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Direct MessagesDate/Time: Fri, 20 Sep 2024 03:36:32 +0000
Which data to trust?
View Count: 1324
| [2014-09-16 04:00:57] |
| baj3810 - Posts: 3 |
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I'm a long time thinkorswim user, but have heard a lot of great things about SC and so I'm running a trial now and comparing the two. Today I noticed some actual price differences between TD ameritrade data feed, Transact (my live account data feed), and the SC historical data feed. Notice in the attached image that the price on the ES today (9/15/14) at 9:39 EST shows a different high value between Transact (1975) and the other two (1975.25). I know it's only one tick but there are other price differences too and even just one tick could easily make a difference in the way that support/restistance is determined, etc. Why/how can these be different? And the big question, which one do I trust? Is there a definitive source that I should compare these three against to know for sure? Thanks! |
 14-09-15_9.39EST_ESfutures.jpg / V - Attached On 2014-09-16 04:00:27 UTC - Size: 325.24 KB - 374 views |
| [2014-09-16 04:14:42] |
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The definitive source would be the Sierra Chart Historical Data Service because that comes straight from the CME and it is unfiltered data. There is always the potential for some amount of packet loss across the network from the CME but that is tiny when it happens and is hard to avoid. When that does happen though, it is highly unlikely it would affect highs and lows. 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 |
| [2014-09-16 04:23:42] |
| baj3810 - Posts: 3 |
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Yes, it appears that the Transact one is the one that's off. Attached is the actual CME data from their website. Geez, this kind of scares me. Why would their data be wrong? What can I do about it? |
| 14-09-15_9.39EST_ESfutures_CME.jpg / V - Attached On 2014-09-16 04:23:37 UTC - Size: 170.07 KB - 370 views |
| [2014-09-16 14:03:38] |
| User021827 - Posts: 174 |
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Use a data feed with unfiltered data. This is the best way to overcome this. Sierra is one of them that offers unfiltered data. |
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