CQG Up Vol Down Vol different Before and after 2/1  [SOLVED]

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QCDragon
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CQG Up Vol Down Vol different Before and after 2/1

Postby QCDragon » 22 Feb 2016

I am using the Latest version of MC64

I am using a CQG Live Login through AMP futures
I am having a challenge with VOLUME DATA on the EPH16 Contract.

I am charting a 3 minute EPH16 in MultiCharts64

BEFORE 2/1 – as in my EXAMPLE from 1/29 – it appears UpVol and DownVol are being reported CORRECTLY:

As you will see:

ESH16 – 3 Minutes
1/29/2016 15:54 Bar

Up Vol is 10,801
Down Vol is 10,554
Total Vol is 21,335

No Problems!

The VERY NEXT DAY – 2/01/2016 – Volume is no longer Correct:
ESH16 – 3 Minutes
2/01/2016 9:42 Bar

Up Vol is 719 ?
Down Vol is 726 ?
Total Vol is 28,335

I am guessing this is really Up Ticks and Down Ticks
NOT volume.

Up and Down Volume is low ever since then...

SUGGESTIONS???

(I also have a question sent in to CQG on this as well...)


UPDATE:

This also happens on the ENQH16 on Feb 1st -- Up Vol + Dn Vol = Total VOL BEFORE Feb 1st but come nowhere close on and after Feb 1st.

For the YMH16, Up Vol and Dn Vol seem to only be reporting in TICKS since at LEAST Jan 4th.

I asked CQG and they're waiting on direction/notification from MultiCharts...
Attachments
2016.02.01_0942.JPG
Data window for bars cited in post
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Dave Masalov
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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby Dave Masalov » 24 Feb 2016

QCDragon,

We are investigating this issue and will get in touch with you shortly. Thank you for reporting.

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Dave Masalov
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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby Dave Masalov » 26 Feb 2016

The reason behind this issue is that data coming from historical servers has also "Unchanged Vol" parameter which is not available in real-time. The issue should be fixed shortly (for historical data starting from the date of the fix). Thank you for reporting.

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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby QCDragon » 07 Mar 2016

ANY LUCK?!?!

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Dave Masalov
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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby Dave Masalov » 08 Mar 2016

QCDragon,

The issue is still in the works. We will notify you as soon as the "Unchanged Vol" parameter will be removed. Thank you for your patience.

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Re: CQG Up Vol Down Vol different Before n after 4/1 for EPM

Postby QCDragon » 31 May 2016

Same Problem with EPM16, but the UpVOlume and DnVolume data goes BAD between 3/31 and 4/1. See attached :(

Why the challenge with the different date?

I am so confused :(
What will it take to FIX THIS?

Thank you for your help!

Q. C. Dragon
Attachments
EPM16_QCG_Data_Problem.xls
CQG EPM16 UP/DOWN Volume Data FINE before 4/1 and BAD after
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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby QCDragon » 01 Nov 2016

Problem has not been addressed in 8 MONTHS :(
Not Happy - considering just gong back to TS...

I am CANCELLING my account with AMP FUTURES w. CQG and gong back to FuturesOnline whose data feed is and has always been AWESOME...

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Re: CQG Up Vol Down Vol different Before and after 2/1  [SOLVED]

Postby arnie » 02 Nov 2016

Problem has not been addressed in 8 MONTHS :(
Not Happy - considering just gong back to TS...

I am CANCELLING my account with AMP FUTURES w. CQG and gong back to FuturesOnline whose data feed is and has always been AWESOME...
8 months and the problem continues? That is really unacceptable.
Every problem related to data must have priority.

Regarding Futures Online (previously known as OEC) they, at least at the moment, are far worse than CQG.
Constantly having problems with their data. Yesterday once again their charts (on 3rd party platforms) started to lag again. From time to time, there are huge discrepancies with the bid and ask traded volume, not being correctly divided.
CQG is far better than OEC.

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Re: CQG Up Vol Down Vol different Before and after 2/1

Postby bensat » 02 Nov 2016

Problem has not been addressed in 8 MONTHS :(
Not Happy - considering just gong back to TS...

I am CANCELLING my account with AMP FUTURES w. CQG and gong back to FuturesOnline whose data feed is and has always been AWESOME...
If you rely on correct data, but your issue is not solved so far >>> YOU could easily store real-time data and call/use these locally recorded data in your study/strategy. With some more positive side effects for you.

You just have to want it so bad & seriously.

Btw I left TS because of their very accurate, unfiltered data and super service on filling data gaps just in time. Very nice experience .... Sarcasm.

Kind Regards

Ben


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