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Date/Time: Fri, 07 Mar 2025 01:02:54 +0000



Denali vs IQFeed

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[2022-02-19 13:12:40]
nicktrader - Posts: 741
I have done an Excel analysis between FESX M3 Denali and IQFeed (I will send if needed).

The data for Denali and also IQFeed were exported with SC.

I compared the period from January 3 to February 11. and the data OHLC, volume and bar VPOC (Study: Volume Point of control for Bars).

The differences for OHLC and Vol. are marginal, but for Bar VPOC up to 12 points and almost (nearly) every Bar.

From Feb. 9 on, it changed. VPOC difference = zero.

I was very surprised by this. Did something happen to you to change from that time on or what could it be.
[2022-02-19 13:57:31]
Sierra Chart Engineering - Posts: 104368
2003? Or 2013? Daily data or Intraday?

We do not know what the difference is and why. And we are not going to get involved in this.
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
[2022-02-19 14:53:49]
nicktrader - Posts: 741
That was a quick shot. This year and as I wrote (bold) M3.

IQFeed is a very high quality data feed. With Denali I do not have the comparisons and as I wrote before.

Why this drastic change from February 9, 2022.
[2022-02-19 17:03:41]
Sierra Chart Engineering - Posts: 104368
We do not know what is meant by M3.


Why this drastic change from February 9, 2022.
There is no drastic change. We have no idea what you are referring to at all.
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
[2022-02-19 18:03:10]
nicktrader - Posts: 741
okay, it's weekend and you are kidding me :-) :-)

M3 = Timeframe: 3 Minutes

Drastic change: How can it be explained that before this date differences were always and permanently observed and then suddenly not anymore.
Private File
[2022-02-19 19:53:56]
Sierra Chart Engineering - Posts: 104368
We had no idea what you are referring to.

The way that you presented it, it was indicating a June contract, and some year but we had no idea the particular year.



We are not going to look at that file.

And furthermore, when it comes to EUREX data, what Sierra Chart provides is the EOBI data feed. It is different and more precise and more complete, than what IQ Feed has. You simply cannot make any comparison.
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
Date Time Of Last Edit: 2022-02-19 19:54:52

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