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Direct MessagesDate/Time: Fri, 26 Apr 2024 23:15:55 +0000
CQG data fee and Interactive Brokers data feed.
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| [2020-02-14 21:53:26] |
| User691398 - Posts: 27 |
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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 |
| [2020-02-14 22:34:59] |
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We do not provide support for the Interactive Brokers or CQG data feeds. Our recommendation is to use the Sierra Chart futures order routing service: Sierra Chart / Trading Technologies Futures Order Routing Service And use the Denali Exchange Data Feed: Denali Exchange Data Feed This data feed can be used with the Sierra Chart futures Order Routing Service, Interactive Brokers or CQG. 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: 2020-02-14 22:35:33
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| [2020-02-14 23:32:11] |
| User691398 - Posts: 27 |
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Sorry, I got misunderstood. I need no support with CQG, I am using CQG just for data comparison with the Interactive Brokers data feed. I need your help configuring Interactive Brokers data feed to get correct data. thanks |
| [2020-02-14 23:39:03] |
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We are not going to help in the least with Interactive Brokers trash data feed. We have made it clear we do not provide support for that. Use this data feed and that is the proper solution: Denali Exchange Data Feed If you want us to activate the data feed for you let us know. We can give you pricing and get it activated. Just let us know if you are considered a professional by the exchange or not. Read over the first two sections on the Interactive Brokers page regarding our support of that service: Interactive Brokers Trading Service 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: 2020-02-14 23:43:27
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