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Date/Time: Sat, 18 Jan 2025 10:05:01 +0000



Post From: Jumpy & Laggy Market Replay with CQG Connection

[2018-01-24 06:41:35]
Logan W - Posts: 28
I saw in a similar post that you had provided the market depth files from the Sierra Chart data feed.

I loaded up the files and put a CQG feed DOM (left) and a Sierra Chart feed DOM (right) side by side.

As you can see, there is a large difference between the market depth figures being displayed, as shown in the pic attached below.


This is not a time-stamp issue because the CQG feed depth figures are Never shown on the Sierra Chart feed DOM.

Why is there such a large difference between them? Which one is correct?


Also, both data feeds experience the same jumpiness and bid/ask spread issues. No efficiency improvement with the Sierra Chart data feed over the CQG feed during replay mode.

Another indication that is is not a time-stamp issue.
Date Time Of Last Edit: 2018-01-24 07:34:02
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