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Continuum by CQG

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  #101 (permalink)
 pcomm69 
paris france
 
Experience: Advanced
Platform: NinjaTrader
Broker: Continuum
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Ninja say me : See "Mirus or Dorman..."
Great answer, isnt it.....

Mirus dont answer
Dorman dont answer too....

I have no solution

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  #102 (permalink)
 Daytrader999 
Legendary Market Wizard
Ilsede, Germany
 
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pcomm69 View Post
Mirus dont answer
Dorman dont answer too....

I have no solution

In this case I'd strongly suggest to change your broker, rather sooner than later...

"If you don't design your own life plan, chances are you'll fall into someone else's plan. And guess what they have planned for you? Not much." - Jim Rohn
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  #103 (permalink)
 pcomm69 
paris france
 
Experience: Advanced
Platform: NinjaTrader
Broker: Continuum
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Yes

Optimus is on my mind
I have open an account ....

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  #104 (permalink)
 resist 
Berlin Germany /Alicante Spain
 
Experience: Intermediate
Platform: NinjaTrader
Broker: DDT/Rithmic, Global/CQG, IB, Mirus(Ninja)/MarketDelta
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sorry, I thought somewhere here was the "internal" Continuum pricing told, but I cannot find this post any more.
my new IB tells that they are charged .50 by side by RCG .. could this be truth?
perhaps you can tell the permalink to the pricing post if i overlooked it.

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  #105 (permalink)
 crossover 
Belgium
 
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resist View Post
sorry, I thought somewhere here was the "internal" Continuum pricing told, but I cannot find this post any more.
my new IB tells that they are charged .50 by side by RCG .. could this be truth?
perhaps you can tell the permalink to the pricing post if i overlooked it.

My new broker tells me that RGC is asking .052 cent more then Dorman for a round turn trade.

I selected now rithmic as dataprovider as eurex ( dax ) is free of extra charge.

Continuum would cost 10$/month for eurex

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  #106 (permalink)
 resist 
Berlin Germany /Alicante Spain
 
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crossover View Post
My new broker tells me that RGC is asking .052 cent more then Dorman for a round turn trade.

I selected now rithmic as dataprovider as eurex ( dax ) is free of extra charge.

Continuum would cost 10$/month for eurex

so you have still RCG with Rithmic?

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  #107 (permalink)
 crossover 
Belgium
 
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resist View Post
so you have still RCG with Rithmic?

No, I had RCG, Mirus and datafeed with the ninjaplatform.
Now i went to Cannontrading / dorman and datafeed from Rithmic. with the ninjaplatform

Before joining Cannontrading i informed myself on margins, fees, possibility to trade eurex ( for the dax )

The datafeed rithmic has all what i want its free, no extra costs for eurex ( i trade also the dax ) and has oco , historical data and so on

I have been told that RCG was charging 0.52 cent more on fees for 1 roundturn trade.

I am awaiting my activation as transfer from my account takes more time then expected.

Only then i can Judge the rithmic datafeed.

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  #108 (permalink)
 CannonTrading   is a Vendor
 
 
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crossover View Post
No, I had RCG, Mirus and datafeed with the ninjaplatform.
Now i went to Cannontrading / dorman and datafeed from Rithmic. with the ninjaplatform

Before joining Cannontrading i informed myself on margins, fees, possibility to trade eurex ( for the dax )

The datafeed rithmic has all what i want its free, no extra costs for eurex ( i trade also the dax ) and has oco , historical data and so on

I have been told that RCG was charging 0.52 cent more on fees for 1 roundturn trade.

I am awaiting my activation as transfer from my account takes more time then expected.

Only then i can Judge the rithmic datafeed.

Yes RCG fees are slightly higher than what we offer through Dorman + RCG does not have Rithmic. I hope you will get activation today and be able to trade and judge the feed etc. and we are here to assist with any questions.
Depending on the clients needs, style of trade, markets they trade and their priority list, I think that the Ninja set up with either Dorman , RCG or Vision will meet the client needs. I just don't think that one size fits all applies to futures traders and I prefer custom solutions.
PM with any questions about Cannon Trading (800) 454-9572 (310) 859-9572. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.

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  #109 (permalink)
 kvvinn 
toronto, ontario
 
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Have carefully followed all instructions trying to connect to Continuum including an uninstall and re-install of NT but always get same error message:

"Login failed: Network connection to the Order Routing System is unavailable." And now of course it's the weekend and I can't reach tech support.

This is my first attempt to connect since receiving my new username and password this afternoon from Mirus re my conversion from Zenfire to Contimuum. Of course before that I had downloaded the requisite latest NT version and sent my license key to Continuum as requested.

Wanted to study my charts this weekend after being away for 2 weeks on vacation but have no data whatsoever. (And yes, I have it "enabled" as per the instructions.)

Frustrating to say the least. Can anyone help!?

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  #110 (permalink)
 steve2222 
Auckland, New Zealand
 
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kvvinn View Post
Have carefully followed all instructions trying to connect to Continuum including an uninstall and re-install of NT but always get same error message:

"Login failed: Network connection to the Order Routing System is unavailable." And now of course it's the weekend and I can't reach tech support.

This is my first attempt to connect since receiving my new username and password this afternoon from Mirus re my conversion from Zenfire to Contimuum. Of course before that I had downloaded the requisite latest NT version and sent my license key to Continuum as requested.

Wanted to study my charts this weekend after being away for 2 weeks on vacation but have no data whatsoever. (And yes, I have it "enabled" as per the instructions.)

Frustrating to say the least. Can anyone help!?

@kvvinn

I have the same setup: Dorman>Mirus>Continuum>NT

I have been Live for 2 weeks, but I have noticed that CQG/Continuum seem to take the feed down at 7pm USA ET on a Friday, but I have just logged back on now (9.40pm USA ET) and it is working again.

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  #111 (permalink)
 kvvinn 
toronto, ontario
 
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Thanks Steve, but still no luck connecting. Now it's a new error message:

"Login failed. Exception of type. CQG Trader.DataAccess.Session/Manager.NoAccountsForUserException'was thrown."

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  #112 (permalink)
 steve2222 
Auckland, New Zealand
 
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kvvinn View Post
Thanks Steve, but still no luck connecting. Now it's a new error message:

"Login failed. Exception of type. CQG Trader.DataAccess.Session/Manager.NoAccountsForUserException'was thrown."

Your only other real option in the weekend is to post on the NT forum (if you have not done so already) and they maybe able to tell you if only your broker can sort this out.

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  #113 (permalink)
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kvvinn View Post
Thanks Steve, but still no luck connecting. Now it's a new error message:

"Login failed. Exception of type. CQG Trader.DataAccess.Session/Manager.NoAccountsForUserException'was thrown."

This I believe is a broker specific configuration issue. You will have to check with them.

