Support Board
Date/Time: Thu, 28 Nov 2024 21:41:29 +0000
SC datafeed VS CQG datafeed
View Count: 752
| [2023-03-27 13:32:56] |
| user - Posts: 78 |
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Why there always has some difference between sierrachart datafeed and CQG's? The left hand side is from SC's, while right hand side is from CQG's. You can notice there is some difference in bid vol and ask vol, some bars even diff in Volume and # of trades. Which one is more accurate? |
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| [2023-03-27 15:13:33] |
| Sierra_Chart Engineering - Posts: 17206 |
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We would say the Sierra Chart Exchange Data Feed is more accurate.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-28 06:44:44] |
| user - Posts: 78 |
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ok I now connected CQG for the HSI futures, but I just found there is no bid ask volume data before 23Mar. The same datafeed and symbol I am using in Multichart, there is around a month’s historical data on bidask volume. So my question is, using CQG feed, how I can use the bid/ask vol data five working days ago? |
Attachment Deleted. Private File |
| [2023-03-28 15:50:51] |
| John - SC Support - Posts: 36350 |
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We can not say. The data we get is what we get. There is nothing we can do to help with this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-28 17:12:03] |
| Sierra_Chart Engineering - Posts: 17206 |
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You should be able to get more historical tick data. Make sure you are running the latest version of Sierra Chart: Software Download: Fast Update And check this setting and make sure it is set to at least 30: Data/Trade Service Settings: 1-Tick Data (Global Settings >> Data/Trade Service Settings >> Common Settings >> Maximum Historical Intraday Days to Download) 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-03-28 17:12:41
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| [2023-03-29 06:50:11] |
| user - Posts: 78 |
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yes 1-tick data already set to 186 days, but seems cannot fix this problem. And I have asked CQG, they said 30 days tick data is provided. |
| [2023-03-29 08:33:50] |
| Sierra_Chart Engineering - Posts: 17206 |
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And you did fully re-download the data with?: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. The latest version is 2487 and you are not running that. We did say to update. So you did not update. Most likely that is the reason for the problem. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-03-29 08:34:44
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| [2023-03-29 09:21:09] |
| user - Posts: 78 |
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ok after did all things you mentioned ( update SC and delete all data and download). It seems no bid/ ask volume are displayed on the chart. Please advise. |
| [2023-03-29 09:33:02] |
| Sierra_Chart Engineering - Posts: 17206 |
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Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download". Or, in the case of a Continuous Futures Contract chart, follow these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data After about a minute provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-29 15:54:54] |
| user - Posts: 78 |
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Software version: 2487 64-bit | 2023-03-29 23:30:48.466 Primary Thread ID: 61036 | 2023-03-29 23:30:48.466 Usage end date: 2023-06-22 | 2023-03-29 23:30:48.466 Enabled for: Sierra Chart Historical Data Service. | 2023-03-29 23:30:48.466 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2023-03-29 23:30:48.466 Enabled for: Denali Real-Time Exchange Data Feed. | 2023-03-29 23:30:48.466 Enabled for: Delayed Denali Exchange Data Feed. | 2023-03-29 23:30:48.466 Enabled for exchange: Hong Kong Futures Exchange | 2023-03-29 23:30:48.466 Enabled for exchange: Euronext Equities Delayed | 2023-03-29 23:30:48.466 Enabled for exchange2: CME (Trading Account Required) | 2023-03-29 23:30:48.466 Enabled for exchange2: CBOT (Trading Account Required) | 2023-03-29 23:30:48.466 Enabled for exchange2: COMEX (Trading Account Required) | 2023-03-29 23:30:48.466 Enabled for exchange2: NYMEX (Trading Account Required) | 2023-03-29 23:30:48.466 Enabled for exchange2: EUREX EOBI | 2023-03-29 23:30:48.466 Enabled for exchange2: fairx_exchange.data | 2023-03-29 23:30:48.466 Allow Support for Sierra Chart Data Feeds is disabled. | 2023-03-29 23:30:48.466 Current selected Data/Trading service: CQG WebAPI | 2023-03-29 23:30:48.466 Custom symbol settings values: enabled | 2023-03-29 23:30:48.466 Chart Update Interval: 500 | 2023-03-29 23:30:48.466 Intraday Data Storage Time Unit: 1 | 2023-03-29 23:30:48.466 Time Zone: +08:00:00 (HKT+08) | 2023-03-29 23:30:48.466 2023-03-29 15:30:48 Local computer time in UTC | 2023-03-29 23:30:48.466 2023-03-29 23:30:48 Local computer time in SC Time Zone | 2023-03-29 23:30:48.466 2023-03-29 08:47:08 Server time in UTC | 2023-03-29 23:30:48.466 Local computer UTC time and Server UTC time difference: 2 seconds. | 2023-03-29 23:30:48.466 Program path: C:\SierraChart2\ | 2023-03-29 23:30:48.466 Data Files path: C:\SierraChart2\Data\ | 2023-03-29 23:30:48.466 OS Version Number: 10.0 | 2023-03-29 23:30:48.466 Locale Setting: C | 2023-03-29 23:30:48.466 DLLs: UserContributedStudies_64.dll | 2023-03-29 23:30:48.467 Allowed protected custom studies: | 2023-03-29 23:30:48.467 Crash reporter started: true | 2023-03-29 23:30:48.467 CQG WebAPI | Using primary service for historical data for F.US.HSIJ23 | 2023-03-29 23:31:08.882 Added historical Intraday data request for F.US.HSIJ23 to the queue. | 2023-03-29 23:31:08.882 Intraday data recording state for symbol F.US.HSIJ23 is set to download 'Pending'. | 2023-03-29 23:31:08.882 Triggering next historical data download in queue. | 2023-03-29 23:31:08.882 HD Request # 26 | Downloading Intraday chart data for F.US.HSIJ23 to the file F.US.HSIJ23.scid. Service: cqg | 2023-03-29 23:31:08.882 Reloading all charts with filename: F.US.HSIJ23.scid | 2023-03-29 23:31:08.883 HD Request # 26 | Download start date-time: 2022-09-30 23:31:08.000000. File last date-time: 00:00:00.000000 | 2023-03-29 23:31:08.884 HD Request # 26 | Requesting historical Minute data. | 2023-03-29 23:31:08.884 F.US.HSIJ23 5 Min #1 | Reloading chart. | 2023-03-29 23:31:09.071 F.US.HSIJ23 5 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart2\Data\F.US.HSIJ23.scid | 2023-03-29 23:31:09.080 HD Request # 26 | Receiving Intraday data for F.US.HSIJ23 starting at 2022-12-29 23:31:00.000000 | 2023-03-29 23:31:09.286 HD Request # 26 | Timestamp of first Intraday data file record written: 2022-12-29 23:31:00.000000. | 2023-03-29 23:31:09.295 HD Request # 26 | Received 57601 Intraday data records from 2022-12-29 23:31:00.000000 to 2023-03-29 23:31:00.000000 (90.0 days. Delay: 9.3 seconds) and wrote 57601 records for F.US.HSIJ23 | 2023-03-29 23:31:09.297 HD Request # 26 | Add time&sales data | Remembered last file record date-time: 2023-03-29 15:31:00.000000 | 2023-03-29 23:31:09.302 Added 1 Time and Sales records to Intraday data file for F.US.HSIJ23 after download. | 2023-03-29 23:31:09.302 HD Request # 26 | Completion time: 1s. | 2023-03-29 23:31:09.302 HD Request # 26 | Intraday data download complete for F.US.HSIJ23. Unique request ID: 26 | 2023-03-29 23:31:09.302 Removing historical data download ID 26. | 2023-03-29 23:31:09.302 Real-time Intraday chart data file updates started for F.US.HSIJ23 | 2023-03-29 23:31:09.302 Opened cached Intraday file: C:\SierraChart2\Data\F.US.HSIJ23.scid. Thread ID: 61036 | 2023-03-29 23:31:09.306 Intraday chart data file opened for F.US.HSIJ23 | 2023-03-29 23:31:09.306 HD Request # 26 | Enabling Intraday chart updating for symbol. | 2023-03-29 23:31:09.306 Triggering next historical data download in queue. | 2023-03-29 23:31:09.306 No download requests in the queue to start downloads for. | 2023-03-29 23:31:09.306 F.US.HSIJ23 [C-D] 5 Min #1 | Reloading chart. | 2023-03-29 23:31:09.317 F.US.HSIJ23 [C-D] 5 Min #1 | Date based rollover rule not defined for symbol. Unable to build continuous futures contract chart. | 2023-03-29 23:31:09.317 F.US.HSIJ23 [C-D] 5 Min #1 | There are no continuous futures contract symbols. Loading data normally. | 2023-03-29 23:31:09.317 F.US.HSIJ23 [C-D] 5 Min #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-03-29 23:31:09.329 F.US.HSIJ23 5 Min #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-03-29 23:31:09.582 |
| [2023-03-29 16:37:21] |
| Sierra_Chart Engineering - Posts: 17206 |
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Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-29 16:59:58] |
| user - Posts: 78 |
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ok finally it is settled. But then I have other issue here. I just found the "Date Range in File From" cannot be set to before 2023-03-09. As there are 30 days tick data and 3 months for intraday bars provided by CQG. How can I see the chart before 2023-03-09? |
Private File |
| [2023-03-29 18:55:53] |
| John - SC Support - Posts: 36350 |
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Refer to the information here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Instructions to Download/View More Historical Intraday Data But also keep in mind that you can only get the front contract data with CQG, so you will need to take a look at when the H contract first started, as this could affect the availability of the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-30 01:40:11] |
| user - Posts: 78 |
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I follow all instuctions, as you can see the screen cap, it is already 180 number of days to load. But still no data before 9Mar23. |
| [2023-03-30 04:34:17] |
| Sierra_Chart Engineering - Posts: 17206 |
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The method to resolve this is to initially set the Intraday Data Storage Time Unit to 1 Minute, re-download the data, to get as much historical data as you can. And then you change it to 1 Tick after.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-30 09:52:26] |
| user - Posts: 78 |
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It does not work, yes when the "intraday data storage time unit" is set to 1 minute, there are minute bars data before 09Mar23. But when I change it back to 1 tick and "reload and recalculate" , no tick data (i.e. bid/ask vol data) appears, please advise. |
| [2023-03-30 11:12:41] |
| Sierra_Chart Engineering - Posts: 17206 |
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Yes that is correct and the additional step is to download the tick Data from a particular Date-Time going back no more than three weeks using this command: Intraday Data Editor: Delete and Download Data From Current Position to End (button) Going forward after this you will not have to do this again. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-03-30 11:13:05
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