ActiveTick vs. IQFeed vs. IB (TOFTT)

Quote from hftvol:

you are incorrect. Here is the link. They provide tick by tick time and sales.
And I can guarantee you that the resolution is not 60 seconds. By the way, even IQFeed, a solution about 1/10 the price of CQG provided tick data with 1 second resolutions and now switched to millisecond resolutions.

https://www.cqgdatafactory.com/?page=features
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I saw that information on their web page as well, so that is also what I assumed, however when I called them, they told me that the data was only available at a 60 second resolution.
 
you may want to contact them again, I am sure they miscommunicated then.

Quote from MRBRETTONWOODS:

I saw that information on their web page as well, so that is also what I assumed, however when I called them, they told me that the data was only available at a 60 second resolution.
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Quote from hftvol:

you may want to contact them again, I am sure they miscommunicated then.
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You can contact them if you want. They're open all night.
There are other forums that discuss this particular limitation of CQG data, so it's not just me.
 
your statement was that CQG does not provide tick based data with less than 60 second resolution. That is factually incorrect. I never asked for data so I certainly do not need to contact anyone. Believe whatever you like.

Quote from MRBRETTONWOODS:

You can contact them if you want. They're open all night.
There are other forums that discuss this particular limitation of CQG data, so it's not just me.
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Quote from hftvol:

your statement was that CQG does not provide tick based data with less than 60 second resolution. That is factually incorrect. I never asked for data so I certainly do not need to contact anyone. Believe whatever you like.
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I don't want to get into this juvenile argument, but have you ever personally used CQG Tick Data? If you haven't, then it's not my responsibility to inquire on your behalf.
 
Hey, is this always going to be the norm no matter who we get our data from...IQFeed, Barchart, Money.net, etc...
I am getting gaps of 3-5 mins missing but when I looked on investing.com or bar chart there always seem to be a high, low, open, and close price for every candle. Yet, when we request the actual 1 min data it comes in like this which you will find missing minutes bars...

BMA The symbol
Part of many fields you can add in the function BMA Open
Date Time Open
10/4/2018 16:02:00 40.47
10/4/2018 15:59:00 40.64 ----------------------Missing 3 mins bars right after
10/4/2018 15:58:00 40.55
10/4/2018 15:57:00 40.65
10/4/2018 15:56:00 40.55
10/4/2018 15:55:00 40.62
10/4/2018 15:54:00 40.6
10/4/2018 15:53:00 40.6
10/4/2018 15:52:00 40.66
10/4/2018 15:51:00 40.697
10/4/2018 15:50:00 40.68
10/4/2018 15:49:00 40.58
10/4/2018 15:48:00 40.59
10/4/2018 15:47:00 40.6899
10/4/2018 15:46:00 40.66
10/4/2018 15:45:00 40.72
10/4/2018 15:44:00 40.7292
10/4/2018 15:43:00 40.705
10/4/2018 15:42:00 40.7654
10/4/2018 15:41:00 40.779
10/4/2018 15:40:00 40.7
10/4/2018 15:39:00 40.71
10/4/2018 15:38:00 40.71
10/4/2018 15:37:00 40.865
10/4/2018 15:36:00 40.99
10/4/2018 15:34:00 41.02
10/4/2018 15:31:00 41.03
10/4/2018 15:30:00 40.98
10/4/2018 15:29:00 40.94
10/4/2018 15:28:00 40.9
10/4/2018 15:27:00 40.76
10/4/2018 15:26:00 40.96
10/4/2018 15:25:00 40.75
10/4/2018 15:23:00 41.095
10/4/2018 15:22:00 41.2136
10/4/2018 15:21:00 41.41
10/4/2018 15:17:00 41.49
10/4/2018 15:16:00 41.4201
10/4/2018 15:15:00 41.455
10/4/2018 15:12:00 41.55 -------------------------------missing 3 mins worth of bars
10/4/2018 15:10:00 41.5 ------------------------same here
10/4/2018 15:07:00 41.57 ----------------------missing 3 mins worth of bars right after
10/4/2018 15:06:00 41.5699
10/4/2018 15:05:00 41.61
10/4/2018 15:03:00 41.575
10/4/2018 15:02:00 41.53
10/4/2018 15:00:00 41.64
10/4/2018 14:59:00 41.64
10/4/2018 14:57:00 41.4
10/4/2018 14:56:00 41.3341
10/4/2018 14:53:00 41.32
10/4/2018 14:52:00 41.41
10/4/2018 14:51:00 41.41
10/4/2018 14:50:00 41.38
10/4/2018 14:49:00 41.37
10/4/2018 14:48:00 41.38
10/4/2018 14:47:00 41.3
10/4/2018 14:45:00 41.345
10/4/2018 14:44:00 41.28
10/4/2018 14:43:00 41.29
10/4/2018 14:42:00 41.345
10/4/2018 14:41:00 41.28
10/4/2018 14:38:00 41.22 ---------------------will miss 3 mins of bars after
10/4/2018 14:37:00 41.26
10/4/2018 14:36:00 41.12
10/4/2018 14:31:00 41.105 -----------------------------will miss 5 mins worth of bars right after
10/4/2018 14:29:00 41.04
10/4/2018 14:28:00 40.835

this is from Money.net
 
You need to consider "carry-thru" logic. If there is a gap, assume the SAME OPEN PRICE as the prior bar.
BTW: You should be using CLOSE, not OPEN price.
 
Are your bars for the entire CTA + UTP feed? If not there may be trades on other exchanges that you're not seeing/generating bars for. Yahoo, Google and most other sites use the SIP/CTA.
 
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