Support Board

Date/Time: Fri, 03 May 2024 04:34:45 +0000

Post From: IQFeed Real-time Volume is Not the same as Back-filled Historical Intraday Volume

[2013-12-31 09:51:16] Link To Thread - Link To Post [Go To First Post]
xfighter - Posts: 36
To me, the logic is quite simple. IQFeed marked these "other trades" as "0" which suggest these may be misdocumented. And they actually exclude these trades from their back-fill historical data server which further demonstrate these are misdocumented. Another way to look at it. If someone use IQFeed historical data to do a backtest and got some system developed, now would this guy trade his system by using the real-time data which has the same way as the historical data or the different way? The answer is obviously "the SAME way". Thank you!