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 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.
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.
Why not contact some of the CME Group's distributors ? I am sure one of these can provided a consolidated 1 minute bar view for you. https://www.cmegroup.com/market-data/licensed-distributors.html
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.