Support Board

Date/Time: Sun, 19 May 2024 01:39:30 +0000

Post From: CQG Fix connection to be discontinued in Jan. 2020.

[2019-10-30 22:53:51] Link To Thread - Link To Post [Go To First Post]
T44 - Posts: 363
I switched this week (to SC+TT). It was pretty painless. Running 18 futures (CME+EUREX) with market depth subscription plus correlated markets, 3 sub instance setup with 3x WQXGA resolution. Being based in Europe there is an advantage in being able to choose a gateway: by routing my Eurex orders to TT Frankfurt I've sub 40ms latency whereas with CQG the Eurex orders seemed to be crossing the pond twice for an extra ~160ms latency. No change with CME orders. Would be very interested in an option to compare the timestamp of incoming time and sales records with the local NTP synced clock and alert if there is a delta of more than say 200ms. Going to research whether this could be done in ASCIL, I agree that people should monitor/quantify their connection quality but disagree that ICMP echos are a useful/correct way to do this. I had no issues with CQG FIX or WEBAPI either.