Support Board
Date/Time: Sat, 01 Mar 2025 10:54:22 +0000
Post From: data feeds
| [2021-09-27 15:27:28] |
| User652845 - Posts: 3 |
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Hi. i use sierra for footprint charts only. i dont have a brokerage account as i live in the UK and i trade through TT. I stepped away from trading for a while and im now going to do some research for a few months. i have just discovered that data feeds differ. The pricing data is a compressed snapshot of all trades that occurred within that 300ms with some broker data versus other realtime feeds which send every trade (tick) along with associated bid & ask data. i used to use market delta before it went under and i noticed something off about the data on denali data. the top and bottom delta values on a 5 min footprint chart where consistently incorrect and im wondering if it s the data with denali provides. the following link is an explanation of what im referring it https://www.linnsoft.com/support/brokers-data-vs-other-feeds is there settings within sierra that i may not have been aware of that ensures im getting the right kind of data through denali. i read on the discussion board that another user had the same kind of issue with tick bars and you managed to sort it out. is it the same problem? is Daneli compressed data or is it tick data? |