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Why does my cqg intraday data look different than my ToS data? I recall tick data can be different due to it being filtered. Are the minutes filtered as well?
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Can you help answer these questions from other members on NexusFi?
Tick data could be different, and minute data could be different. If I recall right, I ran into an issue like that with CQG over Sierrachart. The local computer clock was not synchronized to the clock of the trading service, and it was an easy fix.
CQG provides very accurate data, so check your synch. but, I am not this your issue for sure.
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@mattz suggestion is a great one, always make sure that your computer time is synchronized. Even if it doesn't fix this particular problem, it prevents others for sure.
Do you have the opportunity to check the cqg data in a second platform to check if it matches the MC result?
