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Direct MessagesDate/Time: Sat, 27 Apr 2024 03:44:06 +0000
Post From: Volume and cumulative volume delta data inconsistency with Denali Data Feed
| [2022-05-17 15:48:17] |
| User791341 - Posts: 3 |
|
Hello, I have an issue with data quality that I can't seem to resolve. I used your trial for a couple of days to evaluate the Denali Data Feed. Once I saw what great quality it was and what trade opportunities I can generate with it, I subscribed to Service Package 10 on Thursday last week. On the Thursday, Friday, and yesterday, I noticed, however, that the volume and cumulative volume delta data I am getting "feel" different. Namely that during some topping/bottoming patterns I do not see any algorithmic behaviour anymore. Fortunately, I had the trial instance still running on a different virtual machine to where I am running the new paid instance with Service Package 10 (I changed to a different VM because of Interactive Brokers port requirements). So, this morning, I was able to compare the 2 data sets side-by-side: and sure enough the data on the trial instance (VM) was nice and clean whilst the data on the Service Package 10 instance (VM) was somehow corrupt. I thought that this could be due to the paid instance VM having some other ports closed and the data download from SC thus being incomplete. So then I thought that I would just open the ports on the trial VM to enable Interactive Brokers working there and be done with it. I then logged in to the trial VM with my paid account but then I saw again that the data is somehow different. I then made sure to take screenshots (unfortunately I cannot upload it in the way that you require in the Add/Edit Attached Files popup window, because the old clean data is now gone) of the difference between the trial VM to the paid VM data (the two screenshots are side-by-side in the attached image). On the left is what the data used to look like and on the right is what it is now. I tried to "Delete and Download Data" to see if it fixes the problem, however, it only made all of the nice and clean historical data disappear and I now have the "corrupt" data everywhere, with no signs on algorithmic behaviour. I am not sure if I am clear enough, though I really tried hard to phrase this as clearly as possible. Could you please help me out? I could not find a similar issue anywhere on the board and I am getting really desperate. Thank you in advance! Tomas |
Attachment Deleted.  Screenshot 2.png / V - Attached On 2022-05-17 15:45:24 UTC - Size: 1.73 MB - 121 views |