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Date/Time: Sun, 19 May 2024 08:29:00 +0000



Post From: CQG

[2016-01-12 23:35:22]
User11942 - Posts: 298
I don't have problems like you do with CQG. But from my personal experience CQG feed is better than Rithmic and to my knowledge CQG matches some other professional feeds. I found Rithmic real-time volumes and bid/ask trades data not always matching those of CQG. Not sure, but I always thought a backfill should come from SC when using Rithmic. I also tried NT with both feeds and they don't match there as well. The only advantage of Rithmic for me is free EUREX (not sure about data quality though but I don't care that much about that b/c I don't trade EUREX contracts intraday). Fills are acceptable with both CQG and Rithmic (but the best fills I get with Interactive Brokers).
Date Time Of Last Edit: 2016-01-13 00:20:19