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ZN on CQG feed vs thinkorswim??🤔


Discussion in Treasury Notes and Bonds

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ZN on CQG feed vs thinkorswim??🤔

  #1 (permalink)
Quantumleap
New York United States
 
Posts: 13 since Jan 2017
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I'm getting completely different quotes for ZN on MetaTrader 5 with CQG than in Thinkorswim...

What symbol are you using on CQG?? I'm using TYAH7(the only one coming up on the symbol search for 10 year US treasury note), and in TOS is /ZN of course.

They seem to move the same but they're offset by a point... 125'... on MT5 with CQG and 124'... on TOS

Your input is much appreciated!

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  #3 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
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Quantumleap View Post
I'm getting completely different quotes for ZN on MetaTrader 5 with CQG than in Thinkorswim...

What symbol are you using on CQG?? I'm using TYAH7(the only one coming up on the symbol search for 10 year US treasury note), and in TOS is /ZN of course.

They seem to move the same but they're offset by a point... 125'... on MT5 with CQG and 124'... on TOS

Your input is much appreciated!

Yes it's TYA on CQG and it picks up the front month as H7.

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  #4 (permalink)
Quantumleap
New York United States
 
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xplorer View Post
Yes it's TYA on CQG and it picks up the front month as H7.

Thanks, I'll continue monitoring CQG vs TOS. I've spent considerable time coding my indicators on TOS, it would be a drag not being able to rely on TOS for my charting to trade ZN.

Anyone here charting on TOS and trading with CQG?

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  #5 (permalink)
 shzhning 
Madison, NJ
 
Experience: Intermediate
Platform: CQG/TOS
Broker: Optimus/CQG
Trading: ZN/TN/ES/NQ
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I use both TOS and CQG. I find it a reliable combo. There's a way to configure automatic roll on both systems. Here's how I set it up. Once this is done, you should see TYAM7 instead of TYAH7 on CQG

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  #6 (permalink)
Quantumleap
New York United States
 
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shzhning View Post
I use both TOS and CQG. I find it a reliable combo. There's a way to configure automatic roll on both systems. Here's how I set it up. Once this is done, you should see TYAM7 instead of TYAH7 on CQG

Thanks for the tip!
I'm using MT5 with the CQG feed, that I know of, there's no way to set automatic roll on MT5... but I'll just do it by hand.

Thanks!

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  #7 (permalink)
 shzhning 
Madison, NJ
 
Experience: Intermediate
Platform: CQG/TOS
Broker: Optimus/CQG
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I forgot you're using MT5 with CQG feed, not CQG native platform like CQG QTrader or IC. In fact I tested it a while ago, and could not figure out a way to auto roll. I'm sticking with QTrader+TOS right now.

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  #8 (permalink)
Quantumleap
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Yea, I installed MT5 because it was super easy installing on Mac, then I started liking it aesthetically and for its simplicity.

I'll check out Qtrader!

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  #9 (permalink)
 tr8er 
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Don't forget, Bonds and Notes rolled to the June = M contract! Maybe your different platform still show different contracts.

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  #10 (permalink)
Quantumleap
New York United States
 
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tr8er View Post
Don't forget, Bonds and Notes rolled to the June = M contract! Maybe your different platform still show different contracts.

That's exactly what it was!

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Last Updated on February 28, 2017


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