CQG live account and its historical data

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arnie
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CQG live account and its historical data

Postby arnie » 28 Aug 2016

I'm testing a CQG demo account but the tick historical data is very small, only 4 days.
Can anyone tell me how many days,weeks, preferably months of tick data CQG has on its live account?
Can't find any information anywhere regarding this :(

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Geoff
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Re: CQG live account and its historical data

Postby Geoff » 28 Aug 2016

It's at least a year and more on some contracts.

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Re: CQG live account and its historical data

Postby bensat » 28 Aug 2016

@Arnie

Speaking for FUTURES the full history is available and not only for expired contracts. Please can you describe what kind of CQG demo account and which MC version you are using ??

Thank you in advance.

Kind Regards.

Ben

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arnie
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Re: CQG live account and its historical data

Postby arnie » 28 Aug 2016

@Arnie

Speaking for FUTURES the full history is available and not only for expired contracts. Please can you describe what kind of CQG demo account and which MC version you are using ??

Thank you in advance.

Kind Regards.

Ben
Yes, I'm only interested in futures, namely the ones traded at the CME, especially ZN, ZF and ZB.
Full history, tick data? Wow!

If you can, do a test. Load all history from ZNU6 (CQG symbol is TYAU16 if I'm not mistaken), for instance, daily bars, and plot the volume profile for each day/session. Can you see the profiles for the entire history or at least for the last 3 months of that contract?

My demo account is running on MC free version since the demo doesn't work on the licensed versions, go figure!

I'm thinking moving to CQG since OEC has little history and from time to time tends to have issues with their data during live markets (although every feed from time to time have their issues).
The only thing that I don't like is the extra $0.10 to $0.15 per side they charge, plus the $10 per month for the feed (depending of the clearing house).

All depends how many round turns you do per month.
When dealing with data feeds, IQFeed is always the one that should be considered first. It costs around $98 per month (only CME).
If you divide the $0.15 per side ($0.30 round turn) that you would pay for CQG by the $98 for IQFeed you get around 325 round turns per month. Anything above that and CQG becomes more expensive than IQFeed.

I assume that those $0.15 per side is also per contract. So if you trade 10 contracts that is $3 round turn, which divided by $98 gives 32 trades (I hope my math is correct). If you trade 10 times per day... CQG definitely becomes way more expensive than IQFeed.

May it's preferable continuing with OEC as an execution feed and use IQFeed for charts and Jigsaw.

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Re: CQG live account and its historical data

Postby bensat » 29 Aug 2016

@ARNIE

Here what you were asking for ....

TYAU16 (ETH)
Image

TYAU16 (RTH)
Image

Regarding an adequate data feed solution I will write you a suggestion via PM later.

Kind Regards.

Ben

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Re: CQG live account and its historical data

Postby arnie » 30 Aug 2016

Thanks for the charts @bensat

I'm definitely moving away from OEC. Detected another issue with the feed yesterday.

My broker gave me an alternative to have the lowest commission possible for CQG, which is having AMP for clearing.
Personally I'm not very fond of AMP's aggressive marketing. I'm always thinking all that hype might be to mask something running behind the scenes.

Been reading reviews but it's like all reviews, you mainly have 50/50 between good and bad reviews which in the end produces little help.
Also, I don't like the idea of the same company have a brokerage and a clearing business. If the broker business goes belly up, it can take the clearing down since it's the same company.

Maybe it's preferable to continue with Gain for clearing and just use IQFeed.


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