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How To Fix Problem With Tick Data – CQG/Continuum/Rithmic Feed – CME MDP 3.0

How To Fix Problem With Tick Data – CQG/Continuum/Rithmic Feed – CME MDP 3.0


  1. . IHey Marcelo,

    I just want to say thanks for this video. I have been wondering where all the data has been on my 610 chart. I can really see the difference overnights with the lack of data . This is to me why I signed up for the academy because of the fact that you guys continue to give all of us who signed up continuous updates and you keep all of us traders who went thru the academy informed on the latest news in the industry . Thanks for the video. There are two kinds of people in this world givers and takers and DTA gives back when you all don’t have to so again thanks!

    1. That is what its all about Shani… let us know if you have any issues getting migrated. We’ve notified NinjaTrader of how to update the charts as well

    1. Claude… traders using minute charts aren’t affected as much so I would not worry about it.

  2. Hi Marcello,

    Does these changes affect the Market replay before and after May 3?
    When practicing with “market replay” we should use the curent 610 chart before May 3 and the new (610/2.618025) chart after May 3?
    Thanks a lot.

    1. Jacques… that’s correct. You should change the charts if you are trading before that date yes.

  3. The MDP 3.0 which the CME will be going back to was what the data used to be like pre 2009.People need to understand what happened in 2009 before spreading erroneous and inaccurate information.
    Taking ES for example…pre 2009 if a 500 lot trader was filled and matched with 500 x 1 lot traders it would show up on time and sales as a 500 lot trade. The data was initiating or aggressor based.This would allow us to see the larger players in the market.Also it was especially useful when using size filters in various volume and delta based indicators. In 2009 a change was made where if a 500 lot trader was matched with a bunch of 1 and 2 lot traders it would be reported as such….1,1,2,1,1,1,2,2,2,1,2,1,2,1, etc. Therefore since 2009 we have be watching smaller traders filling larger traders. This allowed the bigger traders to hide.To think that MDP 3.0 will hide the larger traders is completely erroneous.

    Now let me ask you this…would you rather see trade data based on 500 1 lot traders or a 500 lot trader?Who do you think moves the market?

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