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Date/Time: Tue, 26 Nov 2024 04:45:30 +0000



Post From: Volume at Price Graph 'point of control' is in wrong place....

[2014-04-01 15:21:08]
scott - Posts: 6
After rechecking today the other charts are now matching (free data) but iq is still different.

I can't see how your data is better than iQ - I wish It was!

On IQ Feed number bar day is very comprehensive and shows big numbers and I can spot heavy buying / with little movement... (Showing lots of resting orders) but with your data I see 1-5 on bars and no actual orders just calculated from ticks.

I was told IQ feed is 100% or there abouts and that every transaction goes through Eurex is live on screen at any second.
And I can see that live when trading (in comparison). In Eurex every order is transacted and shown with direct exchange data? Unlike forex which cannot be that accurate.

So with this massive difference in figures (volume bars and delta bars are unusable). And poc is not correct. The overall volume by price graph is fairly near (although much less detailed) and v wap pretty close .

On IQ feed major divergence was seen on delta bars showing a heavy reversal down.. Sierra feed showed green bars not red...
So I'm a little confused. Are we talking about the sane data feed? Or do you have a different one?
I agree price is good but volume at price is definatly not accurate (to trade from live bid / ask orders) .

I did read on your site that your data was ok as a substitute for IQ or similar for volume at price but your site even stated it was not actual data - only estimated from price movements (ticks) as there is no exchange contract data coming in only price.

I ok to get a paid data service - I'm just confused now how 'it's no different?

- thanks by the way for checking the chart data, to compare. I appreciate your time.
And generally happy with the software and how it operates. :-)

Scott