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Date/Time: Thu, 18 Apr 2024 21:26:51 +0000

Post From: CQG data fee and Interactive Brokers data feed.

[2020-02-14 21:53:26] Link To Thread - Link To Post [Go To First Post]
User691398 - Posts: 27
At present I am using CQG data feed for my futures trading. Also I use Interactive Brokers for my options trading. I would like to use Interactive Brokers only but the problem is on my Market Profile discrepancy. Example today on CQG market profile last 30 minute 3:00 - 4:00 period on /NQ Nasdaq top trade is 9630 price 205 contracts traded, at same period and time in Interactive Brokers 9630 price 1007 contracts traded. Another example in /ES S&P 500 same period 3:30 - 4:00 CQG at price 3379.50 3061 contracts traded in IB 9251 contracts. Also notice a difference at the open tick as well. Even notice some time a tick traded in IB and not in CQG. In IB always numbers are higher With IB I have a streaming real time data, NOT snapshot data. I went threw everything I can get any information to make sure configure it correct. I did reach out to IB for help, but they don't know. Talk to API team as well they don't know why is the difference. I can put up with some errors, but contract traded at the top and the bottom is throwing me off. If it was single digit I can live with it but not with 2+ plus digits. Help