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  #114 (permalink)
 Joseph Connors 
Colorado Springs, CO USA
 
Experience: Intermediate
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Can anyone tell me what indexes (SP500, DJIA, ect) and market internals (ie: $TICK,$TRIN, ect) are carried by Continuum? Thanks!

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  #115 (permalink)
 tomagr 
Prague/Czech republic
 
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Joseph:

This should helps: NinjaTrader/CQG Supported Indexes

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  #116 (permalink)
 Joseph Connors 
Colorado Springs, CO USA
 
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tomagr View Post
Joseph:

This should helps: NinjaTrader/CQG Supported Indexes

Thanks! Thats the info I needed. So, CQG and Continuum are the same feed?

Persistence! Nothing in the world can take the place of persistence.
Talent will not ... nothing is more common than unsuccessful men with talent.
Genius will not ... Unrewarded genius is almost a proverb.
Education will not ... The world is full of educated derelicts.
Persistence and determination alone are omnipotent!
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  #117 (permalink)
 tomagr 
Prague/Czech republic
 
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Joseph Connors View Post
Thanks! Thats the info I needed. So, CQG and Continuum are the same feed?

I think they are same - Continuum is a brand of CQG.

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  #118 (permalink)
 CannonTrading   is a Vendor
 
 
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Yes Continuum and CQG is the same exact data. Unfiltered.

PM with any questions about Cannon Trading (800) 454-9572 (310) 859-9572. Trading commodity futures, forex and options involves substantial risk of loss. The recommendations contained in this post are of opinion only and do not guarantee any profits. These are risky markets and only risk capital should be used. Past performance is not necessarily indicative of future results.
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  #119 (permalink)
 infin8loop 
Vancouver, Canada
 
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Last week I spoke with someone from Mirus support on the phone. He was very helpful and patient. I was able to connect to Continuum but I was not receiving real-time data and when I tried to place an order I would receive an "Commodity is disabled for trading at this time" error.

He suggested I do the following: (1) First repair the database then (2) reset the instruments, then restart NinjaTrader.

I did this once and started to receive an "InstrumentMetadataNotAvailablException" error. After doing the above two more times, I was able to place orders and it has been working since.

I think this resolution only applies to certain error conditions but it might be worth a try.

Hope this helps.

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  #120 (permalink)
pepelucho
portland, OR
 
 
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this might be a little off topic, if so please feel free to direct me to the proper thread.

I just switched to continuum due to the mirus/zenfire issue and I'm curious to ping their trade servers to see the response time. I trade CL which I believe trades in chicago and I since I have my trade server very near the exchange I would like to see how it compares, previously with zenfire I was getting 1ms ping time.

So, anybody know the ip address that I could test with continuum ?

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  #121 (permalink)
 neko333 
Hawaii
 
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Don't have a specific IP address but been running ping tests to CQG Web Trader. don't really have a baseline to compare these tests with Zen but my general feel after years with Zen is that continuum executions are slower. if I'm sensing this by feel and sight probably not a good sign. I am located in Hawaii and my avg ping lately is ~110ms


pepelucho View Post
this might be a little off topic, if so please feel free to direct me to the proper thread.

I just switched to continuum due to the mirus/zenfire issue and I'm curious to ping their trade servers to see the response time. I trade CL which I believe trades in chicago and I since I have my trade server very near the exchange I would like to see how it compares, previously with zenfire I was getting 1ms ping time.

So, anybody know the ip address that I could test with continuum ?


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  #122 (permalink)
pepelucho
portland, OR
 
 
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neko333 View Post
Don't have a specific IP address but been running ping tests to CQG Web Trader. don't really have a baseline to compare these tests with Zen but my general feel after years with Zen is that continuum executions are slower. if I'm sensing this by feel and sight probably not a good sign. I am located in Hawaii and my avg ping lately is ~110ms

That url is most likely for their web server, I doubt that that is the same as their trade routing server, but of course in your case you incur the extra delay between your computer and their website.

In my case, host my trading server remotely in Chicago collocated near the exchange, so it's a whole different set up.

But thanks for the input.

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  #123 (permalink)
 sam028 
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pepelucho View Post
this might be a little off topic, if so please feel free to direct me to the proper thread.

I just switched to continuum due to the mirus/zenfire issue and I'm curious to ping their trade servers to see the response time. I trade CL which I believe trades in chicago and I since I have my trade server very near the exchange I would like to see how it compares, previously with zenfire I was getting 1ms ping time.

So, anybody know the ip address that I could test with continuum ?

A "netstat -n" or looking at which addresses are used by NinjaTrader.exe (using the Windows Performance Monitor) will tell you the real truth, but here are few CQG addresses.
In your case, my dear Jose , you should be connected to the first address pool, which should be not too from your machine.

Qwest through Equinix
208.48.16.224 cqginqwc001i.cqgnet.com
208.48.16.225 cqginqwc002i.cqgnet.com
208.48.16.226 cqginqwc003i.cqgnet.com

Chicago
64.208.51.224 cqginchi001i.cqgnet.com
64.208.51.225 cqginchi002i.cqgnet.com
64.208.51.226 cqginchi003i.cqgnet.com

Hong Kong
183.91.40.27 cqginhk001ai.cqgnet.com
183.91.40.28 cqginhk001bi.cqgnet.com

London
216.219.76.112 cqginlon001i.cqgnet.com
216.219.76.113 cqginlon002i.cqgnet.com
216.219.76.114 cqginlon003i.cqgnet.com

New York
67.152.7.224 cqginnyc001i.cqgnet.com
67.152.7.225 cqginnyc002i.cqgnet.com
67.152.7.226 cqginnyc003i.cqgnet.com

Singapore
118.201.11.205 cqginsng003i.cqgnet.com
118.201.11.206 cqginsng004i.cqgnet.com
118.201.11.207 cqginsng005i.cqgnet.com

Sydney
203.192.64.139 cqginsyd001i.cqgnet.com
203.192.64.140 cqginsyd002i.cqgnet.com
203.192.64.141 cqginsyd003i.cqgnet.com

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  #124 (permalink)
pepelucho
portland, OR
 
 
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sam028 View Post
A "netstat -n" or looking at which addresses are used by NinjaTrader.exe (using the Windows Performance Monitor) will tell you the real truth, but here are few CQG addresses.
In your case, my dear Jose , you should be connected to the first address pool, which should be not too from your machine.

Thanks Sam,

once again your awesomeness comes through !

-Jose

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  #125 (permalink)
 outerspace 
Berlin Germany
 
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Broker: Mirus Futures/CQG, Kinetick
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Hello,

has anyone else had this disconnect today?
___
12.02.2014 14:33 (CET) Connection CQG/Continuum: Primary connection=Connected, Price feed=Connected
12.02.2014 14:29 (CET) Connection CQG/Continuum: Primary connection=Connected, Price feed=ConnectionLost
___

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  #126 (permalink)
 liquidcci 
Austin, TX
 
Experience: Master
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sam028 View Post
A "netstat -n" or looking at which addresses are used by NinjaTrader.exe (using the Windows Performance Monitor) will tell you the real truth, but here are few CQG addresses.
In your case, my dear Jose , you should be connected to the first address pool, which should be not too from your machine.

