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Date/Time: Thu, 25 Apr 2024 11:36:36 +0000

Post From: Delta difference vs IQFeed on Eurex FGBL - RT data feed

[2014-01-15 11:22:58] Link To Thread - Link To Post [Go To First Post]
corbeste - Posts: 74
I'm testing the SierraCharts RT data feed with my current IQFeed. Volume matches fine, but I am noticing discrepencies on a delta basis, and minor differences when charting volume bars, indicating timing differences. Today (15-Jan), by 10am CET, SierraCharts shows a negative delta of -5700, whereas IQFeed has -9600. I am not making claims to which datafeed is more "correct", but I want to understand the possible reasons for the discrepency here, given that IQFeed is seen as the standard for retail data feeds. I use delta momentum as a potential entry filter, so this is important. Attached a small spreadsheet with my findings


fgbl.xls - Attached On 2014-01-15 11:22:52 UTC - Size: 41.5 KB - 516 views