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Direct MessagesDate/Time: Thu, 02 May 2024 05:59:28 +0000
Changes in datafeed cqg fix?
View Count: 2874
| [2015-05-06 00:59:55] |
| @sstfrederik - Posts: 403 |
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hi. I am using several instances of SC. One uses rithmic and an other uses CQG FIX data. Since Monday I noticed a change in the display of the 1600 tick charts between them. The CQG FIX is much slower and has less candles. Previously my charts looked exactly the same. Has there been any change to how the data is processed? Thanks in advance. Fhv |
| [2015-05-06 01:19:27] |
| moonmist - Posts: 127 |
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It may be related to the following: CQG switched over to MDP 3.0 over the weekend and know their feed aggregates the ticks, notably on the ES contract. The only answer I can get is that this is by design in MDP 3.0 .. can you shed any light on this since you are migrating to this feed as well. Basically every customer using tick charts are screwed with their new scheme .. unless it can be turned off? Is it built in by default in MDP 3.0, i.e. without any options on the user end. The bundling seems to happen only on the CME exchange and not on CBOT, NYMEX or COMEX. Is it configured by exchange? http://forums.dtn.com/index.cfm?page=topic&topicID=3999 Date Time Of Last Edit: 2015-05-06 01:22:09
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| [2015-05-06 02:39:45] |
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We are not aware of the bundling of trades with the new CME FIX simple binary encoding. We use that protocol as well.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-05-07 02:00:33] |
| @sstfrederik - Posts: 403 |
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I do see the significant difference. When i pull up my charts on rithmic or cqg, ma's are at different levels etc. I emailed my broker advantage to see what's their take on this issue. Do not see any other option than to change data provider or maybe even broker all together. If there is any developments i would love to hear them. |
| [2015-05-07 02:23:05] |
| moonmist - Posts: 127 |
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IMHO: The new protocol is a disservice to CME customers: http://www.elitetrader.com/et/index.php?threads/tick-chart-will-change-in-october-2015.291328/ Date Time Of Last Edit: 2015-05-07 02:27:04
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| [2015-05-07 02:59:10] |
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We are researching this and seeing if we can unbundle the bundled trades. Also longer-term, it is not going to help to change data feeds or backend trading platforms because they are all getting the same CME feed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-05-21 18:40:47
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| [2015-05-21 18:20:32] |
| moonmist - Posts: 127 |
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Rithmic Confirms Continuing Publication of Globex Market Data Trade Messages via FIX/FAST http://www.elitetrader.com/et/index.php?threads/rithmic-confirms-continuing-publication-of-globex-market-data-trade-messages-a-la-fix-fast.291697/ |
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