CQG back data-is it readily available for use in MultiCharts  [SOLVED]

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escamillo
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CQG back data-is it readily available for use in MultiCharts

Postby escamillo » 08 Nov 2016

I am on a trial for CQG data. I can get current contract symbol EPZ15 - their S&P500 mini symbol, however the back contracts have not data so cannot easily create a custom contract with back data (so far as I can see).

Question: is anyone using CQG data and are you able to get daily bar charts (day or minute data) built for periods back beyond the current contract? To ten years of data?

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arnie
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Re: CQG back data-is it readily available for use in MultiCh

Postby arnie » 09 Nov 2016

I am on a trial for CQG data. I can get current contract symbol EPZ15 - their S&P500 mini symbol, however the back contracts have not data so cannot easily create a custom contract with back data (so far as I can see).

Question: is anyone using CQG data and are you able to get daily bar charts (day or minute data) built for periods back beyond the current contract? To ten years of data?
I have no problems with my custom contracts

Image

Notice though that CQG demo accounts have restrictions regarding data availability
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Re: CQG back data-is it readily available for use in MultiCh

Postby bensat » 09 Nov 2016

If you leave the data range as it is with first date to load today, of course there will be no data for 100 days or so back. You need to adjust it like in the screenshot below ... Just start from the last trading day and load 300 days back and hooooopsy data will be there.

Screenshot
Image


Kind Regards.

Ben

escamillo
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Re: CQG back data-is it readily available for use in MultiCh

Postby escamillo » 09 Nov 2016

Thank you arnie and bensat. Big help. Poor - no - support from CQG in terms of symbol nomenclature, data availability and setup for use on MultiCharts.
I am on a paid 'trial' so have access to data and an NOW able to create a daily bar chart going back a number of years. That is huge. Only now when indicators are applied, they do not match the same indicators when applied to a TS daily chart so have to try to figure that out. Still. Good progress.

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Alex MultiCharts
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Re: CQG back data-is it readily available for use in MultiCh

Postby Alex MultiCharts » 09 Nov 2016

Hello escamillo,

1. Please disable “External Historical Data” box in CQG data feed settings in QuoteManager -> Tools -> Data sources -> double click on CQG.

2. Then close MultiCharts -> make sure that no processes with MultiCharts description ( http://www.multicharts.com/trading-soft ... _Processes ) remained in Task Manager, Processes or Details tab -> run MultiCharts again.

3. And reload the chart by pressing CTRL+R on it: http://www.multicharts.com/trading-soft ... ing_Charts

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Re: CQG back data-is it readily available for use in MultiCh

Postby escamillo » 09 Nov 2016

Thank you Alex. That was done - the box for “External Historical Data” was unchecked.
For day charts and 1440 minute charts going back multiple years, I get for example about a 10 point difference in a 200 day moving average between
-- @ES symbol in TS and [200DSMA = 2073.00]
-- continuous contract !EP_106N0^HMUZ in CQG data [200DSMA = 2083.50]

Will have to spend some time with it. Suggestions always appreciated.

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Alex MultiCharts
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Re: CQG back data-is it readily available for use in MultiCh

Postby Alex MultiCharts » 09 Nov 2016

Please try to follow the steps, specified in this article: http://www.multicharts.com/trading-soft ... adeStation

Also, please note that it is expected to have different calculation results with data from different data sources.

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Re: CQG back data-is it readily available for use in MultiCh

Postby arnie » 09 Nov 2016

Thank you Alex. That was done - the box for “External Historical Data” was unchecked.
For day charts and 1440 minute charts going back multiple years, I get for example about a 10 point difference in a 200 day moving average between
-- @ES symbol in TS and [200DSMA = 2073.00]
-- continuous contract !EP_106N0^HMUZ in CQG data [200DSMA = 2083.50]

Will have to spend some time with it. Suggestions always appreciated.

Why are you building 1440 minute charts?
MC allows you to build daily bars based on minutes.
Create a session template with the time you want, open a daily chart minute based on that session template and you'll have your daily bar.

Also, take in consideration the back adjustment mode you choose in your custom contracts.
That adjustment will interfere with all the studies you apply.

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Re: CQG back data-is it readily available for use in MultiCh

Postby escamillo » 09 Nov 2016

1440 minute because use them in TS because TS Day bars to not include full globex session. So trying to make a compatible chart in MC. Appreciate the note on Day bar configuration.

Interestingly, the 1440 minute bar configuration and the day bar configuration with same underlying session time do not yield the same indicator values.

Have some sorting out and figuring out to do.

Trying to get usable, accurate data and indicators across platforms is not so fun.

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Re: CQG back data-is it readily available for use in MultiCh

Postby arnie » 09 Nov 2016

1440 minute because use them in TS because TS Day bars to not include full globex session. So trying to make a compatible chart in MC. Appreciate the note on Day bar configuration.

Interestingly, the 1440 minute bar configuration and the day bar configuration with same underlying session time do not yield the same indicator values.

Have some sorting out and figuring out to do.

Trying to get usable, accurate data and indicators across platforms is not so fun.
Got it, you're comparing TS and MC charts. Make sense.

Take notice that daily bars usually comes directly from the exchange while minute bars are coming directly from the data feed which obviously is coming from the exchange also.
Exchanges clean their data at the end of the session which can make the daily OHLC different when compared to a daily bar which is minute based.
So it's perfectly normal that you have some differences between a 1440 minute and a daily chart.

In a way, it's similar if you test a study on a chart from different ECN's.
The same chart/symbol, from different ECN's can produce big differences in OHLC prices which ultimately would result in different study values.
When using ECN data we need to make sure we're always receiving the data from the same one so studies be constant

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Re: CQG back data-is it readily available for use in MultiCh

Postby escamillo » 11 Nov 2016

Now I am looking for guidance on what Instrument symbols are for CQG data
that will be brought up in QuoteManager.

I was able to get EP (S&P emini) to add, however, when I try YM [listed in CQG Excel symbol guide as symbol for Dow emini] or anything else in
QuoteManager --> Instrument --> Add Symbol --> Add Symbol --> From data Source --> CQG
and do a symbol search, nothing comes up.

Appreciate help on trying to get this CQG data to be usable for me.

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Re: CQG back data-is it readily available for use in MultiCh

Postby Alex MultiCharts » 11 Nov 2016

Have checked it on our end - it is working fine when trying to search for YM Futures.
You can also try and use our short Symbol Guide: https://www.multicharts.com/trading-sof ... mbol_Guide
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Re: CQG back data-is it readily available for use in MultiCh  [SOLVED]

Postby escamillo » 11 Nov 2016

Thanks Alex. I cannot even get EP to fill now so not sure what is going on. May come into support. Sorry I am such a dunce.

EDIT: got it. Alex pointed out that I need to change the tab from Index to Futures... Sheez...
Last edited by escamillo on 11 Nov 2016, edited 1 time in total.

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Re: CQG back data-is it readily available for use in MultiCh

Postby arnie » 11 Nov 2016

Thanks Alex. I cannot even get EP to fill now so not sure what is going on. May come into support. Sorry I am such a dunce.
Sometimes a PC restart can solve a couple of connection issues


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