CQG data vs Zen-Fire

[NinjaTrader_Ray]

Not quite sure about "unfiltered" though...it's not raw. From their website: "CQG created proprietary software to help our Data Quality team to monitor and correct data quickly.", - isn't that filtering?

Thank you.

Filtering refers to the process of reducing overall feed bandwidth by reducing the number of price updates a feed sends through the internet. This can be done by actually removing subsequent ticks if the price does not change, aggregating ticks for trades at the same price or just sending snapshots of the most recent price at specified intervals such as 2 x per second.

Zen-Fire, CQG and Kinetick are all unfiltered data feeds based on my definition above. All trades and price changes are sent through to the end users.

CQG is a market data vendor that covers over 100 exchanges. In non electronic markets, data scrubbing is more prevalent to correct bad ticks as an example. This is in part what CQG's data quality team does.

[jackh]

Ray, I have not received an answer yet on my second question in post #11 dated 2/11/11. Was my question overlooked, still being researched or what? Please advise. Thank You.

[NinjaTrader_Ray]

Ray, I have not received an answer yet on my second question in post #11 dated 2/11/11. Was my question overlooked, still being researched or what? Please advise. Thank You.

Overlooked. CQG and Zen-Fire data are two physically different servers. If I did not understand the nature of your question, please bare with me and repost with clarification.

Thanks

[jackh]

Ray, you exactly answered my question. Thank you.

[atrader123]

Any satisfied/unsatisfied users of CQG with NinjaTrader? If so can you please post your review.

Currently I use Ninja+ZenFire for intraday - chart based ATM trading. I see big difference in commission rates (atleast from AMP futures) for CQG vs ZenFire. Wondering whether to switch or stay with Zenfire.

Regards

[jackh]

I have had issues with just the CL contract on the CQG contract. Today if I opened a new chart with CQG I would get prior days historical data but not todays historical data. I would get live data from when I opened the chart. My Zenfire feed worked though with all the same settings.

Are they still working on the servers, API, etc. for historical data on CQG? Was their a corrupted file for today's historical data on the CQG server?

[NinjaTrader_Ray]

The CL and SI for today stopped recording on the historical data servers. We are working with CQG to understand why the stream had stopped. Thanks for reporting and sorry for the inconvenience.

[jackh]

Ray,

Thanks for the quick response. The issue today with the CL and CQG was more than an inconvenience. Since I only trade the CL, I basically lost a day of work and spent a frustrating day with my brokers tech support with them telling me the issue was something on my end.

And actually today was deja-vu because it was not long ago that this same thing occured using the Zenfire feed except that time it was NT tech support that was telling me the problem was on my end.

Is there something about CL that makes it more problematic than other contracts?

And if so why did Zenfire work today and not CQG?

[Tekie]

Recently switched to CQG,now I can not get data either on chart or market analyzer for FDAX and FESX, and I am not getting any tick, add, dvol, trin, uvol vix and vol either, can you help

[NinjaTrader_Ray]

Ray,

Thanks for the quick response. The issue today with the CL and CQG was more than an inconvenience. Since I only trade the CL, I basically lost a day of work and spent a frustrating day with my brokers tech support with them telling me the issue was something on my end.

And actually today was deja-vu because it was not long ago that this same thing occured using the Zenfire feed except that time it was NT tech support that was telling me the problem was on my end.

Is there something about CL that makes it more problematic than other contracts?

And if so why did Zenfire work today and not CQG?

I don't presume to know to what degree this issue caused you grief and my sincere apology in my prior post was not intented to trivialize your frustration. That being said, I don't have an answer for you at this second. What happened was that the live stream from the CQG servers stopped. We have reported this to them and are awaiting a response.

[NinjaTrader_Ray]

Recently switched to CQG,now I can not get data either on chart or market analyzer for FDAX and FESX, and I am not getting any tick, add, dvol, trin, uvol vix and vol either, can you help

For FDAX and FESX, it is possible that you are not entitled to receive market data for this. You can verify this by starting NT, connect to CQG, select one of these instruments in any window where you can view market data, look in the Log tab for a message implying that you are not enabled to receive data. If you see this, then you need to escalate this to your broker since they control what market data entitlments you have on your account.

For the index data...

- Start NT
- Tools > Options > Data > Reset Instruments
- Tools > Account Connections, make sure your CQG connection has the option to receive index data 'Enabled'
- Restart NT
- Connect to CQG
- Try pulling in some index data

If the above does not work, please escalate this to support at ninjatrader com, reference this post and ask if we can test your account on our end.

[jackh]

Hi Ray. Testing. Previous replies mysteriously disappeared.

[jackh]

Ray,
I have come to the realization that there is not enough motivation on your (NT) part to do what is necessary to maintain the reliabilty of other historical data feeds now that you are a vendor of such.

Accordingly you have won a Kinetic customer and Amp has lost a CQG customer.

[jackh]

Ray, Since I only need CL data, what exchange do I check on the Kinetic purchase site?

[NinjaTrader_Ray]

jackh,

I can assure you that we are motivated to maintain and ensure reliability on all of our data connections. The CQG issue is something that we are working with CQG to understand and rectify. That being said...I assume you have a live trading version of NinjaTrader and that you will maintain a brokerage account? If yes, then do not subscribe to any CME exchange. Instead, make sure that once you have subscribed, validate your CME waiver, doing this wil trigger subscription to all CME Globex exchanges including NYMEX where CL trades on and you will get this data within 24 hours free of any exchange fees.

http://www.kinetick.com/cme-validation