Support Board
Date/Time: Thu, 06 Feb 2025 07:54:53 +0000
Post From: Daily - # of trades difference between live & Delayed feed
| [2020-04-15 21:45:07] |
| ejtrader - Posts: 688 |
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SC Team - So far under impression that there is no difference between delayed & live feeds except delayed is around 10 minutes delayed. Noticing the number of trades for a daily bar built with intraday data (1440 minutes) - differs in the number of trades between live & delayed(All the other parameters being the same - timezone / Session timings. For example (# of trades) - 4/15/20 - Live vs Delayed NQ: 366733 vs 366740 YM: 167206 vs 167215 ES: 1105826 vs 1105842 Any logical reason for this? If we do expect very subtle differences between the live/delayed feeds - it's OK as long as it is expected. But based on your description about delayed feed - it's same as live feed except for the delay - wondering about the reason for the discrepancies(very subtle though). Thanks |