CQG Historical data and "Request Continuation Data" setting  [SOLVED]

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wilkinsw
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CQG Historical data and "Request Continuation Data" setting

Postby wilkinsw » 17 Jul 2019

Hi,

Firstly, I can only pull about 3 months of intraday data for non-expired futures contracts on my CQG connections. Just curious to know if that's normal. Are other users able to pull more data?

Secondly, if the symbol I'm trying to pull the data for happens to also be the front month and I've selected "Request Continuation Data for the Front Month Contract" in QM CQG Data Feed Configuration: Then no history is pulled at all, unless I turn this setting off.

Any advice? I would speculate that I'm missing a CQG enablement that offers more history and access to continuation data. Are other users able to pull history with this setting on?

Thanks,

Will

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Anna MultiCharts
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Re: CQG Historical data and "Request Continuation Data" setting  [SOLVED]

Postby Anna MultiCharts » 18 Jul 2019

Hello, wilkinsw!

According to the information from the CQG representatives they have the following limitations for the historical data on live accounts:
- 30 days of tick data;
- 3 months of minute data;
- 3 years of daily data.
The amount of history is thrice less for demo accounts.
The "Request Continuation Data for the Front Month Contract" option will only work if you have a subscription for the continuous data on your account. If there’s no such subscription, but the option is enabled then absolutely no historical data will be returned.

Continuous historical data is available for Trade (Min and Day) only. There is no continuous historical data for ticks, asks, bids - this is what CQG supplies.
Continuous historical data can be loaded for the current front month contract only.
Other active futures (say EPZ19) can access the individual futures historical data only (even though the option to load Continuous historical data is enabled).
Meaning today EPU19 will get the continuous historical data, but ESZ19 will get the historical data of EPZ19 only.
EPZ19 will get the continuous historical data only after EPU19 expires.

After the option is enabled for your account and enabled in your CQG data feed settings, you will need to configure the data range on your chart and reload the data on it to receive more data (Ctrl+R).


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