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Direct MessagesDate/Time: Sat, 20 Apr 2024 05:33:20 +0000
Denali Data vs Delayed Data from Trading Evaluator
View Count: 455
| [2021-11-19 03:05:20] |
| User987654 - Posts: 65 |
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Hi, I noticed that when running live Denali Data on one system with Interactive Brokers and delayed data from the Trading Evaluator on another system, the historical .scid files are of (slightly) different sizes. The reason I looked at this is because the signals being generated by each system is slightly different even though both systems are running the exact same studies and settings. I know one is delayed data but even adjusting for that, I am getting slightly different results. The specific contract I compared was HG (ie. HGH21 (Trading Evaluator) - 143,059KB vs HG-202103-NYMEX (IB) - 143,924KB). The Denali Data files are always slightly larger than the delayed data from the Trading Evaluator. I am not concerned if the delayed data is not suppose to match the live Denali Data, I just want to make sure that I am not doing something wrong on my end that is causing the discrepancy. Thanks |
| [2021-11-19 15:11:05] |
| John - SC Support - Posts: 30976 |
|
The bar data should be the same between the real-time data and the delayed data. But it is not really fair to look at the file sizes, as there are numerous things that could affect the size of the files - including things like the start date of the data in the file. The first thing to ensure is that you are getting the Denali data in both situations. Make sure you have the [M] after the symbol in the Interactive Brokers installation (you have to be using the Denali data with the Delayed Trading Evaluator, so that is why we are not asking to check that one). If you are certain that you are getting the Denali data into both, then take a look at the bars and ensure they are same. There are a lot of settings that can affect the bars. From there, you will need to look deeper into the reasons why you may be getting different results in your indicators. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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