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Issue on last price of CQG continuum on 1 min bars vs CQG Integrated Client ?

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    Issue on last price of CQG continuum on 1 min bars vs CQG Integrated Client ?

    Hi,

    friday 22/11 on FDAX 12-19 the last price of the session on the 1 minute bars is 13188 on CQG Continuum and 13187.5 on CQG Integrated Client
    thursday 21/11 on CQG Continuum 13163.5 and on cqg integrated client 13159.5

    Probably CQG continuum send as last session price the true last while CQG Integrated client send an average of the prices traded at the end of the session.
    InteractiveBrokers is exactly as CQG Integrated Client.

    It is possible to configure CQG continuum to have the last session price exactly like CQG Integrated Client and InteractiveBrokers?

    Thanks

    #2
    gbulle , I've removed your other post on this topic and am quoting it below as they are directly related:

    Cqg continuum last or settlement price

    Hi,

    can someone tell me if the cqg continuum send as last price the settlement or the true last?
    From a technical point of view the settlement price is misleading.
    Do you know if the broker can configure this behaviour?

    thanks
    CQG provides NinjaTrader with settlement daily data. This is expected and cannot be configured/changed in NinjaTrader. A work-around would be to use a 1440 minute chart.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Hi,
      thank you for your answer.

      The issue is different: I'm not speaking of settlement, I'm speaking of the last price of the session (closing auction)
      https://www.eurexchange.com/exchange...88?frag=240740

      CQG Continuum does not send the "closing auction" price as CQG Client and InteractiveBrokers do but the last price.

      Do you know if CQG Continuum can be configured to send the closing auction?

      Thanks

      Comment


        #4
        NinjaTrader would have no way to manipulate the incoming feed in the way you're describing. In other words, there are no settings within the connection to change how data is received. With that said, if you create a 1440 minute chart with a trading hours template of 'Default 24/7', do you get the data you desire?
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Hi,

          I'm not saying that Ninjatrader must be changed; I'm saying if the broker can configure CQG continuum in a different way.

          Further I'm not speaking of daily bars! the settlement is at 17:30 Frankfurt time! I'm speaking of the close price of the last 1 minute bar at the end of the session at 22:00PM Frankfurt time!

          Thanks

          Comment


            #6
            I am not aware of any broker setting that would change how data is transmitted.

            What occurs if you change your charts trading hours template to 'Default 24/7' on your minute chart? do you observe the data you are wanting to see? To change this, right-click on your chart > Data series > Change 'Trading hours' to 'Default 24/7' > OK
            Patrick G.NinjaTrader Customer Service

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              #7
              Hi,

              we fixed this issue because I was able to configure CQG Integrated Client to have the same last of CQG continuum at the end of the session: the true last not the closing auction

              TX

              Comment

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