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AMP, CQG, and NT7


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AMP, CQG, and NT7

  #131 (permalink)
 MetalTrade 
 
Posts: 1,055 since May 2010


johnnycakes78704 View Post
with NT7 on Zenfire, my orders placed on the bar, at the price, I placed them at. With AMP and CQG, they placed on the previous bar.

So you mean you have slippage of 1 tick in your disadvantage with cqg ?

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  #132 (permalink)
 davidmelnikov 
israel
 
Experience: Intermediate
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MetalTrade View Post
So you mean you have slippage of 1 tick in your disadvantage with cqg ?

This isent the first people complaint about slipage NT/CQG ...

anyone tried getting response from amp on those issues?

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  #133 (permalink)
 
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 JohnnyAustin 
Austin, TX
 
Experience: Intermediate
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MetalTrade View Post
So you mean you have slippage of 1 tick in your disadvantage with cqg ?

I expect a data feed to provide accurate to the minute/tick/range as shown. Alot happens in 1-2 minutes and trades are based upon that information. It placed trades on the previous bars more than 1, my faith in the data feed is shaken. It seemed to be a regular occurrence, not the odd here and there slippage I've seen on Zenfire.

I did call Amp and spoke to my broker, Justin, who stated: "What do you want us to do about it?"

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  #134 (permalink)
 
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 cory 
virginia
 
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spike bar in CQG, but no spike bar in OEC, is the a spike bar in Zen_Fire?

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  #135 (permalink)
 thatguy 
New Brunswick, NJ
 
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cory View Post
spike bar in CQG, but no spike bar in OEC, is the a spike bar in Zen_Fire?

I don't use ZenFire, but my chart with Transact feed matches your OEC's.

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  #136 (permalink)
 zt379 
UK London
 
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cory View Post
spike bar in CQG, but no spike bar in OEC, is the a spike bar in Zen_Fire?

Using CQG on a demo and I do NOT have your spike bar...
hth

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  #137 (permalink)
 
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 cory 
virginia
 
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thanks for the replies, I think ninja mix ups history April data and May real time data.

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  #138 (permalink)
 
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cory View Post
thanks for the replies, I think ninja mix ups history April data and May real time data.

HI cory,

I see you are using the 05-11 contract in your screenshot. This contract has not yet been rolled to (rollover date = 3/21) though. I suspect in your Tools>Options>Data tab you have the merge policy set as “MergeBackAdjusted”. What this setting does is that it will try and use the data from the correct front month for the date range they are active on historical data. Since the 04-11 contract is still the active one, all your historical data is pulled from 04-11, but your real-time data is 05-11. The chart tries to mix the two and the end result is the spikes you see because it is not time to merge to 05-11 yet.

To resolve, please switch the option to “DoNotMerge” and then reopen your chart. Setting it to “DoNotMerge” will allow you to pull purely 05-11 data for your chart historically and in real-time.

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  #139 (permalink)
 
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 cory 
virginia
 
Experience: Intermediate
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NinjaTrader View Post
HI cory,

I see you are using the 05-11 contract in your screenshot. This contract has not yet been rolled to (rollover date = 3/21) though. I suspect in your Tools>Options>Data tab you have the merge policy set as “MergeBackAdjusted”. What this setting does is that it will try and use the data from the correct front month for the date range they are active on historical data. Since the 04-11 contract is still the active one, all your historical data is pulled from 04-11, but your real-time data is 05-11. The chart tries to mix the two and the end result is the spikes you see because it is not time to merge to 05-11 yet.

To resolve, please switch the option to “DoNotMerge” and then reopen your chart. Setting it to “DoNotMerge” will allow you to pull purely 05-11 data for your chart historically and in real-time.

thanks, I thought I went insane since nobody else had the same problem.

ps. you should set software default to 'do not merge', it costs me -$5K already.

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  #140 (permalink)
 samWest 
Houston, Texas
 
Experience: Advanced
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NinjaTrader View Post
To resolve, please switch the option to “DoNotMerge” and then reopen your chart. Setting it to “DoNotMerge” will allow you to pull purely 05-11 data for your chart historically and in real-time.

I assume we can also address this problem by changing the CL 05-11 rollover date to 3/18/2011. As of now, 12:13 pm central 3/18/2011 the May volume has exceeded the April volume. I will be considering 3/18/2011 as the rollover date for this month.

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