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Hi all,
I am currently using CQG and use what CQG calls
constant volume bars. i.e. same number of ticks per bar.
I use these because I trade an electronic market where
the liquidity varies quite a bit during the day.
I have just found out that CQG does not chart all ticks.
E.g an example today was 11 ticks at the same price
reported as only 3 by CQG. btw, I am not saying that
CQG misses prices traded (it does not), but their
implementation of multiple same-price ticks is not what I
prefer.
I am considering using Aspen Graphics and the S&P
feed. I am signed up for a trial, and from what I can see
the feed is OK, and in particular every tick is getting
reported. (I rang the Aspen guy today and within an hour
I had the internet feed software downloaded and
running - something of a pleasant surprise)
The interface feels a bit clunky, and seems very close to the
old Knight-Ridder terminals.
I was wondering if anyone had any experience with them
good or bad. The price is roughly a third of CQG's as well.
Thanks in advance
Peter
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