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Direct MessagesDate/Time: Thu, 25 Apr 2024 21:59:58 +0000
Post From: Differences in VbP
| [2014-01-08 01:52:26] |
| PTG - Posts: 57 |
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"One question we have is whether the data from IQ feed is actually tick by tick.
That's a fair point. The .scid file I downloaded is dated 1/1/2014 12:39 AM (GMT+1). The size is 82.589 kB. It starts July 10th 2008. How can I check if the file is actually tick by tick ? The other thing is you need to be certain certain that the rollover point is exactly identical.
I have no control over EU#C. It is the backadjusted contract from IQFeed. They roll over according to their rules here: the Normal continuous and Back-adjusted Continuous Futures follow the rules that are shown on our Symbol Guide at http://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed. So you are saying you do not notice any difference with date-based rollover?
I'm saying that for that particular profile there is no difference whatsoever between date based and volume based rollover on the SC datafeed. Also, the settings are different between these two profiles. That is clear.
One profile is from IQFeed, the other from SC. The IQFeed continuous contract is set to None because it is continuous already, right ? We are not really sure what the purpose of the question is.
I want to know of any differences between IQFeed, which I have been using for years, and the SC feed. I do realize that there are initial issues (as reflected in other threads as well), and so should SC imho as a supplier. After all, the SC feed isn't identical to IQFeed, it's better I'd hope. So far, the switch to SC feed has cost me extra time. You are in a better position to really know what's going on because you created the profiles. We are at a disadvantage.
I'm kind of in a void since I cannot reload the IQFeed data. I may have switched to the SC datafeed too soon. Maybe I'm the one who's disadvantaged here, what do you think ? Let's first find out if the file I have is tick by tick, because if it isn't, then that could explain the difference. Let me know please. Date Time Of Last Edit: 2014-01-08 02:24:43
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