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
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