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NT $TICK on CQG


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NT $TICK on CQG

  #11 (permalink)
 
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 GridKing 
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  #12 (permalink)
 
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 madLyfe 
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NinjaTrader View Post
Is this a demo account? If yes, real-time index data such as TICK is not available in real-time on CQG for demo accounts.

nope this is a real money account. but i am using the direct version of NT or whatever thats called if that matters..?

dont believe anything you hear and only half of what you see

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  #13 (permalink)
 
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 madLyfe 
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cory View Post
here is a weird tip to get real time NYSE tick data you subscribe to DJ indie

are you talking about this one in the picture? i have the DJ and regular $TICK, i really want the ES $TICK to be honest. they charge you extra for that?


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  #14 (permalink)
 
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madLyfe View Post
nope this is a real money account. but i am using the direct version of NT or whatever thats called if that matters..?

Assuming you have authorized your broker to charge you the monthly fee for receiving index data then I suggest contacting our support team to get you squared away.

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NinjaTrader View Post
Assuming you have authorized your broker to charge you the monthly fee for receiving index data then I suggest contacting our support team to get you squared away.

oh crap, im sorry NT and the other guys who responded.. i didnt know i had to pay for it.

dont believe anything you hear and only half of what you see

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  #16 (permalink)
 
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 GridKing 
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IQ feed does not have a +- 1000 tick either today, I have same as yours , I remember hearing something about why TOS and I think trade station if I remember correctly show higher ticks but I don't remember what the reason was ....

If I had to guess , I wonder if certain feeds calculate tick themselves

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 Fat Tails 
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GridKing View Post
IQ feed does not have a +- 1000 tick either today, I have same as yours , I remember hearing something about why TOS and I think trade station if I remember correctly show higher ticks but I don't remember what the reason was ....

If I had to guess , I wonder if certain feeds calculate tick themselves

As I said, it is snapshot data. If you have 1-sec snapshots, the 1 min bar of the NYSE Tick is built from 60 data points. If you have 5-sec snapshots, then the bar is built from 12 data points. It is quite likely that high and low from the 1-sec snapshot data was among the 48 data points and not the other twelve, which can be also found on the 5-sec snapshot data. In that case the 5-sec snapshot data will come out with a lower high and higher low.

Update intervals for NYSE Tick

DTN/IQ: 1 sec (in 2011/2012)
TradeStation: 1 sec (in 2011)
Interactive Brokers: 2 sec
eSignal: 6 sec (source dates back to 2008)
CQG: longer interval
NYSE Tick original: 6 sec

To get the exact information, you would need to contact the data vendor.

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  #18 (permalink)
 
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 GridKing 
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Telvent DTN Forums

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  #19 (permalink)
 
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 djkiwi 
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Clearly 1000 ticks today (over pink line) and matched with equities. Using IB NYSE Tick.


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  #20 (permalink)
 
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djkiwi View Post
Clearly 1000 ticks today (over pink line) and matched with equities. Using IB NYSE Tick.

Attachment 80774

you mean yesterday?

dont believe anything you hear and only half of what you see

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