Support Board
Date/Time: Mon, 25 Nov 2024 04:22:26 +0000
Post From: IQFeed Real-time Volume is Not the same as Back-filled Historical Intraday Volume
| [2013-12-31 09:51:16] |
| xfighter - Posts: 36 |
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To me, the logic is quite simple. IQFeed marked these "other trades" as "0" which suggest these may be misdocumented. And they actually exclude these trades from their back-fill historical data server which further demonstrate these are misdocumented. Another way to look at it. If someone use IQFeed historical data to do a backtest and got some system developed, now would this guy trade his system by using the real-time data which has the same way as the historical data or the different way? The answer is obviously "the SAME way". Thank you!
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