Qwest through Equinix
208.48.16.224 cqginqwc001i.cqgnet.com
208.48.16.225 cqginqwc002i.cqgnet.com
208.48.16.226 cqginqwc003i.cqgnet.com

Chicago
64.208.51.224 cqginchi001i.cqgnet.com
64.208.51.225 cqginchi002i.cqgnet.com
64.208.51.226 cqginchi003i.cqgnet.com

Hong Kong
183.91.40.27 cqginhk001ai.cqgnet.com
183.91.40.28 cqginhk001bi.cqgnet.com

London
216.219.76.112 cqginlon001i.cqgnet.com
216.219.76.113 cqginlon002i.cqgnet.com
216.219.76.114 cqginlon003i.cqgnet.com

New York
67.152.7.224 cqginnyc001i.cqgnet.com
67.152.7.225 cqginnyc002i.cqgnet.com
67.152.7.226 cqginnyc003i.cqgnet.com

Singapore
118.201.11.205 cqginsng003i.cqgnet.com
118.201.11.206 cqginsng004i.cqgnet.com
118.201.11.207 cqginsng005i.cqgnet.com

Sydney
203.192.64.139 cqginsyd001i.cqgnet.com
203.192.64.140 cqginsyd002i.cqgnet.com
203.192.64.141 cqginsyd003i.cqgnet.com


@sam028 How does Nt handle these connection pools. I know when I do -netstat I get 6 to 8 different connections showing up. Does NT route order to server that is closest? I have never really looked behind scenes at how NT was handling this so it is interesting. Also want to make sure get full benefit of server close to exchanges. In other words don't want order being sent to further server killing benefit of being close.

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  #127 (permalink)
 sam028 
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liquidcci View Post
@sam028 How does Nt handle these connection pools. I know when I do -netstat I get 6 to 8 different connections showing up. Does NT route order to server that is closest? I have never really looked behind scenes at how NT was handling this so it is interesting. Also want to make sure get full benefit of server close to exchanges. In other words don't want order being sent to further server killing benefit of being close.

I hope so, but I'm not a CQG user, and do not have the source code o the NinjaTrader CQG adapter, so I can't say. CQG or @NinjaTrader may have the answer.
I only put some of the CQG servers IP, there are much more servers in most location.

About previous @neko333 post and the hot question "What is my real latency, from my mouse click/strategy order signal, to the exchange book", I will write a small strategy which will send a limit order far away from the current price, and cancel it ASAP.
That will give an idea of the "real" latency, not the only latency to the data feed servers and the broker's orders servers. It won't be perfect, because depending on the order type and price, its priority in the book will be different, but it should give a good picture.

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  #128 (permalink)
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sam028 View Post
I hope so, but I'm not a CQG user, and do not have the source code o the NinjaTrader CQG adapter, so I can't say. CQG or @NinjaTrader may have the answer.
I only put some of the CQG servers IP, there are much more servers in most location.

About previous @neko333 post and the hot question "What is my real latency, from my mouse click/strategy order signal, to the exchange book", I will write a small strategy which will send a limit order far away from the current price, and cancel it ASAP.
That will give an idea of the "real" latency, not the only latency to the data feed servers and the broker's orders servers. It won't be perfect, because depending on the order type and price, its priority in the book will be different, but it should give a good picture.

CQG API handles this. As I understand it, it connects to a server, runs pings across all of its POPs and then establishes a connection with the one returning the lowest latency.

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  #129 (permalink)
 sam028 
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neko333 View Post
Don't have a specific IP address but been running ping tests to CQG Web Trader. don't really have a baseline to compare these tests with Zen but my general feel after years with Zen is that continuum executions are slower. if I'm sensing this by feel and sight probably not a good sign. I am located in Hawaii and my avg ping lately is ~110ms

Check .

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  #130 (permalink)
 balance 
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NinjaTrader View Post
CQG API handles this. As I understand it, it connects to a server, runs pings across all of its POPs and then establishes a connection with the one returning the lowest latency.

Well, That's not the case for me, coming from Taipei where ping to HK sites rarely above 60ms but once across the Pacific it's rarely below 200ms.

I am looking at the windows resource meter now and it's connecting to States, not HK servers.


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 Koepisch 
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balance View Post
Well, That's not the case for me, coming from Taipei where ping to HK sites rarely above 60ms but once across the Pacific it's rarely below 200ms.

I am looking at the windows resource meter now and it's connecting to States, not HK servers.


I think to remember, that the cqg server can be set by your broker.

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 balance 
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Koepisch View Post
I think to remember, that the cqg server can be set by your broker.

Yes!
I am with AMP/CQG and just changed to Singapore server, the latency is now 70ms!
Thanks a lot! and Thanks to AMP's support. Just 5 min to solve my long-time problem!
For CME data NT will still connect directly to CQG's Chicago servers so ..
But at least I am not getting disconnect on trade route servers.

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 Koepisch 
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balance View Post
Yes!
I am with AMP/CQG and just changed to Singapore server, the latency is now 70ms!
Thanks a lot!
For CME data NT will still connect directly to CQG's Chicago servers so ..
But at least I am not getting disconnect on trade route servers.

It's a complete miracle why Ninjatrader can't answer your question properly.

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 g4400 
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I do not have this experience, my connection is interrupted 2 - 5 times per day last week and now on monday(Continuum: Primary connection=ConnectionLost, Price feed=Connected) ... ?

Same problem here.

Is your issue already solved some way?

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 merler 
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g4400 View Post
Same problem here.

Have had numerous Continuum "connection lost" last Friday and yesterday (the only days I was trading recently) while my IQFeed remained stable all the time.
Looks like for us Europeans Continuum is not the best choice.

Reinhard

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 Balanar 
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No problems here in Germany.

Very stable!

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 cunparis 
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infin8loop View Post
Last week I spoke with someone from Mirus support on the phone. He was very helpful and patient. I was able to connect to Continuum but I was not receiving real-time data and when I tried to place an order I would receive an "Commodity is disabled for trading at this time" error.

He suggested I do the following: (1) First repair the database then (2) reset the instruments, then restart NinjaTrader.

I did this once and started to receive an "InstrumentMetadataNotAvailablException" error. After doing the above two more times, I was able to place orders and it has been working since.

I think this resolution only applies to certain error conditions but it might be worth a try.

Hope this helps.

This fixed my problem. Thanks for sharing your solution, I hope it can help others too.

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 sam028 
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I have several clients who have disconnections from CQG, for about 8 to 10 days now.
I first though it was maybe a problem with my network providers, in Chicago, but I also have disconnections from my servers in NJ ( screenshot), so it seems it's not on my side but on CQG network side.
I have a small monitoring script which is check an IB, CQG and IQFeed server every 10 seconds : IB is failing sometimes, IQFeed not, but CQG few times a day since I'm running this.
The servers were the monitoring is done are not using poor DSL/wifi, but 1 Gb/s symmetric links.

