Looking to replace my IQ dtn datafeed since it does not provide UP and DOWN ticks volume separate in MC on minute bars..
Anyone knows if QCG data provides this ?
Its also unclear of how one gets QCG data into MC, since QCG does not seem to provide their data directly ?
Anyone with some knowledge about this ?
Appreciate your help
QCG data into MC ?
- ABC
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Re: QCG data into MC ?
Salzburg,
while I cannot help you with your CQG questions, one workaround for the situation you describe is loading second charts using IQFeed.
Instead of 1 minute you would load 60 seconds etc. and up and down ticks are available for historical bars (on real time bars the data should be available anyway).
Just keep in mind that seconds are derived from tick data, which limits the data availability and can result in slight differences when you compare a minute and a second chart (unless your minute data is set to be created from tick data).
Regards,
ABC
while I cannot help you with your CQG questions, one workaround for the situation you describe is loading second charts using IQFeed.
Instead of 1 minute you would load 60 seconds etc. and up and down ticks are available for historical bars (on real time bars the data should be available anyway).
Just keep in mind that seconds are derived from tick data, which limits the data availability and can result in slight differences when you compare a minute and a second chart (unless your minute data is set to be created from tick data).
Regards,
ABC
Re: QCG data into MC ?
Thank you ABC, appreciate that.
The historic availiability of data using seconds iis very limited, so it will not work as intended, but thank you for you help.
As it stands now, the ONLY data supplier for MC as far as i know, that provides up and down ticks for minute bars, is TS data into Multicharts.
If anyone knows of another data supplier for MC that provides this, then please let us know.
The historic availiability of data using seconds iis very limited, so it will not work as intended, but thank you for you help.
As it stands now, the ONLY data supplier for MC as far as i know, that provides up and down ticks for minute bars, is TS data into Multicharts.
If anyone knows of another data supplier for MC that provides this, then please let us know.
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Re: QCG data into MC ?
How do you collect accurate tick data from CQG?
If you want years of tick data from CQG, is there a solution to get them?
If you want years of tick data from CQG, is there a solution to get them?