How am I supposed to trust that the data I am testing with is accurate or even somewhat reliable when I see things like this?
My data provider is CQG. I know this can't be a CQG issue, because no one would use CQG if there data was this unreliable.
I've seen all kinds of weird issues. I've seen times where the Bid equals the Ask for minutes straight. I've seen times where the Last bounces between two prices for easily over 1000 bars all on the same second. I’ve also tried to export a moth of data (using the Historical Data Manager) 1/1/2011 – 1/31/2011. It will export part of the first day in February. How can all of this be?
You need to be made aware of all of these bugs in the processing of data. I’ve been quiet about these issues for some time because, for the most part, I’ve found workarounds. But at this point, I can’t trust the data I’m seeing anymore.
Please address my concerns. I like using NT, but it makes me nervous when I see the data displayed like this. Data is the most important thing in testing. It doesn’t matter how you code your Indicators or Strategies if you have “bad” data.
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