Update: There wasn't any data feed problem in the end. The different tick charts have to do with the migration to the new MDP 3.0 data protocol, which bundles trades and therefore shows a different tick count and behaviour than it did before. The issue was that this change was expected to happen around September, but CQC already migrated over the weekend without any warning to their users.
Update 2: Eventually everyone will have to migrate to MDP 3.0. If you want your new volume chart to look like your old tick chart, just use a volume chart 3x the size of the tick chart. Link to study
CQC has been showing problems with tick data since yesterday, missing a lot of ticks.
Both charts are 2000 tick. The one on the left has CQC as data feed and the one on the right has Rhythmic.
I read somewhere that this might be the issue:
Does anyone have any information about this migration to MDP 3.0 and if this might be the cause of the problem?
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Thanks for your question. There is a parallel conversation on this topic taking place on our forums at DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums. In summary, we continue working with the exchange to try to find solutions to the fact that their new protocol bundles some trades. We made the CME Group aware of the issue months ago. At this time we don’t know if changes will be made to accommodate our/your needs, but we continue to fight for our customer’s needs nonetheless. We will be holding off on converting to MDP 3.0 until it’s absolutely necessary which means our customers are receiving unbundled trades today, no differently than they did yesterday.
Feel free to contact me with anymore questions.
Thanks
James
If you have any questions about IQFeed please send me a Private Message or use the BMT "Ask Me Anything" thread.
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