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CQG historical data

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    CQG historical data

    I am running NT with market data from CQG from AMP futures.

    It won't load the intraday historical prices on the charts if that makes sense.

    It loads prior days but not the current one. However real time prices in the DOM work fine.

    Any ideas?

    Cheers

    #2
    Hello trentcroad,

    Thank you for your post.

    Since real-time data is working in the DOM, the data should be coming to NinjaTrader correctly.

    Please make sure your charts are setup to view overnight and weekend data.

    To retrieve 24/7 data on a chart, please follow the directions below.
    • Right click in your chart and select Data Series.
    • In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Thanks Matthew

      When I put it on 24/7 nothing at all show up on the charts even when I reload historical data.

      Then when I go back to 'use instrument settings' again it won't show today's data, but it will show prior days.

      Any other ideas?

      Comment


        #4
        Hello trentcroad,

        Can you please clarify the instrument and interval you are loading? (E.g., ES 09-11 5 minute chart).

        Do you get any errors on screen? Any errors on the log tab of the Control Center? If so, what do these errors report?
        MatthewNinjaTrader Product Management

        Comment


          #5
          I'm loading the SPI 09-11 3-min.

          There are no errors in the log or on the screen.

          24/7 data won't work at all. It half works with instrument settings selected.

          Comment


            #6
            Hello trentcroad,

            Thanks for the information.

            Unfortunately, there is not any historical data for SPI using CQG.

            Chart bars will however be built as time passes so if you left NinjaTrader running with an open chart for 60 minutes you would have a 1 minute chart with an hour of historical data on it.

            The real-time data will also be saved as historical which is why you are seeing data from last week, but no historical data for today.
            MatthewNinjaTrader Product Management

            Comment


              #7
              Thanks Matthew

              That is exactly what it's doing. Many thanks.

              Is there a way to use historical data from another source (such as IB) and realtime data from CQG?

              Comment


                #8
                Hello,

                Yes, it would be possible by connecting to CQG first, disabling historical data for CQG and enabling IB for historical data. This will get live data from CQG, but historical data will come from IB.
                MatthewNinjaTrader Product Management

                Comment


                  #9
                  Cheers

                  Do I do that through Account Connection?

                  Comment


                    #10
                    trentcroad,

                    Yes you'll need to go to Tools--> Account Connections--> highlight your CQG connection and where it says Historical Data, set this to "Disabled".

                    Then make sure you have IB set to enable historical data.

                    Keep in mind that IB does not offer historical tick data, however you should not have any issues with minute or daily charts.
                    MatthewNinjaTrader Product Management

                    Comment


                      #11
                      Thanks so much for all your help today.

                      Much appreciated.

                      Comment

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