Market Delta User (CQG) vs (ESignal)

T

TsunTzu

Hi,
Is there anybody using Market Delta with CQG as the data feed?

I use ESignal and would like to compare some charts with a user running with CQG as I believe Esignals data for Eurex is erroneous.

If you can help me out please drop me a private message so that we can swap a couple of charts.

Thanks in advance.
 
Yeah I am not really interested in debating the merits of each. I have a very specific time and sales example I would like to explore.

Thanks.

Quote from traderNik:

Comparing eSignal to CQG data is like comparing a Lada to a Ferrari. All eSignal data is erroneous.
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Quote from TsunTzu:

Hi,
Is there anybody using Market Delta with CQG as the data feed?

I use ESignal and would like to compare some charts with a user running with CQG as I believe Esignals data for Eurex is erroneous.

If you can help me out please drop me a private message so that we can swap a couple of charts.

Thanks in advance.
More...

I have Market Delta with a CQG feed. I tried to PM but it was refused.

What do you need to know ?
 
Hello Barth, thanks for your reply. I have actually got a free trial of CQG so I can compare the two . I believe ESignal are incorrectly identifying when trades are trading on the bid or offer which is messing up my market delta. I have been noticing this for a while now but neither ESignal nor Market Delta are interested becasue its a Eurex specific problem. Once I have gathered my evidence I will post it here.

If you know much about Eurex I think Esignal are superimposing the bid / offer data from the old pulsed values API onto a trade feed from the EBS. Eurex are looking into it for me. Its seen most clearly on market orders where the bid /offer updates before the trade data comes through.

The attached image sums it up, new prints are at the top, as you can see before the block of trade data the market was 08/10 yet the prints after are 97 through to 08 trading. This occured before the 08 bid and it was a sweep of the order book that took it from 97 to 08 bid. In Market delta this is shown as the bid trading all the way up with no offer trading. Which is wrong.

I don't know why you couldn't pm me, but thanks for trying.
All the best
 

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