Login Page - Create Account

Support Board

Date/Time: Fri, 19 Oct 2018 14:39:53 +0000

Post From: actual volume shown in platform far lesser than official CMEGROUP website volume

[2017-12-11 23:48:35]
User336964 - Posts: 28
1. https://www.sierrachart.com/SupportBoard.php?ThreadID=9772
In this post, it has been mentioned that CQG data feed "shows every trade and bid/ask update unfiltered in realtime" in point number 4.

2. I have 2 folders for Sierra Chat, other one exclusive for historical data, where I use Sierra Chart data. Even this data (which is not real time) doesnt not show unfiltered tick data. Volumes are 60-70% of that of actual volumes. I use CQG-WAPI. What should I do to get unfiltered tick data? Thank You.