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DOM with CQG

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    DOM with CQG

    I've been having a problem when I use the static DOM with CQG Data.

    NT doesn't seem to refresh the data quickly enough and overlaps the bid/ask prices and leaves old ones still showing.

    I'll attach a picture to show you. The 16 lot obviously shouldn't be there.

    Left is NT with CQG.

    Right is IB booktrader.

    Any ideas? I tried reseting the instruments to no avail. The product I am using is the SPI on the SFE.

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    #2
    trentcroad,

    Thank you your post.

    Do you see the same discrepancy if you compare the IB data in NT to Booktrader?

    Or do you only see this when comparing CQG / SuperDOM to IB / Booktrader?
    MatthewNinjaTrader Product Management

    Comment


      #3
      The IB data in NT works fine.

      Which made me think it was CQG that was the problem.

      But I tried CQG data with the CQG trader platform and the data feed worked fine there.

      It's a bit strange??

      Comment


        #4
        trentcroad,

        Do you mean that you see the same exact data through Booktrader and CQG?

        How frequently do you see these glitches with CQG data in the SuperDOM?

        There are a few variables that can impact market data latency:


        •Connecting wirelessly can drastically impact performance during heavy volume periods. Depending on signal strength, your modem/router is unable to push all the data through. This can be resolved by connecting directly into the modem/router via a hard line.
        •Serious abnormal increases in market volume
        •Data provider servers could be lagging
        •Limited bandwidth internet service (56K dial up modem is not acceptable for example)
        •Inadequate PC hardware or running too many applications on your PC
        MatthewNinjaTrader Product Management

        Comment


          #5
          The glitches happen constantly. Every 5 minutes say.

          The discrepancy isn't there if I use IB data. Only CQG.

          Comment


            #6
            trentcroad,

            Thanks for the clarification.

            Do you see the same issues from a Time and Sales window when using CQG? Or do the contracts traded appear as expected compared to the other sources?

            Click here for more information on using the Time and Sales window
            MatthewNinjaTrader Product Management

            Comment


              #7
              There's no problem with the T&S window. The data comes through fine.

              The numbers that appear in the DOM randomly are left over and shouldn't be there at all.

              For example in that picture in my first post, the 16 lot sitting on the offer was actually there a few seconds before. It got traded and the offer moved up. It just happens to stay behind.

              Comment


                #8
                trentcroad,

                That is very interesting.

                In order for me to help determine why this is occurring, I will need to review your log and trace files from the last date that this occurred.

                Please send an email to support[at]ninjatrader[dot]com and include your most recent log and trace files, Attn: Matthew in the Subject line and a reference to this thread.

                You will find the log file in the Documents > NinjaTrader 7 > Log folder.
                • The log file will be named ‘log.20110627.txt’


                You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
                • The trace file will be named ‘trace.20110627.txt’


                Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.
                MatthewNinjaTrader Product Management

                Comment


                  #9
                  Thanks

                  Will do.

                  Comment


                    #10
                    Thanks - I have received and will review. Expect an email shortly.

                    If you have anything else to add to this case, please feel free to update this thread.
                    MatthewNinjaTrader Product Management

                    Comment

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