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Date/Time: Thu, 18 Apr 2024 17:27:36 +0000



Post From: Differences in VbP

[2014-01-06 00:25:20]
PTG - Posts: 57
I notice differences in volume profiles for 6E between SC feed and IQFeed:

http://www.sierrachart.com/image.php?l=1388966880899.png (SC Feed 6EH4 continuous back adjusted volume based, no difference with date rule based)

http://www.sierrachart.com/image.php?l=1388966818395.png (IQFeed EU#C continuous back adjusted).

The settings for both are the same for VbP as well as the data configuration (tick by tick).

The data from the SC feed was freshly loaded, the data from IQFeed is from Dec 31st. I cannot reload it as I have cancelled my subscription. That said, I haven't noticed data anomalies in the past fwiw.

The question now is which one is an accurate representation of reality. Please advise.