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Date/Time: Sat, 01 Feb 2025 01:53:07 +0000



Using the Market Depth Historical Graph study with data from CQG

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[2019-06-17 11:10:35]
User606491 - Posts: 164
I'd like to add the Market Depth Historical Graph to my studies. However, I currently receive data from CQG, which as I understand, provides limited market depth data on certain symbols. Is it necessary/preferable to switch to another data feed to properly use the Market Depth Historical Graph study?
[2019-06-17 12:10:54]
SC Support - Posts: 1919
Certainly the Sierra Chart Exchange Data Feed offers an order of magnitude more depth data for the CME/Globex exchange products than CQG, we built this out for traders that are focused on order flow analysis:
Sierra Chart Exchange Data Feed

You should also then use the Sierra Chart Order Routing collaboration with TT, its the same $0.10 per contract per side as CQG.
Sierra Chart / Trading Technologies Futures Order Routing Service

From feedback, our order routing collaboration is lower latency than the CQG WebAPI, plus we have more influence over the quality of the engineering than we have ever had.
Date Time Of Last Edit: 2019-06-17 13:29:39

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