So, after the joke of having a server in Chicago having to take a ride to Dallas to communicate with a CQG server in Chicago (???), and the results from one of my clients comparing the fills latency between CQG and one of its competitors (40-70 ms with high standard deviation vs 4-8 ms, test made on the same Linux VPS with a C++ piece of code using directly CQG and its competitor low level API), it's maybe not the best option today.

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 waverider 
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I've been moved to Continuum and note that ASX SPI Index Futures Contract data seems to be available historically, but doesn't update live.

If the product is offered, shouldn't it be live updating? Or is what I'm experiencing normal, and I have to pay the relevant additional exchange fees to get ASX Futures products?

Just seems strange, and I'm hoping that the product is indeed free...

Any insights much appreciated,

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I've been moved to Continuum and note that ASX SPI Index Futures Contract data seems to be available historically, but doesn't update live.

If the product is offered, shouldn't it be live updating? Or is what I'm experiencing normal, and I have to pay the relevant additional exchange fees to get ASX Futures products?

Just seems strange, and I'm hoping that the product is indeed free...

Any insights much appreciated,

You need to contact your broker to ensure your account is entitled to receive live data for these markets. Even if you are not entitled, you can receive historical data.

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 trendwaves 
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sam028 View Post
I have several clients who have disconnections from CQG, for about 8 to 10 days now.
I first though it was maybe a problem with my network providers, in Chicago, but I also have disconnections from my servers in NJ ( screenshot), so it seems it's not on my side but on CQG network side.
I have a small monitoring script which is check an IB, CQG and IQFeed server every 10 seconds : IB is failing sometimes, IQFeed not, but CQG few times a day since I'm running this.
The servers were the monitoring is done are not using poor DSL/wifi, but 1 Gb/s symmetric links.

So, after the joke of having a server in Chicago having to take a ride to Dallas to communicate with a CQG server in Chicago (???), and the results from one of my clients comparing the fills latency between CQG and one of its competitors (40-70 ms with high standard deviation vs 4-8 ms, test made on the same Linux VPS with a C++ piece of code using directly CQG and its competitor low level API), it's maybe not the best option today.

So this explains the unusual delay some of us are experiencing on order fill reporting with Continuum ?

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 liquidcci 
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I have been using Continuum and my fills have been fine. But I have gotten a couple of disconnects every day during trading. The disconnects are a problem and what makes it worse is the feed is not automatically connecting back in NT to the primary server. The connection status box stays red and you have to manually reconnect.

I really like the server side OCO on Continuum but a reliable feed that stays connected during trading hours is a must. I am going to let run for a few more days then probably go back to rithmic. Rithmic rarely gets disconnects during trading hours and if it does usually reconnects right away. Hoping eventually will be able to get server side OCO on rithmic as it has been a great feed for me most of the time.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 trendwaves 
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That is odd, I have yet to have a single disconnect. Stream and order server connections are perfectly stable. I am running 90MBS download speed however, and I suspect that may help a great deal with stream / server connection stability.

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 liquidcci 
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trendwaves View Post
That is odd, I have yet to have a single disconnect. Stream and order server connections are perfectly stable. I am running 90MBS download speed however, and I suspect that may help a great deal with stream / server connection stability.

@trendwaves I am on a server in Chicago with very reliable company on faster downloads than 90mbs so I don't think is a bandwidth issue for me. But glad to hear someone is not having disconnect problems. My fills have been every bit as good as rithmic and really like the OCO. But the disconnects are disruptive.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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No disconnects today. I like server side OCO so much I may give it a week and see if still getting disconnects. But won't be patient long.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 sam028 
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liquidcci View Post
No disconnects today. I like server side OCO so much I may give it a week and see if still getting disconnects. But won't be patient long.

No disconnection seen by Ninja on my side either, from Chicago, but few lost ping and strange route/latency from New-York. It's usually 20 ms to CQG servers in Chicago, but can go above 100 ms. I'm suspecting an overloaded router on CQG network side.

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 trendwaves 
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liquidcci View Post
@trendwaves I am on a server in Chicago with very reliable company on faster downloads than 90mbs so I don't think is a bandwidth issue for me. But glad to hear someone is not having disconnect problems. My fills have been every bit as good as rithmic and really like the OCO. But the disconnects are disruptive.

That is just amazing really. I am all the way down here in Florida. I cannot imagine with your setup you could have any disconnects. I literally have not had one disconnect in a month.

Maybe I am somehow bypassing the round-trip from Chicago to Dallas

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 liquidcci 
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sam028 View Post
No disconnection seen by Ninja on my side either, from Chicago, but few lost ping and strange route/latency from New-York. It's usually 20 ms to CQG servers in Chicago, but can go above 100 ms. I'm suspecting an overloaded router on CQG network side.

@sam028 that latency is a problem. I have done a few pings and my latency seems okay but not running something to constantly monitor it. I am curious on exactly how CQG routing orders. I show a Chicago connection among a few others on my server but I am not sure where the orders are actually being routed. I could be pinging Chicago but orders going some other route for all I know. Not sure CQG ready for primetime.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 liquidcci 
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Looking at netstat on my server not one of my connections today is Chicago. I called CQG the other day to see how my orders were being routed. They looked it up and told me Chicago. But today no Chicago connections which kills purpose of having server in Chicago. It seems if you use Continuum you may get routed different ways on different days and at different times. I do not know for sure but am going to try and find out more.

@sam028 Also wondering out loud if reason I did not get disconnections today is because I am not going through Chicago gateway. Something weird here. I want no disconnects and I want to be routed Chicago. Is that to much to ask. Maybe it is of CQG.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 sam028 
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liquidcci View Post
Looking at netstat on my server not one of my connections today is Chicago. I called CQG the other day to see how my orders were being routed. They looked it up and told me Chicago. But today no Chicago connections which kills purpose of having server in Chicago. It seems if you use Continuum you may get routed different ways on different days and at different times. I do not know for sure but am going to try and find out more.

@sam028 Also wondering out loud if reason I did not get disconnections today is because I am not going through Chicago gateway. Something weird here. I want no disconnects and I want to be routed Chicago. Is that to much to ask. Maybe it is of CQG.

The routing process has always been quite obscure, for CQG and for other providers, it's very hard or impossible to know exactly what's happening, where your order is received and what's the processes after that. Some providers are showing some charts of theire architecture, but without any details abou the latency and the location of their servers.
As it seems people connected from Europe or Australia don't have a lot of connection issues, so maybe being far away from CQG servers with a slow Internet connection is better, or don't show the problems we can have in being < 1ms from them ?

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 liquidcci 
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@sam028 I am guessing if netstat shows no Chicago IP's. I should assume my order is being routed somewhere else first other than Chicago? Do you think that is a correct assumption?

