CQG, without question, is a superior feed to Zen-Fire, and it's cheaper. I have access to both, have used both, and can say so confidently from experience with both. CQG is more consistently timely, and more accurate.
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I'm currently trying to switch that to my main trade routing as I opened up a small account there. I was hoping I could get OCO Brackets to place trades in CQG trader, but I'm waiting to hear from my broker on that. They were there when I was running the demo trying it out for those 3 days, but upon logging in with live credentials that went away.
With Zen Fire there is a difference depending on the broker (gateway server). For example, one broker may have a lot of trouble or disconnects, and another broker not --- both using Zen Fire. Then of course a third broker, using the original Rithmic source, may be even different still.
I am not sure about CQG 100%, but it seems there are similar situations/configurations. For example, CQG is known to be extremely reliable, yet there are a lot of posts on the forum about people who use Amp Futures and get CQG thru them having problems here and there.
So it might be useful to list what broker you are using when talking about CQG. CQG thru Amp vs CQG thru Velocity may be different for example, because of the FCM gateway servers. Again, I don't know this for sure, just going based on what users have said in the forum. I think a third option still is those who subscribe to CQG directly from CQG itself, and not through your broker at all.
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There is a difference between Ninjatrader w/CQG and CQG's own products. Ninjatrader has their own server at the CQG facility. The data is the same, but the infrastructure is not. There is no difference between brokers when using CQG Trader or IC.
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