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Anyone based in Europe using CQG IC through a US broker?
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Created: by Londres Attachments:0

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Anyone based in Europe using CQG IC through a US broker?

  #11 (permalink)
 Vendor: www.cqg.com 
Denver, CO
 
Futures Experience: None
Platform: CQG IC, CQG, CQGTrader
Favorite Futures: ES
 
Posts: 28 since Oct 2010
Thanks: 15 given, 23 received


CFuture View Post
Is a connection to CQGs european datacenters also possible with a CQG/Ninjatrader combo like the one offered by AMP?

Id like to compare latency and executions to that of the CTS-T4 trader.

Does it make sense at all trying this out with the CQG SIM feed; is the SIM feed from us datacenters always and/or is it delayed like the TT SIM feed?

With Ninja, unfortunately, you will always go to US data center.
Simulator offered by CQG is in the US as well and it is not delayed. It is listening to the real time feed to update order statuses.

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  #12 (permalink)
Membership Temporarily Revoked
London
 
Futures Experience: Intermediate
Platform: XT
 
Posts: 49 since Jan 2010
Thanks: 21 given, 6 received


yshterk View Post
Simulator offered by CQG is in the US as well and it is not delayed. It is listening to the real time feed to update order statuses.

wow. this is unique feature on the market! i didnt even know you provide sim feed.

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  #13 (permalink)
Trading Apprentice
London
 
Futures Experience: Beginner
Platform: TT, CQG
Favorite Futures: FESX
 
Posts: 7 since Apr 2011
Thanks: 0 given, 2 received


Well ive been live for a few months with Intergrated Client so I thought I should pass on my thoughts.

Using a US broker I was able to get connected to the London data center no props and yes getting orders onto the DOM is quick. I was trading from home with a standard 8-10meg net connection and getting through order placement/credit check/eurex stuff to on the DOM in 130/150 m/s.

I found time and sales window but it is, in a word, crap. (if you are used to TT's time and sales attached to the side of the DOM). You cannot filter contact sizes and when I coloured order on bid/ask they did not seem to tie up with the movements on the DOM.

The charts are very good as you would expect. Up until the new year I was trading spreads and with the help of CQG support by adding the spread formula into 'Q formulas' was able to create charts which used the bid of one contract, offer of the next and bid of the last rather than just 'last trade price' of all 3 like other packages. This detail makes for very accurate charts that I not found elsewhere.

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  #14 (permalink)
Membership Temporarily Revoked
London
 
Futures Experience: Intermediate
Platform: XT
 
Posts: 49 since Jan 2010
Thanks: 21 given, 6 received

CQG is very reliable piece of soft. not worse than TT for sure. if you couldnt see correlation between DOM and T&S is only because DOM was too quick for your eye. That could be only explanation. T&S as long as I know shows B/A from CQG server not from your machine.

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  #15 (permalink)
Trading Apprentice
London
 
Futures Experience: Beginner
Platform: TT, CQG
Favorite Futures: FESX
 
Posts: 7 since Apr 2011
Thanks: 0 given, 2 received

I thought the same so I tested it over a few days in the quiet evening session. Say I had set trades at the bid to be blue and trades at the offer as red. Lets say there is 500 on the bid and 300 offered. Someone hits the bid with a 100 lot - bids now show 400 and offers still at 300 - according to my setting I expect the T&S to show 100 in blue as trade was at bid price...however sometimes it would be in red. I can tell from volume traded and the slow moving market that it was not a case of moving too quick for my eye. It may be down to me missing some setting somewhere but I went over it with support and got no better results.

Despite this if im honest I rarely looked at t&s anyway and is a small part of the overall package. When things are moving its all about price and there is no doubt I have got better fills and been able to pull orders quicker than with my last set up. I agree that it is a quality piece of kit.

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  #16 (permalink)
Membership Temporarily Revoked
London
 
Futures Experience: Intermediate
Platform: XT
 
Posts: 49 since Jan 2010
Thanks: 21 given, 6 received

You just make a printscreen and send it to the support. let them explain.

however I am working with sub-ms data for 2 yrs now. and i can tell that it is not uncommon the following to occur:

an algo moved 500 bid 1 tick down, another algo have thought it is losing opportunity and offered 100 at what was bid just now, the 3d algo thought it was cheap and bought 100 at ask, first algo saw that something is going on at that level and moved 500 back.

and all of it is quite possible in a span of about 15ms (if that was CME). you wouldnt see any events faster than 100ms. you can only find it out from analyzing unfiltered uncoalsced data feed.

and slowness of the market doesnt matter because algos never sleep!

there is another possible explanation of it. but i dont want to discuss that publicly

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  #17 (permalink)
Trading Apprentice
London
 
Futures Experience: Beginner
Platform: TT, CQG
Favorite Futures: FESX
 
Posts: 7 since Apr 2011
Thanks: 0 given, 2 received

Ok I see what you are saying and yes that could explain it. Always good to have ones eyes opened to different possibilities!

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  #18 (permalink)
Elite Member
Netherlands
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: Futures
 
Posts: 6 since Jan 2012
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maxima View Post
CQG is very reliable piece of soft. not worse than TT for sure. if you couldnt see correlation between DOM and T&S is only because DOM was too quick for your eye. That could be only explanation. T&S as long as I know shows B/A from CQG server not from your machine.

I have used CQG in the past and it was very fast and reliable. Unfortunately most of today's sim-engines thru different brokers on Eurex only display buffered data and not true tick by tick.

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  #19 (permalink)
Membership Temporarily Revoked
London
 
Futures Experience: Intermediate
Platform: XT
 
Posts: 49 since Jan 2010
Thanks: 21 given, 6 received

vast majority of the data feed bundle, coalesce or aggregate ticks. it was always like that not just today. 3 yrs ago it was practically impossible to obtain true tick data for a retail trader in a legal way. today it is easier. not sure what are you saying.

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  #20 (permalink)
Membership Temporarily Revoked
London
 
Futures Experience: Intermediate
Platform: XT
 
Posts: 49 since Jan 2010
Thanks: 21 given, 6 received


@yshterk. what part of CQG is the server side aggregation feature? is it advanced trading or is it spreader?

thanks.

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