Date/Time: Wed, 17 Jan 2018 20:07:53 +0000
Post From: actual volume shown in platform far lesser than official CMEGROUP website volume
|User336964 - Posts: 10|
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.