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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ReaM
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Is there a way to make Continuum (Mirus/Dorman) to work with MutliCharts?

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 sam028 
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liquidcci View Post
@sam028 I am guessing if netstat shows no Chicago IP's. I should assume my order is being routed somewhere else first other than Chicago? Do you think that is a correct assumption?

Let's see this with PM or email, we're going a bit off-topic .
I also have some details for you, if you want, as we share the same large network pipes and had details about some congested peering routes (problem solved yesterday).

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 photog53 
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liquidcci View Post
I have been using Continuum and my fills have been fine. But I have gotten a couple of disconnects every day during trading. The disconnects are a problem and what makes it worse is the feed is not automatically connecting back in NT to the primary server. The connection status box stays red and you have to manually reconnect.

I really like the server side OCO on Continuum but a reliable feed that stays connected during trading hours is a must. I am going to let run for a few more days then probably go back to rithmic. Rithmic rarely gets disconnects during trading hours and if it does usually reconnects right away. Hoping eventually will be able to get server side OCO on rithmic as it has been a great feed for me most of the time.

Yep...I have had a few disconnects as well.
I understand that no data feed is perfect, but I have had more small "hiccups" with Continuum in the month of Feb than I generally have over a much longer period. I know my Internet connection did not drop....(have a small ping script running)....and when I shifted to my backup Internet provider...(just to check)....the same thing happened. Two different cable internet connections....same disconnect. Fortunately these have not been frequent, but after the events of January (with Zenfire) any connection related issues at all start making me a bit nervous.

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  #155 (permalink)
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Yep...I have had a few disconnects as well.
I understand that no data feed is perfect, but I have had more small "hiccups" with Continuum in the month of Feb than I generally have over a much longer period. I know my Internet connection did not drop....(have a small ping script running)....and when I shifted to my backup Internet provider...(just to check)....the same thing happened. Two different cable internet connections....same disconnect. Fortunately these have not been frequent, but after the events of January (with Zenfire) any connection related issues at all start making me a bit nervous.

We will be releasing R22 in the upcoming weeks which reduces the sensitivity of reporting disconnects for both Continuum and CQG.

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  #156 (permalink)
 liquidcci 
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NinjaTrader View Post
We will be releasing R22 in the upcoming weeks which reduces the sensitivity of reporting disconnects for both Continuum and CQG.

@NinjaTrader How about getting that out in next few days instead of weeks? Weeks is a long time when customers having issues like this that are very disruptive to trading.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Tasker_182 
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liquidcci View Post
@NinjaTrader How about getting that out in next few days instead of weeks? Weeks is a long time when customers having issues like this that are very disruptive to trading.

I'm sure they would if they could but at the same time i am sure you would want them to thoroughly test the change, document it within their systems and communicate it properly and these things do take time. I'm glad they are giving us advanced notice that they recognize a problem and are working to resolve it in the best manner possible rather than helter-skelter patches which often times can create as many problems as they solve. NinjaTrader is not new to this and they know what needs doing.

That said, I can well understand the frustration of disconnects....

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 liquidcci 
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Tasker_182 View Post
I'm sure they would if they could but at the same time i am sure you would want them to thoroughly test the change, document it within their systems and communicate it properly and these things do take time. I'm glad they are giving us advanced notice that they recognize a problem and are working to resolve it in the best manner possible rather than helter-skelter patches which often times can create as many problems as they solve. NinjaTrader is not new to this and they know what needs doing.

That said, I can well understand the frustration of disconnects....

@Tasker_182 they have been working on r22 for weeks. @NinjaTrader

Seems like the last few releases have created a variety of problems. I understand various tweaks etc but lately the NT problems have been costing me money. So it is beyond frustration it is expensive and affecting my business.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Tasker_182 
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liquidcci View Post
@Tasker_182 they have been working on r22 for weeks. @NinjaTrader

Seems like the last few releases have created a variety of problems. I understand various tweaks etc but lately the NT problems have been costing me money. So it is beyond frustration it is expensive and affecting my business.

Not to belabour the point but for those very reasons you've stated I would want NinjaTrader to get it right (and of course as quick as possible, often a conflict between time/quality when your business is hurting).

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 liquidcci 
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Not to belabour the point but for those very reasons you've stated I would want NinjaTrader to get it right (and of course as quick as possible, often a conflict between time/quality when your business is hurting).

@Tasker_182 I get what you are saying. But I was told a few weeks ago that r22 would be out in a few weeks. Now @NinjaTrader comes here and says a few more weeks. If it takes a few more weeks will be a month or more which is an unacceptable amount of time for NT to get a fix done. Thus my frustration.

This probably not the thread for this. So I am going to refrain from continuing to pitch back and forth. Although would like @NinjaTrader to respond with more info.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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 Tasker_182 
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@Tasker_182 I get what you are saying. But I was told a few weeks ago that r22 would be out in a few weeks. Now @NinjaTrader comes here and says a few more weeks. If it takes a few more weeks will be a month or more which is an unacceptable amount of time for NT to get a fix done. Thus my frustration.

This probably not the thread for this. So I am going to refrain from continuing to pitch back and forth. Although would like @NinjaTrader to respond with more info.

I understand and agree that would be very frustrating. Hopefully our public discussion will prod our friends at Ninjatrader a bit. Best of luck to you with your present situation.

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@NinjaTrader How about getting that out in next few days instead of weeks? Weeks is a long time when customers having issues like this that are very disruptive to trading.

We are in final testing of this release now. This change by no means is guaranteed to resolve anyone having disconnect issues but it may help. They current disconnect sensitivity has been in production use by thousands of users on a daily basis for many years. This change is not a fix but an improvement to try and capture the fringe cases where users internet connection is momentarily unstable. I just thought I would mention it in this thread since I thought it relevant.

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 liquidcci 
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We are in final testing of this release now. This change by no means is guaranteed to resolve anyone having disconnect issues but it may help. They current disconnect sensitivity has been in production use by thousands of users on a daily basis for many years. This change is not a fix but an improvement to try and capture the fringe cases where users internet connection is momentarily unstable. I just thought I would mention it in this thread since I thought it relevant.

@NinjaTrader thanks for the reply. So is final testing a few weeks or could it be a few days? I was told a few weeks ago r22 would be out in a few weeks which would be this week. I know there are other things this is slated to fix outside of CQG as well.

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 trendwaves 
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We are in final testing of this release now. This change by no means is guaranteed to resolve anyone having disconnect issues but it may help. They current disconnect sensitivity has been in production use by thousands of users on a daily basis for many years. This change is not a fix but an improvement to try and capture the fringe cases where users internet connection is momentarily unstable. I just thought I would mention it in this thread since I thought it relevant.

