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After a few years of trading and programming on the Agena Trader I am now back on MT5.
Conclusion: MT5 is great!
My current work topic:
CQG offers the option 'Continuation' for futures data feeds. In MT5 you can activate this option by choosing the symbol '@DD' instead of the front month 'DDU20' (FDAX Sep 20 contract).
In the idea of the Continuation data there is an additional option 'Rollback Adjustment'.
CQG describes this here for the new CQG client.
http://help.cqg.com/cqgic/19/default.htm#!Documents/continuationchartpreferences.htm
Question:
Does anyone know if this is another option in the data feed or if the Client calculates that locally?
If this is an option in the data feed: How can I activate it for the MT5 gateway at AMP?
I will be glad about any hint on this topic.
Thanks
Willbur