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Date/Time: Tue, 25 Feb 2020 08:23:44 +0000



CQG data fee and Interactive Brokers data feed.

[2020-02-14 21:53:26]
User691398 - Posts: 20 | Ending Date: 2020-03-07
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]
Sierra Chart Engineering - Posts: 81442 | Ending Date: 2020-06-09
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:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php

And use the Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-14 22:35:33
[2020-02-14 23:32:11]
User691398 - Posts: 20 | Ending Date: 2020-03-07
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]
Sierra Chart Engineering - Posts: 81442 | Ending Date: 2020-06-09
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:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

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:
https://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-02-14 23:43:27

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