@NinjaTrader - Thank you for taking time to update us here with your progress on this issue. It seems odd some users are consistently experiencing disconnects, while other users never have disconnects. You mention the fringe cases of some users with momentarily unstable connections. Some of us here are speculating the tracert through the servers / internet may be a cause. Which leads me to postulate the concept that some connections are being dropped midway through the server tracert. Suggesting a connection sensitivity issue, but if that is the case how is it that some users with many hops across the continent have no disconnects, whereas users in the Aurora Data Center with virtually no hops or latency are experiencing disconnects ? Perhaps you can provide us with a general high level concept of what is happening ?

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 aligator 
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We will be releasing R22 in the upcoming weeks which reduces the sensitivity of reporting disconnects for both Continuum and CQG.

@NinjaTrader,

Hi Ray,

You may want to also consider addressing the same issue with Rithmic in your R22. I have just stopped repeated reporting of frequent disconnect and freezing with Ruthmic. Dorman's response to this issue is basically reprinting of whatever your support tells them about the issue.

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 liquidcci 
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@NinjaTrader - Thank you for taking time to update us here with your progress on this issue. It seems odd some users are consistently experiencing disconnects, while other users never have disconnects. You mention the fringe cases of some users with momentarily unstable connections. Some of us here are speculating the tracert through the servers / internet may be a cause. Which leads me to postulate the concept that some connections are being dropped midway through the server tracert. Suggesting a connection sensitivity issue, but if that is the case how is it that some users with many hops across the continent have no disconnects, whereas users in the Aurora Data Center with virtually no hops or latency are experiencing disconnects ? Perhaps you can provide us with a general high level concept of what is happening ?

@trendwaves I am not sure if the two are related. I think the disconnect issue is NT related. But the latency issue has to do with routes to CQG servers. I am not in Aurora but am in Chicago datacenter. I had my provider look into it and there is problem with last two hops to the CQG server. It has to do with route but I have no idea whose fault it is. I tried to get them to reroute but they did not think would help since it is in such close proximity to the destination. This is what they told me

" I personally have observed a lot of packet loss and latency issues with many different carriers (i.e, Verizon, Level 3, Savvis, Centurylink, ATT and Cogent) over the past two months which have effected many services to a wide range of clients, either local, in different parts of the US and even international. Even if a route changed, we have zero visiblity as far as the configurations, physical infrastructure of said carriers. A route change would likely put the traffic in yet another unpredictable latency/packet loss situation. The traffic will always try to find a route, which may vary, due to the overall designs of peering between the tier 1 carriers.
"

I am actually considering trying to locate in the Aurora center to cut out some hops. Because seems problem is with the carriers in regards to latency.

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Lot's of questions so I will boil the answers down:

- Relative to CQG/Continuum, I can't speak to more specifics on their API relative to connections, this is a question for their developers. Historically we triggered a disconnect when CQG API reported a slow connection state. We have changed this with R22 to keep ignore this state and not report a lost connection. We are comfortable in doing this since in our testing, slow connection state seems to be infrequent and temporary.

- Rithmic, there is no issue that NinjaTrader can address. The Rithmic API controls the connection state, we simply pass through the information

- R22 was targeted to be released by the end of this week. If our testing goes well, that could still be the case. I simply stated a few more weeks in the case that we run into an unexpected issue.

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 rleplae 
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I have two connections, on startup i automatically open IQ feed for my data feed and manually i open continuum for my broker connection (mirus/dorman). I have no disconnects on IQ feed, but the continuum connection very regularly drops and is unable to reconnect (for example now 25/2 8:50 Brussels time).

So the problem is not my internet connection.

It might be the international routing towards the continuum server(s) that is experiencing problems for some users like me ?

Any other people having the same problems ?

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 Balanar 
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rleplae View Post
I have two connections, on startup i automatically open IQ feed for my data feed and manually i open continuum for my broker connection (mirus/dorman). I have no disconnects on IQ feed, but the continuum connection very regularly drops and is unable to reconnect (for example now 25/2 8:50 Brussels time).

So the problem is not my internet connection.

It might be the international routing towards the continuum server(s) that is experiencing problems for some users like me ?

Any other people having the same problems ?

I had two disconnects as well but NT was able to reconnect.

Check this thread. You are not the only one today.

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 merler 
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Any other people having the same problems ?

Same setup and same issues.

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 photog53 
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Lot's of questions so I will boil the answers down:

- Relative to CQG/Continuum, I can't speak to more specifics on their API relative to connections, this is a question for their developers. Historically we triggered a disconnect when CQG API reported a slow connection state. We have changed this with R22 to keep ignore this state and not report a lost connection. We are comfortable in doing this since in our testing, slow connection state seems to be infrequent and temporary.

- Rithmic, there is no issue that NinjaTrader can address. The Rithmic API controls the connection state, we simply pass through the information

- R22 was targeted to be released by the end of this week. If our testing goes well, that could still be the case. I simply stated a few more weeks in the case that we run into an unexpected issue.

A big "Thanks" to Ray and his staff. I spoke with Ninja a day or so ago and they were very forthcoming about the CQG issue mentioned here....and I am confident they will deliver as good a solution as is possible.
As mentioned by others already....I would rather have Ninja take the time and test instead of rushing it into production.

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 sands 
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I think the issues identified in this post suggest to me, that its a good idea to invest in a decent connection/hosting. Or I may look a secondary market data feed. I think many more people are going down this route after connectivity issues with many vendors over recent times, however this of course is no guarantee but we can only be prudent.

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 sam028 
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sands View Post
I think the issues identified in this post suggest to me, that its a good idea to invest in a decent connection/hosting. Or I may look a secondary market data feed. I think many more people are going down this route after connectivity issues with many vendors over recent times, however this of course is no guarantee but we can only be prudent.

In this case a decent connection helps, but is not enough.

Normal and good behavior:

Tuesday, February 18, 2014 2:48:07 AM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 2 ms <1 ms <1 ms [TOP SECRET !!!]
2 23 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 <1 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 <1 ms <1 ms <1 ms cer-cntr-01.inet.qwest.net [205.171.93.54]
6 1 ms 1 ms 1 ms 67.128.209.11
7 1 ms <1 ms <1 ms 208.48.16.224
Trace complete.


Ugly route :

Wednesday, February 19, 2014 11:03:31 PM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 1 ms <1 ms <1 ms [TOP SECRET !!!]
2 <1 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 21 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 361 ms * * cer-cntr-01.inet.qwest.net [205.171.93.54]
6 339 ms * * 67.128.209.11
7 * 377 ms * 208.48.16.224
8 * * * Request timed out.
9 377 ms 376 ms 373 ms 208.48.16.224

Trace complete.

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 sands 
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sam028 View Post
In this case a decent connection helps, but is not enough.

Normal and good behavior:

Tuesday, February 18, 2014 2:48:07 AM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 2 ms <1 ms <1 ms [TOP SECRET !!!]
2 23 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 <1 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 <1 ms <1 ms <1 ms cer-cntr-01.inet.qwest.net [205.171.93.54]
6 1 ms 1 ms 1 ms 67.128.209.11
7 1 ms <1 ms <1 ms 208.48.16.224
Trace complete.


