Can anyone tell if some small discrepancies in OHLC data (especially in real-time more than historical) can be noted between IQfeed and CQG ? If so, are they sparse ? How frequent ?
I have a system based on IQfeed with some MIT orders that is asked to he fed through CQG and would like to estimate if there's a risk switching feed. Thank you
Did you find out which feed is better for real time? I'm looking to use Ninja Trader and I need to decide on a broker/feed. I heard great things about CQG in the past, but last week some people had issues with AMP/CQG on NT, so I am not so sure anymore. Issues were basically gaps in the feed causing gaps on the bars that weren't really there. thinkorswim and Gain Capital both experienced the same issues on the same days, so I suspect both of these brokers also use CQG data.
Thanks SARdynamite. I was coming to the same conclusion after reading forums for hours yesterday. Are you using IQFeed mostly for historical data? I heard conflicting reports regarding the amount of historical data from Rithmic, perhaps depending on the brokerage collecting historical data. Any insight on this would be appreciated.
I use IQFeed as primary connection and Rithmic as backup connection, mostly for realtime data (my strategy is intraday).
For historical data fill, Rithmic at NinjaTrader Brokerage will get you access to the data from Ninja servers
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