CQG data

Discussion in 'Data Sets and Feeds' started by thetrendfollowe, Feb 12, 2009.

  1. Hi,

    Does anybody have experience with these guys in term of using their historical intraday data?

    Im looking at getting some to use with Ami as IQ data only has 2 years for US equities.


  2. My experience with them was that the data were extremely clean.

    I looked into getting the RT feed into Amibroker via the plug-in Tomasz has written but I found out that I have to buy the full blown $695 Pro package, as the data-only package does not include access to the API. I assume you are just buying bulk historical data from them.

    I wouldn't worry about the quality with CQG. There is no comparison between a company like DTN or eSignal and CQG.
  3. I really appreciate your reponse.
    I will give them a call tomorrow and let you know.
  4. Euler


    With DTN, I think you're referring to IQFeed? DTN also offers NxCore historical data, which I think is far more comprehensive than what CQG offers, but is more expensive as you're buying data for entire markets at once. Similarly, I think Thomson Reuters will give you possibly more comprehensive historical info, but at an even greater price. (Not to denigrate CQG in any way -- I think they're excellent for what they do.)
  5. TraderNik,

    Did you edit your reply?!
    (It just seems different now to when I initially read it).

    The reason Im going for IQ Feed as my RT datafeed is because Iv heard good things about them and they are well supported by Ami.

    I cant see any mention of CQG here:

    So Im basically looking solely for something for bulk historical data. Though it would be nice to get both from the same source. But as you said that would mean $695 + the already hefty cost of the data (several thousand).

    Also, would the backfill from I.B. alone go back 2 years for 1-min data on equities?

    Even though its slow (http://www.amibroker.com/ib.html), it could save me alot of money but of course quality is important to a reasonable extent.

    I'd be keen to get some more feedback.

    But thanks so far guys.
  6. I am now trying to compare these two... Is there any quantitative data which supports the claim?

    Not sarcastic just really need to know :)
  7. biba4


    IQFeed has less than 3 years of stock and futures data and forex data goes back to 2005. If you are only interested in stocks, there are other less-expensive data providers like Kibot and Pi-Trading.