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Date/Time: Sat, 27 Apr 2024 21:36:06 +0000



Post From: Bid/Ask Volume data different with the same CQG data feed on the same symbol

[2018-10-04 14:17:16]
nioko54130 - Posts: 108
thank's you!

the intraday data storage time unit is correctly set! on 1 tick.
But i have noticed some difference into my delta volume data and the uptick/downtick volume data
on the CTS T4 data feed on two different computer. Especially on the 6E futures contract from CME.

Can you provide to me a solution to understand how we can have some difference?? i have checked the "refresh rate in milli seconds" settings, and it's the same. 10 milli second.

How could i prevent from that?

thank's for your help