Date/Time: Tue, 30 May 2023 04:07:46 +0000
Post From: Historical data
|Vladimir G - Posts: 5|
the first time on Package3 I fetched data with "SC Data - All Services".
The second time on package 10 I also fetched data with "SC Data - All Services".
Why do I need to connect to CQG as data come from Denali and not CQG?
Why I think they are incorrect.
I parse "scid" files and compare every single date by open, high, low and close price with other data set from other source.
And there is a difference mostly for open price (high, low and close almost always matched).
I can assume that other dataset is incorrect, but I also compare open price with closing price of previous date and in your dataset there is much big difference in approx 25% of cases.
Also you told that Denali historical data is more accurate than non-Denali, so I try to understand what I am doing wrong and how I can get Denali historical data.
It seems in both cases I fetched non-Denali.
But how to fetch Denali being on Package 10?