I think the free EOD data is daily bars only, not minute or tick bars. Could be wrong...
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The following user says Thank You to Big Mike for this post:
Mike is completely right - (EOD free) Kinetick data is just one bar, for the day - that's why it's free.
We're basically SOL, unless some kind individual wanted to export their proper non-CQG provided data, for each instrument you need - and you could import it into your NT, but even then, I think NT would re-get it from their historical servers (when you restarted NT or did a 'historical get' from a chart) - there's a toggle somewhere in NT, but, I don't think it can be set at the instrument level. Plus, if as Ray states realtime data was not streaming during that time, that means those of us who record GOM data don't have it recorded. Even with the ways around this, it's just all one big pain in the you-know-what.
The following user says Thank You to Beljevina for this post:
It's a NT fault, in that their servers that are supposed to capture the real-time data, and push it to you as historical data - they are constantly hiccupping. It's important to understand that if you/we have the "free" CQG data bundles with NT, we're not really full CQG customers, but are rather depending on NT. Check post #20 here, in this NT support thread. I am not defending them, as, it is rather archaic to have to wait until a weekend datafill, to get proper charts. And, I've tried storing my own historical data, since I run my PC 5/24 to capture full GOM data, but there are other major issues there. Bottom line is coughing up another few hundred bucks (per month) for a proper mission-critical, fully supported data service.
It is not a CQG server issue and there is no reason to leave them. The issue is that the CQG API drops real-time data subscriptions for a handful of instruments including 6E on occasion when connected for long periods of time. The impact is limited to a few symbols and does not impact trade routing. We have received an updated API that fixes this issue and it will enter testing shortly after which it will be put into production.
Last edited by NinjaTrader; December 20th, 2012 at 09:35 PM.
@NinjaTrader or anyone else using gomi volume profile. I am using the Merge Back Adjusted policy but I have no volume profile data for the march contracts on my 6e June charts. Anyone else having this problem or know the fix?