I too have experience with NxCore and I think it's an excellent offering, on many levels. It runs well on Linux under wine, in my experience.
I think NxCore reports (separately) every trade reported through the national system (whatever its name is, I don't remember). I'm pretty sure it gets them all, as well, as I've compared the volume of these individually reported trades to the total volume from other sources and I think it was an exact match (if memory serves me correctly ). Don't know about CQG.