Support Board
Date/Time: Mon, 17 Mar 2025 01:16:02 +0000
CQG routing and Denali data
View Count: 582
| [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 |
 Screenshot 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 |
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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 |
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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
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| [2022-09-02 20:52:29] |
| rondawes - Posts: 39 |
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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.
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| [2022-09-02 21:16:19] |
| John - SC Support - Posts: 38678 |
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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 |
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