I was testing Rithmic with Ninjatrader 8 and noticed Rithmic's WTI crude oil daily volume is less around 25% of CQG's WTI crude oil daily volume. Why there is huge volume difference between these two data feed vendors when the exchange is centralized? Below are the WTI crude oil daily volume for past 5 days between Rithmic and CQG. Rithmic (Ninjatrader 8) 27/10 251K 30/10 278K 31/10 251K 01/11 226K 02/11 219K CQG (Tradingview) 27/10 333K 30/10 333K 31/10 322K 01/11 300K 02/11 288K
I presume the contract month is the same. Check the start and end times for the daily volume. Check ...
The contract month is same. I checked the trading hours setting for WTI crude oil in the Ninjatrade 8, no issue because it uses electronic trading hours, not regular trading hours. I am currently monitoring the volume value in real time between CQG (Tradingview), Rithmic (Ninjatrader 8) and CME website. They are all have around similar value. Really wonder when the volume value start to diverge significantly.
I checked the WTI crude oil's daily volume at CME website. CQG daily volume is closest to CME daily volume, around 95% of CME daily volume.
I checked on R Trader Pro (Rithmic), the daily volume of WTI crude oil is similar (1 contract difference only) to CQG for past 4 trading days (Oct 30 - Nov 2). Before that (Oct 18 - Oct 27), the daily volume data are different.
Do you know why Rithmic's data would also show things like extremely erroneous price data for MCL or why it is missing large chunks of data it used to display recently? How are they missing basic data checks even from public historical data directly from CME?
Hi, I don't know and I never trade MCL. As far as I remember last time I checked Rithmic's data vs CQG's data is Rithmic's volume data before a week is significantly lower than CQG's volume data regardless of future instruments.
Today it looks like there are problems with a lot more than just MCL again, even like 1 min MES, and nobody seems to have any answers at the moment.