Ugly route :

Wednesday, February 19, 2014 11:03:31 PM
Tracing route to 208.48.16.224 over a maximum of 30 hops
1 1 ms <1 ms <1 ms [TOP SECRET !!!]
2 <1 ms <1 ms <1 ms [TOP SECRET !!!]
3 <1 ms <1 ms <1 ms [TOP SECRET !!!]
4 21 ms <1 ms <1 ms chp-brdr-04.inet.qwest.net [63.146.26.229]
5 361 ms * * cer-cntr-01.inet.qwest.net [205.171.93.54]
6 339 ms * * 67.128.209.11
7 * 377 ms * 208.48.16.224
8 * * * Request timed out.
9 377 ms 376 ms 373 ms 208.48.16.224

Trace complete.

Nice illustration of the issue. A prudent DR plan helps but there's no guarantees. Hopefully the fix comes to market cleanly. What's the max downtime you've seen when it drops?

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 sam028 
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Nice illustration of the issue. A prudent DR plan helps but there's no guarantees. Hopefully the fix comes to market cleanly. What's the max downtime you've seen when it drops?

The worst last week was 12 minutes.

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 Balanar 
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Had some connection issues as well today.

There were serveal price feed connection losses.

@sam028 Is this the IP address to Continuum Server? 208.48.16.224

However, I guess this high ping is an ISP issue and not a NT, CQG or Continuum issue.

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 sands 
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The worst last week was 12 minutes.

Not good mate I'm looking to use these guys, is there an official SLA (service level agreement) on outages?.

I think they advertise they've data centres routing users globally, are there any views on particular regions that are suffering or is it a global issue with the vendor?

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 kronie 
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can you get live NYSE cash indices and data through Continum?, or just through CQG?

does it require an individual license or direct expense and an application specifying which exchange and what level of data one requires?

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 phantomtrader 
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Anyone have a clue why it takes a couple of days to get hooked up to Continuum through Mirus? Never had that problem before with any other datafeed - usually turns on immediately. I use TradeStation and Ninja with Mirus. Thanks.

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 g4400 
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- Relative to CQG/Continuum, I can't speak to more specifics on their API relative to connections, this is a question for their developers. Historically we triggered a disconnect when CQG API reported a slow connection state. We have changed this with R22 to keep ignore this state and not report a lost connection. We are comfortable in doing this since in our testing, slow connection state seems to be infrequent and temporary.

Does "slow connection state" mean delayed (latency?) or filtered data?
What amount of delay and/or data bandwidth are ranked as "slow" by the API?
And what about primary connection issues?

If NT will not report lost connection, will the user know about delayed/filtered connection state?

I have had disconnections since end of January almost every day. Mostly disconnected price feed with price data is coming, once with delayed (by several minutes) time stamp... I had several disconnections of the primary connection too.

Thank You for answer, Sir.

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g4400 View Post
Does "slow connection state" mean delayed (latency?) or filtered data?
What amount of delay and/or data bandwidth are ranked as "slow" by the API?
And what about primary connection issues?

If NT will not report lost connection, will the user know about delayed/filtered connection state?

I have had disconnections since end of January almost every day. Mostly disconnected price feed with price data is coming, once with delayed (by several minutes) time stamp... I had several disconnections of the primary connection too.

Thank You for answer, Sir.

Slow I believe is latency. I can't comment further as this is CQG API internals, not NT code.

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 Balanar 
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g4400 View Post
Does "slow connection state" mean delayed (latency?) or filtered data?
What amount of delay and/or data bandwidth are ranked as "slow" by the API?
And what about primary connection issues?

If NT will not report lost connection, will the user know about delayed/filtered connection state?

I have had disconnections since end of January almost every day. Mostly disconnected price feed with price data is coming, once with delayed (by several minutes) time stamp... I had several disconnections of the primary connection too.

Thank You for answer, Sir.

Check your ping to the CQG / Continuum server.

Sounds like an ISP issue.

Maybe the nodes are overloaded.

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 sam028 
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Balanar View Post
Had some connection issues as well today.

There were serveal price feed connection losses.

@sam028 Is this the IP address to Continuum Server? 208.48.16.224

However, I guess this high ping is an ISP issue and not a NT, CQG or Continuum issue.

Yes, it's a CQG server.

Ii seems it's an ISP issue, but from what I see, from different IP sources (so different routes are taken), the last ISP before CQG servers is always Qwest. Maybe they only have one ISP, which is not, at least now, a good one ?

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 Balanar 
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Yes, it's a CQG server.

Ii seems it's an ISP issue, but from what I see, from different IP sources (so different routes are taken), the last ISP before CQG servers is always Qwest. Maybe they only have one ISP, which is not, at least now, a good one ?

Yes i think so. Is it important to have more than one ISP? Maybe they have another one as backup. I am not that expert.

In my eyes the problem is the "jump" from Germany (in my case) to USA. Ping is fine within Germany and within USA. There is only one ping spike from Germany to USA.

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 g4400 
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Slow I believe is latency. I can't comment further as this is CQG API internals, not NT code.

It is understandable. Thank you and the team for the efforts to solve this issue too.

Sorry to ask again, if NT will not report lost connection, will the user somehow know about delayed/filtered/packaged connection state?
Will the mentioned ignorance of slow connection state affect only CQG-based connections, or others too?
Would be there an option within NT to return the strict use of the connection state?

Thank you for answer, Sir.

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 g4400 
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liquidcci View Post
@trendwaves
" I personally have observed a lot of packet loss and latency issues with many different carriers (i.e, Verizon, Level 3, Savvis, Centurylink, ATT and Cogent) over the past two months which have effected many services to a wide range of clients, either local, in different parts of the US and even international. Even if a route changed, we have zero visiblity as far as the configurations, physical infrastructure of said carriers. A route change would likely put the traffic in yet another unpredictable latency/packet loss situation. The traffic will always try to find a route, which may vary, due to the overall designs of peering between the tier 1 carriers.
"

Thank you for sharing this. Very interesting, it looks like a system-wide issue...

Would you be so kind to let us know if anything changes? Thanks a lot in forward too.

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g4400 View Post
It is understandable. Thank you and the team for the efforts to solve this issue too.

Sorry to ask again, if NT will not report lost connection, will the user somehow know about delayed/filtered/packaged connection state?
Will the mentioned ignorance of slow connection state affect only CQG-based connections, or others too?
Would be there an option within NT to return the strict use of the connection state?

Thank you for answer, Sir.


- User will not know if slow, I would not equate slow to meaning delayed or filtered, please keep this in mind that slow in our experience is far and few between and when it happens it returns to normal in seconds, its a temporary state
- The quality of your internet connection to the trading servers is not CQG specific and can effect all electronic trading providers
- No option to return to strict use of connection state

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 liquidcci 
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g4400 View Post
Thank you for sharing this. Very interesting, it looks like a system-wide issue...

