Frequency
Files may be transmitted in intervals (in minutes), or files may be delivered at specific times during the day or week.
You may change your transmission interval at any time by contacting CQG FCM Support.
A MODES instance is configured to collect and transmit data for account groups that are composed of individual or multiple FCMs or specific accounts present in the Gateway. To specify FCMs or accounts to include in an account group, please contact CQG FCM Support.
Retransmission
At periodic intervals data files are created and added to the transmission queue. CQG attempts to transmit all files in the queue each time a transmission is triggered. If a network or server problem prevents transmission of a file at its scheduled time, it will remain in the queue and be transmitted at the next opportunity. Once a file is successfully transmitted it is removed from the queue.
If you require files to be re-transmitted during the day, contact CQG support. Files are available to re-transmit only during the service day. If you require archived files, they can be e-mailed.
Start of Day
A Start of Day time is used to determine when files roll over. When rollover occurs, any unsent files are deleted from the SFTP upload queue or from the download directory. You must specify the desired start of day. Presumably this would occur during light trading, around the time back office data is generated. Be sure to include the time zone.
If desired, an End of Day time can be specified. End of Day must be specified using the same time zone as Start of Day. If an End of Day time is not provided, the service will run continuously throughout a 24-hour period.
Weekends
CQG Operations specifies a weekend period during which time the transmission service is suspended. It runs from Friday afternoon to Sunday afternoon.
If technical issues prevent the delivery of one or more files, patch files can be created upon request. Patch files will contain all records for the dates in question and will use the following naming convention:
•Fills: p_fills_<FromDate>_<ToDate>_<AccountGroupAbbreviation>.txt
•Orders: p_ordr_<FromDate>_<ToDate>_<AccountGroupAbbreviation >.txt
•Transactions: p_fills_<FromDate>_<ToDate>_<AccountGroupAbbreviation>.txt
In addition to periodic daily files, it is also possible to receive end-of-day files that contain all records for that day. The files are only delivered Monday-Friday. Any data generated after the end-of-day on Friday is included in Monday’s end-of-day file. The files use the following naming convention:
•Fills - fill_<YYYYMMDD_hhmm>_<EndOfDayFileAbbreviation>.txt
•Orders – ordr_<YYYYMMDD_hhmm>_<EndOfDayFileAbbreviation>.txt
•Transactions – tran_<YYYYMMDD_hhmm> <EndOfDayFileAbbreviation>.txt
The file names differ from the intraday files via “EndOfDayFileAbbreviation”.
For synthetic spread orders, we currently send fill data as usual. We do not send orders and transactions information on synthetic spread leg orders.