NinjaTrader + CQG data

[pipsalottle]

Hi, i have a subscription to CQG brokerage and CQG data api.

1) i have strategy that uses the DOM book to make decisions, can i access the full dom through NT? (i know i can through cgq api)

I can see there is a OnMarketDepth and MarketDepthEventArgs, but i can't see how to access the DOM (for example 3 levels higher than best current ask)

2) i want to record the DOM at the highest frequency to create my own hostorical data with bid/ask/volume for the full dom. CQG has a "ondomchanged" event, is the ontick even the highest frequency event in NT, if so what is triggering this?

Thanks and regards.

[NinjaTrader_PatrickH]

Hello pipsalottle,

Thank you for your post.

1. Yes, please take a look at the example at the following link for calling market depth: http://www.ninjatrader.com/support/f...ead.php?t=3478

2. A change to market depth would not necessarily be a new tick. And you can use OnMarketData() as well for changes that are not the last tick.

[Edward.wilson]

CQG API vs NT

Pipsalottle, may I expand on your question a little?

I am also using CQG's integrated client and using their API for various algo projects, but I'm very much interested in what NT can offer and if there are any significant advantages/disadvantages between the two!?

My main issues with CQG IC & API is the support documentation is very limited, and I'm often experiencing lengthy delays in getting (somewhat limited) responses from their customer support. The IC is also a premium product with a premium price to match!

From what I've seen, this forum and online support community for NT seems infinitely more helpful, but are there any limitations I may experience with NT compared to what the CQG API can offer? I mean this mainly in the context of data granularity, speed and latency, as I have a range of UHF strategies that can sometimes generate in excess of 10 messages per second.

Any help/advice on this would be greatly appreciated!!

[laredo787]

login failed

getting a pop up says can only be one cqg adaptor running at a time ?

[NinjaTrader_PatrickH]

Hello laredo787,

Thank you for your post.

Restart NinjaTrader and test the connection again. If the message occurs again please go to Tools > Account Connections > select any previous CQG or Continuum connections and make sure the 'Connect on start up' option is disabled and if possible remove any connections that you no longer use.