Support Board
Date/Time: Fri, 24 Jan 2025 14:30:15 +0000
Post From: IMPORTANT Sierra Chart: CQG Data is unreliable.. want to switch to Sierra Chart Data
| [2019-01-15 17:43:09] |
| rahul - Posts: 167 |
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Hello, I have started to notice differences on the Closing Price on some bars between CQG WebAPI (in Real-Time) and Sierra Chart (historical data), when I compare after market close. The closing price on some bars are maybe 1-2 ticks off. Due to this my back-testing results are different from live results. My question is should I move to Rithmic or Sierra Chart Live Data, so that I find no difference between live and historical data when I compare after market close? My current Real-Time Settings are: Service: CQG WebAPI Intraday Data Storage Time Unit: 1 Second Number of Stored Time and Sales Records: 4000 Allow Support for Sierra Chart Data Feeds: False (Unchecked) My current Historical Data settings are (running as a separate instance of Sierra Chart): Service: SC Data - All Services Intraday Data Storage Time Unit: 1 Second Number of Stored Time and Sales Records: 4000 Allow Support for Sierra Chart Data Feeds: True (Checked) If I move to Rithmic, then all I need to do is the following: Service: CQG WebAPI... Replace with Rithmic Trading [trading] Server: Rithmic 01 - US Intraday Data Storage Time Unit: 1 Second Number of Stored Time and Sales Records: 4000 Allow Support for Sierra Chart Data Feeds: False (Unchecked) Since Rithmic is still third party data, do you think I will face the same issues as I do with CQG WebAPI around the close price of the bar? If I move to Sierra Chart Real-Time and Historical Data, things get more confusing to me (I have read the documentation)... if someone can please shed light on this I will be very grateful. Assume the trade Service is still CQG WebAPI, then is the following setting recommended? Service: CQG WebAPI Intraday Data Storage Time Unit: 1 Second Number of Stored Time and Sales Records: 4000 Allow Support for Sierra Chart Data Feeds: TRUE (CHECKED) - this is the only difference? Currently I am pay, $10 for CQG Base Charge + $5 for CME Data via CQG per account. I have 3 accounts running on 3 different instances of Sierra Chart. So my current total over 3 accounts = $30 + $15 = $45 per month. If I move to Sierra Chart for all data feeds, and I only want ES and NQ futures, are my costs going to be the following: 3 Connections = $20 * 3 = $60 / month ... or is it just $20 / month? I am not clear CME with Market Depth for nonprofessional Trading accounts = $5.25 * 3 = $15.75 / month (for ES and NQ only) So new total = $75.35 / month? When the Sierra Chart real-time data is activated, then I will see [M] next to the symbol used by CQG? If I do use Sierra Chart for real-time data, should I still switch from CQG to Rithmic as a Trade Service? Is there anything else to consider or any further settings that require changes? |