Support Board

Date/Time: Sat, 27 Apr 2024 13:54:50 +0000

Post From: CQG 1 Tick Data with DTS CQG WebAPI

[2019-10-07 02:05:09] Link To Thread - Link To Post [Go To First Post]
User335252 - Posts: 19
Hi Support, I recently changed one of my accounts from CQG to your Denali/TT service. I still have one account using CQG Data/Order routing. When I tested my trading system with the Denali data I got a result which was more than double the result using CQG data. I checked a 1 trade chart for the Denali data and each bar is a single price but on the CQG data 1 Trade chart many bars (prior to the current December contract) are several ticks in range. Denali Data http://www.sierrachart.com/image.php?Image=1570411109413.png CQG WebAPI data http://www.sierrachart.com/image.php?Image=1570411152660.png The Denali data chart looks correct. The CQG data chart does not. A lot of those bars bigger than 1 tick are volume of 1. How can there be a range of prices for 1 contract trade? Can you please explain why these charts are so dramatically different and what can I do to have the CQG data match the Denali data? With thanks Peter