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Sierrachart and CQG data


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Sierrachart and CQG data

  #11 (permalink)
wisp
vancouver, BC
 
Posts: 43 since Sep 2017
Thanks Given: 89
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To get CQG to update Sierrachart properly, the broker has to enable historical update for you. Many seem to be having problems with this issue, just call your broker and ask them to enable it.

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  #12 (permalink)
 KBH80 
Denver, CO
 
Experience: Beginner
Platform: CQG
Trading: ES, Tbonds
Posts: 25 since May 2016
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wisp View Post
To get CQG to update Sierrachart properly, the broker has to enable historical update for you. Many seem to be having problems with this issue, just call your broker and ask them to enable it.

Just incase the above doesn't fix the issue with missing historical intraday data (as it didn't in my case and I had the same exact problem), see the 'help/frequently asked questions' section on sierra charts website, under that look for 'Missing or incomplete Intraday data chart' which is currently Help Topic #7. Under this I found the suggestion to perform 'Edit>>Delete All Data and Download' function actually recovered all of my missing data. If that doesn't work, then look around under that topic and try something else. Hope this is helpful to others!

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  #13 (permalink)
sgne
Boston, MA
 
Posts: 10 since Dec 2020
Thanks Given: 2
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Quoting 
Just incase the above doesn't fix the issue with missing historical intraday data (as it didn't in my case and I had the same exact problem), see the 'help/frequently asked questions' section on sierra charts website, under that look for 'Missing or incomplete Intraday data chart' which is currently Help Topic #7. Under this I found the suggestion to perform 'Edit>>Delete All Data and Download' function actually recovered all of my missing data. If that doesn't work, then look around under that topic and try something else. Hope this is helpful to others!

This didn't work for me anymore. Over the weekend I couldn't get ES / EP to load earlier than 9/1/20, and when I did a delete all and download, I got even less data. Now I can't get any 2020 data at all. And I can't get bid and ask volume to load anymore past a few days back.

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  #14 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
Posts: 474 since Nov 2009
Thanks Given: 219
Thanks Received: 603

Have you seen this:
https://www.sierrachart.com/SupportBoard.php?ThreadID=58506

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  #15 (permalink)
wisp
vancouver, BC
 
Posts: 43 since Sep 2017
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sgne View Post
This didn't work for me anymore. Over the weekend I couldn't get ES / EP to load earlier than 9/1/20, and when I did a delete all and download, I got even less data. Now I can't get any 2020 data at all. And I can't get bid and ask volume to load anymore past a few days back.

If you have deleted ALL data and downloaded, then your history is gone and CQG will give only current contract or a month of data I believe. I hope you have a copy of your historical data somewhere. When there is missing intraday data, what you must do is this https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html

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  #16 (permalink)
sgne
Boston, MA
 
Posts: 10 since Dec 2020
Thanks Given: 2
Thanks Received: 1

In late January I switched to the Denali data feed with AMP and optimized two swing-trading strategies in SC, one old (ES) and one new (NQ). (I reworked the older strategy I first developed in TS as a spreadsheet study and got it working how I wanted.)

A week ago there was an SC TT issue at AMP, and they eventually switched me back to CQG data. I verified today that tick data are different enough so that they produce slightly different results for both strategies. And of course, psychologically speaking, I have less confidence in running the strategies with CQG data.

Suggestions are greatly appreciated on what broker I should turn to for Denali data to be used to run two swing-trading strategies. Not too expensive, not too cheap (AMP is cheap and has caused me difficulties).

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  #17 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
Posts: 474 since Nov 2009
Thanks Given: 219
Thanks Received: 603


sgne View Post
In late January I switched to the Denali data feed with AMP and optimized two swing-trading strategies in SC, one old (ES) and one new (NQ). (I reworked the older strategy I first developed in TS as a spreadsheet study and got it working how I wanted.)

A week ago there was an SC TT issue at AMP, and they eventually switched me back to CQG data. I verified today that tick data are different enough so that they produce slightly different results for both strategies. And of course, psychologically speaking, I have less confidence in running the strategies with CQG data.

Suggestions are greatly appreciated on what broker I should turn to for Denali data to be used to run two swing-trading strategies. Not too expensive, not too cheap (AMP is cheap and has caused me difficulties).

I use this broker, Denali data/TT routing, cleared by Dorman:
https://sierrafutures.stage5trading.com/
They are a subsidiary of Stage5 Trading.

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  #18 (permalink)
 mongoose 
Chicago, IL
 
Experience: None
Platform: oil super computer
Trading: multiple
Posts: 272 since Jun 2011
Thanks Given: 817
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From what I understood Sierra was just changing from TT order routing to CQG and you should still have their Denali feed for data.

They said this was temporary until they could implement their own order routing.

sgne View Post
In late January I switched to the Denali data feed with AMP and optimized two swing-trading strategies in SC, one old (ES) and one new (NQ). (I reworked the older strategy I first developed in TS as a spreadsheet study and got it working how I wanted.)

A week ago there was an SC TT issue at AMP, and they eventually switched me back to CQG data. I verified today that tick data are different enough so that they produce slightly different results for both strategies. And of course, psychologically speaking, I have less confidence in running the strategies with CQG data.

Suggestions are greatly appreciated on what broker I should turn to for Denali data to be used to run two swing-trading strategies. Not too expensive, not too cheap (AMP is cheap and has caused me difficulties).

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  #19 (permalink)
sgne
Boston, MA
 
Posts: 10 since Dec 2020
Thanks Given: 2
Thanks Received: 1

Well, when I backtested, the results were different. Also, I found that the non-CQG symbols load faster and work better with the program and calculate as expected in the spreadsheet study for trading.

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  #20 (permalink)
sgne
Boston, MA
 
Posts: 10 since Dec 2020
Thanks Given: 2
Thanks Received: 1



tomgilb View Post
I use this broker, Denali data/TT routing, cleared by Dorman:
https://sierrafutures.stage5trading.com/
They are a subsidiary of Stage5 Trading.

Tom, I ran into the following issue over the weekend. Perhaps you can inform me, as I am only an advanced beginner with SC.

Spreadsheet Study for Trading.

Running either Fast or Accurate backtesting, with Denali data feed.

Limit orders are placed on NQ by the spreadsheet system.

Occasionally (rarely) backtests show buy fills below the low of the bar.

Have you run into that before? Why would that be?

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