FROM CQG
Tom,
We do have tick-by-tick data with trade volume and best bid/ask as well. By default orders placed through our website will be delivered in a regular ASCII format, but we can provide this data in a NinjaTrader format on request. Our data delivery process was designed with custom orders in mind, so orders are not delivered immediately, and especially Time&Sales data will require some time to be prepared for delivery. We usually can provide rough time estimate prior to order being placed.
To get a better idea of our data delivery process, you can take a look at some sample data that was prepared in this format, available at the following location:
ftp://dfclient:[email protected]..._nt_201309.zip
Please, note that the download link above already contains login and password. The best option is to copy it completely into the browser address window.
Also, I've attached a guide which describes steps necessary to import historical data into Ninja Trader.
Please, let me know if you have any questions.
Thanks,
Dmitry
Dmitry Nechitaylenko <[email protected]>