download requests in the queue to start downloads for. | 2022-09-02 15:01:25.234
Using symbol data fast lookup vector | 2022-09-02 15:01:25.259
CQG WebAPI | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.EPU22. ID: 1 | 2022-09-02 15:01:25.259
Symbol Error - F.US.EPU22 is unknown, unavailable, or improperly formatted. Real-time market data only supported with Sierra Chart data feed for symbol: F.US.EPU22. ID: 1 | 2022-09-02 15:01:25.259
CQG WebAPI | Using primary service for historical data for F.US.EPU22 | 2022-09-02 15:01:25.259
No historical data client is currently set to download historical Intraday data for F.US.EPU22. | 2022-09-02 15:01:25.259
Real-time Intraday chart data file updates started for F.US.EPU22 | 2022-09-02 15:01:25.259
Intraday chart data file opened for F.US.EPU22 | 2022-09-02 15:01:25.259
CQG WebAPI | Brokerage name: AMP. Account Name: 113183 | 2022-09-02 15:01:25.335
Updated verified funded futures trading account ending date to: 2022-10-02 20:01:25 | 2022-09-02 15:01:25.335
CQG WebAPI | Sending collateral subscribe request. | 2022-09-02 15:01:25.335
CQG WebAPI | Sending positions subscribe request. RequestID: 591018 | 2022-09-02 15:01:28.230
CQG WebAPI | Sending orders subscribe request. RequestID: 591019 | 2022-09-02 15:01:28.230
Requesting market depth updates for: F.US.EPU22 if supported. | 2022-09-02 15:01:30.226
CQG WebAPI | Real-time market data only supported with Sierra Chart data feed for symbol: F.US.EPU22 | 2022-09-02 15:01:30.226
imageScreenshot 2022-09-02 133111.png / V - Attached On 2022-09-02 20:08:47 UTC - Size: 13.31 KB - 106 views
[2022-09-02 20:13:45]
John - SC Support - Posts: 38678
You have not activated the exchange(s) for which you want the real-time data. You can do this at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-02 20:35:00]
rondawes - Posts: 39
For my situation, line 6 (CME) and 20 (NYMEX) are what I need but they do not have an activate button and say submit a support ticket. I did this but whomever responded did not seem to understand what I needed. I was just sent the generic instruction and I assumed things were good on your end. I paid my CME data service fees thru AMP. I don't want to pay them twice. Thanks
[2022-09-02 20:52:29]
rondawes - Posts: 39
Whoops, I made a mistake in the previous post. Those lines seem to be for professionals. I'm not a professional. But I did pay this month's exchange fees for CME and NYMEX thru AMP. What do I need to do? Thanks.
[2022-09-02 21:16:19]
John - SC Support - Posts: 38678
If you want to get the data from CQG, since you have paid for it, then you would need to downgrade your software to version 2393 or lower. Refer to the following regarding this:
https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2394

To downgrade your software, follow these instructions:
Software Download: Full Control Rollback Procedure

If, however, you want to stay on the current release and use the Denali Exchange Data Feed, then you will need to activate the exchange(s) you want at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

The netting is something completely different and is for professionals that are paying directly to the CME Group. These do not apply when you have paid the non-professional fees to another source.

If you want data just for the CME and NYMEX and want Market Depth data with it, then you would want to activate the following exchanges:
- CME with Market Depth for nonprofessional Trading accounts
- NYMEX with Market Depth for nonprofessional Trading accounts

They cost $11.00 apiece, so a total of $22.00.

If you want data for a 3rd exchange from the CME Group, then you are best served by activating the following for $33.00 as it will then give you all 4 exchanges for the price of 3:
- Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for nonprofessional Trading accounts
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account