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Does CQG have incorrect historical data? Who faced?
The situation is as follows. NinjaTrader8, CQG connection.
On 12.21.2020, I download the maximum available history for contracts CL0121, CL0221 and save it in CSV format - 1 minute.
Yesterday, 12/25/2020, I completely update the history in NinjaTrader and save it again in CSV format - 1 minute. Then I compare the data with each other and find significant differences. For each contract, 15,000 - 19,000 record (row) mismatches only by OHLC! If you add the Volume field, there will be even more. Of course, no rolloving, and the date period is the same. It is noteworthy that there is an end date for discrepancies - 11/23/2020. All discrepancies before this date, after it - ok. What is this anyway?!
I know that data providers can change history, but I never knew it was that much! Differences in prices and volumes can be very significant. See screenshots.
What to do?
Change provider? Rithmic - isn't there? Or?
Can you help answer these questions from other members on NexusFi?
Ok, thanks. CQG/Continuum data is generally regarded as high quality and I'm not aware that the same data provider is supposed to change history as it were.
Unless you are talking about these two sets of data coming from two different data providers?
