Now that additional details have been presented, I will admit I am not all that excited about how the historical BID/ASK datafeed access has been developed here. A true actual link to the CQG maintained historical data is what I was hoping for in this new offering. Only time and additional end user testing will tell how reliable this new arrangement will compare to DTN connected to NT7 with Gomi tools. I remain confused why the simple ability to connect to up to 30 days of clean BID/ASK data can't get handle in NT7 like we have in Inv RT Pro connected to DTN.IQ feed (and soon to be released in MC 7.....NY Trade Expo just around the corner).
So far we have the plane at least rolling down the runway but still no takeoff.
The following user says Thank You to FulcrumTrader for this post:
I think there's still some things they need to resolve. It just came out the door. Im still not getting the index data. I would wait before switching. I fortunately have more than one broker, and i have market delta. So i'm ok.
I wouldn't suggest you guys switch yet if your trading live on ninja only with CQG. Give it a couple more days.
I have been trying to set up this connection and still dont have data coming though. I will retry with NT Support this morning and if I learn anything about how to make this easier I will post it. I havent missed any trades sofar but it has been very frustrating. Also watch out regarding FGBL data.... CQG has had some problems with that contract. If I do not get it sorted out today I will go back to Zenfire because missing trades is just not an option.
Several questions regarding index data so I will attempt to provide generic support for all, if this does not resolve your situation, please send in a request to our support department.
- Index data is only available on live accounts not demo accounts
- You must be on NinjaTrader 7.0.1000.2 or later
- To make sure your instrument symbol maps are correct, please start NinjaTrader select the menu Tools > Options > Data > Reset Instruments
- Restart NinjaTrader to make sure the mapping changes have taken effect
- On your CQG account configuration (Tools > Account Connections) make sure that you have the option "Include index data" enabled
- You will only be able to receive real time data for the index instruments listed on this page - NinjaTrader/CQG Supported Indexes, anything else is not supported at this time
- Historical index data is not yet available as of the date of this post. It is expected to be available the week of February 21st, 2010 (originaly this week but it has been pushed back a week)
Last edited by NinjaTrader; February 14th, 2011 at 09:41 AM.
- Order routing
- Real time data for futures and indexes
- Access to historical from NinjaTrader servers recorded from the CQG real time feed
I am not sure what you mean regarding "consolidated CQG data feed" but if you mean generic market data access to other instrument types such as stocks and forex then correct, you do not get access to this. You will have to go directly to CQG for this which I beleive costs upwards of $600 per month. With respect to access to international markets, CQG for sure provides access to this technically but whether they are provided by AMP is a question best left for them.