Would you be so kind to let us know if anything changes? Thanks a lot in forward too.

I am going to move from CQG back to rithmic. I can live without server side OCO. Even if NT fixes the disconnect sensitivity there does seem to be some system wide issue with the route that has nothing to do with NT. There are times one hop is over 100ms and I am sitting on a server in Chicago. I may not be able to report back because I think I am going to try and get in Aurora CME Data center as well as move to rithmic (I can report on how that goes but won't help those still on CQG). Will cost more than what I am doing now but less hops means less issues and even lower latency. Should pay for itself.


I will say my experience with CQG feed has basically stunk. No other way to say it. Whose fault who knows? It's not ready for primetime imo and has cost me valuable ticks.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #189 (permalink)
 kronie 
NYC + NY / USA
 
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Slow I believe is latency. I can't comment further as this is CQG API internals, not NT code.

trace route command shows how many hops, pings and dinks inbetween the client pc and the host receiving server,

those collectively when added together are latency

slow in this context means bandwidth issues, clogged pipes, bursts of data exceeding the mean average capacity of the outbound pipes from the data server to the entire populace of subscribers

slow also has much to do with one's ISP SLA and in-bound speeds.

slow also has much to do with one's CPU, motherboard and chipset, operating system HDD / SSD and other active processes running on the platform at the time "it (slowness)" is observed

futures.io (formerly BMT) has a thread regarding speeding up one's platform, whether using Ninja, or any other trading application. In essence the suggestion is to initially increase to maximum one's DRAM slots; implement some sort of VRAM / Ramdisk; allocate priority to your trading architecture through your QOS Router features and de-prioritize everything else.

Eddie and his crew at EZTradingComputers.com are some awesome guys that have really run the gambit on this issue and can take this conversation further, provided one's glasses stop fogging over from the details...

good trading to us all!

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  #190 (permalink)
 kronie 
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can you get live NYSE cash indices and data through Continum?, or just through CQG?

does it require an individual license or direct expense and an application specifying which exchange and what level of data one requires?

anyone answer this?

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  #191 (permalink)
 liquidcci 
Austin, TX
 
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kronie View Post
trace route command shows how many hops, pings and dinks inbetween the client pc and the host receiving server,

those collectively when added together are latency

slow in this context means bandwidth issues, clogged pipes, bursts of data exceeding the mean average capacity of the outbound pipes from the data server to the entire populace of subscribers

slow also has much to do with one's ISP SLA and in-bound speeds.

slow also has much to do with one's CPU, motherboard and chipset, operating system HDD / SSD and other active processes running on the platform at the time "it (slowness)" is observed

futures.io (formerly BMT) has a thread regarding speeding up one's platform, whether using Ninja, or any other trading application. In essence the suggestion is to initially increase to maximum one's DRAM slots; implement some sort of VRAM / Ramdisk; allocate priority to your trading architecture through your QOS Router features and de-prioritize everything else.

Eddie and his crew at EZTradingComputers.com are some awesome guys that have really run the gambit on this issue and can take this conversation further, provided one's glasses stop fogging over from the details...

good trading to us all!

@kronie agree with you. But this latency issue has to do with hops right before the CQG server. You can see where it happens most of the time on the tracert. I have actually seen it hit 800ms which is kind of ridiculous. Whose fault it is who knows? But even the guys running the data center at Steadfast in Chicago are saying they have seen many problems with routes the last few months. So there is something going on with the backbone so to speak.

"The day I became a winning trader was the day it became boring. Daily losses no longer bother me and daily wins no longer excited me. Took years of pain and busting a few accounts before finally got my mind right. I survived the darkness within and now just chillax and let my black box do the work."
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  #192 (permalink)
 kronie 
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liquidcci View Post
@kronie agree with you. But this latency issue has to do with hops right before the CQG server. You can see where it happens most of the time on the tracert. I have actually seen it hit 800ms which is kind of ridiculous. Whose fault it is who knows? But even the guys running the data center at Steadfast in Chicago are saying they have seen many problems with routes the last few months. So there is something going on with the backbone so to speak.

wow!

since it has been isolated to the "in-between" zone, one has to look at the servers used to handle routing on the backbone. Cicso's architecture is preferred to others, but there are other machines used. They are in doubt and are failing. On the backbone and on the back plane (the integrated circuit board) that the HDD's are attached to the physical server / router box, are using simplistic chips and chipsets that are failing over. At this point, they're executing their "distress" steps, and hence the massive throttling or 800ms ping counts.

simply put, those boxes need replacement, as they are just before the point of melting down from excessive wear and tear. imagine that, with no moving parts, they're melting down from wear and tear.

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  #193 (permalink)
 Sk8ter 
Beaverton, Canada
 
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I upgraded to ninja v22 and have the CQG feed. Ever since upgrading I've noticed more disconnects but also now when I have a disconnect ninjatrader crashes completely and I need to restart. I never had this problem before. I'm wondering, is anyone else experiencing this? thanks

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  #194 (permalink)
 Balanar 
Germany
 
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I upgraded to ninja v22 and have the CQG feed. Ever since upgrading I've noticed more disconnects but also now when I have a disconnect ninjatrader crashes completely and I need to restart. I never had this problem before. I'm wondering, is anyone else experiencing this? thanks

Thank you for your post.

I think I might wait a little bit more before updating.

Any more reviews about the update?

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  #195 (permalink)
 leveraged 
Frankfurt, Germany
 
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I have not seen any differences regarding the disconnection issue, but the upgrade to 22 broke some custom indicators, had to manually re add references to dll files in NT. I am using v22 since the weekend. tested from different locations so connectivity issue on my side ruled out.

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  #196 (permalink)
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Sk8ter View Post
I upgraded to ninja v22 and have the CQG feed. Ever since upgrading I've noticed more disconnects but also now when I have a disconnect ninjatrader crashes completely and I need to restart. I never had this problem before. I'm wondering, is anyone else experiencing this? thanks

Have you reported this to my support team? If not please do so we can look into this further.

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  #197 (permalink)
 Balanar 
Germany
 
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Just to let you know.

I updated to the latest version and all works fine.

There are no connection issues so far, it seems to be very stable.

Thank you!

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  #198 (permalink)
 leveraged 
Frankfurt, Germany
 
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that's interesting, I am still seeing disconnections during the day. Been using v22 since last sunday.

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  #199 (permalink)
 outerspace 
Berlin Germany
 
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I also had problems with disconnects couple of weeks ago. After CQG switched/changed my profile from connecting to US-Servers to London-Servers i had no problems anymore.

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  #200 (permalink)
 outerspace 
Berlin Germany
 
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Just want to share and save you from something ...

My experience with Mirus/CQG/Dorman was until Friday last week just fine, until i convert EUR>Dollar.
After i recieved my Daily Statement i was very angry.

Dorman took $49.95 for conversion! RCG no fee!

Now i am searching for a new broker and clearing.

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