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CQG WebAPI data vs Historical Tick Data?

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    CQG WebAPI data vs Historical Tick Data?

    I'm currently using CQG WebAPI to saved live market data on a flat file for later use, I then need to use this market data later on to generate information from it. This data needs to be accurate.

    The problem I've found is that on a number of occasions I have seen missing trades (in the data) which I know went through from our client traders (at a particular point in time).

    It is important that Best Bids/Asks , Bids/Asks and Trades are in this data.

    Is collecting data via WebAPI an appropriate solution, or should I use Historical Data from CQG?

    I apologise if this is in the wrong forum section, I'm new here.

    I've also looked at this thread but I'm not sure if it applies to my problem fully: http://www.ninjatrader.com/support/f...ad.php?t=63655

    #2
    Hi mcegg,

    Thanks for your post.

    Are the clients also connected to CQG? (Not all data providers / brokers will have the exact same data and there will be some small differences)

    I cannot comment on the CQG Web API, but the historical data if downloaded from CQG should be the same on all computers.

    It may be beneficial to download the data through NinjaTrader and then export this to a file.

    Below is a link to exporting historical data through the Historical Data Manager.
    http://www.ninjatrader.com/support/h.../exporting.htm
    Chelsea B.NinjaTrader Customer Service

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