I suffered a trouble using MC+CQG combination.
Every Sunday night I used to backfill historical data , after that I found the trading signal often changed!
It seems there is a difference between my real-time trading data and backfilled data,
or may be it's due to CQG's data quality?
is there any good idea I can eliminate this issue?
I have to manually convert the position and suffer the loss.
in my opinion the reasons that are most likely to cause such an issue are:
- the backfill data is different to the realtime data (this could be caused by your connection missing ticks live or by the provider not sending them)
- the problem could be within your code
Other reasons could be within your computer - like very high CPU consumption or so, but I wouldn't focus on that at the moment.
Check the data before and after the reload using an indicator counting the ticks and check how different the count is. You might want to open a new chart and compute a fresh count before you do the reload. This way you should detect any difference between the data.
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