Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
|
The difference is most likely in the algorithm used.
There are a few different ways to calculated a foot print.
What is particular about IQfeed is that the data is unfiltered and that ticks are desassembled
some datafeeds will agregated the transactions as follows :
2 buyers at 1.19110 and 3 sellers at 1.19115
Sombody steps in and buys 2 contracts at 1.191155
IQ feed will show two lines, with the two contracts trades, as it were 2 sellers
some other datafeeds may show 1 line with 2 contracts
The total volume for the day, period should however remain the same
|