Different Data?

TheBramble

Legendary member
8,395 1,170
I'm looking at DAE (demo) and IQ Feed through Quotetracker and (for instance) looking at the price on AMZN and find that there is a difference in the data series.

Not a massive divergence, just at various points, one will record a significant difference (a solid as opposed to an empty candle - or a down candle as opposed to an up candle).

The thing is , most of us traders use more than one data source: one for LII, one from our broker, one from the datafeed into our charting package...

Just how often do you record a divergence such as this and which do you trust to make your trading decisions?
 

sandpiper

Well-known member
458 54
Bramble,

Happens all the time. With the likes of e-signal and q-charts you can even get a different "series" from the same vendor when it swaps servers. Different vendor or the same, the differences can normally be traced to the timestamps applied to the ticks/quotes as they are stored at the vendor end. High/Lows will be the same but bars or candles may look different from one server to another, one vendor to another.

I would imagine the same issues apply to level II data although I've never used it.
 

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