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Date/Time: Thu, 25 Apr 2024 00:50:41 +0000



Post From: Historical data

[2021-12-17 17:22:09]
Vladimir G - Posts: 5
John,

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?