Support Board
Date/Time: Sat, 11 Jan 2025 04:58:54 +0000
General Data Question
View Count: 699
| [2016-10-27 13:12:44] |
| User93757 - Posts: 61 |
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Hi, I'm hoping perhaps you can answer a general data question. I'm currently using Sierra Real Time Data; I'm also testing CQG Data. I realize different data sources will give you somewhat different results. The volume between the two, are very similar but the delta's a quite different on a price by price level. Is one data better then the other, in other words... who has more reliable delta/number bars etc? Does Sierra Real time calculate data differently then broker data from CQG. Ty, |
| [2016-10-27 17:18:45] |
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In the case of CME data, the Sierra Chart Exchange Data Feed provides 100 percent accurate Bid Trade Volume and Ask Trade Volume as identified by the exchange. In the case of EUREX we have to say that probably the CQG data feed will give a more accurate result but that really is an evaluation you have to make because in the case of EUREX Bid Trade Volume and Ask Trade Volume are estimated. Although longer-term, when the backend data feed we use is updated, we would not expect there to be any difference with EUREX. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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