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Using IQfeed data, I was curious how Multicharts separated the trade volume coming in at the bid and trade volume at the ask. I had Multicharts side by side with Sierra and Ninja. Sierra and Ninja gave exactly the same results, and Multicharts didn't. Now I'm left thinking I can't use Multicharts for this kind of analysis.
Can you help answer these questions from other members on NexusFi?
Can you provide specifics, screen shots, etc? Can you reproduce it? Have you asked MultiCharts what they say about this? I ask only because I don't believe MC does any sort of filtering, and for IQfeed they are using the same client as NT for the source of the data.
Are you using 'upticks' and 'downticks' to get the data? You didn't really say enough to tell.
Anyway, if so it is exactly what it says it is: uptick volume and downtick volume. Not bid volume and ask volume.
Hmm. I just compared CL on Zen and IQfeed, I am not sure what to make of results. Blue = Volume Up, red = Vol Down. I think it might be a real-time only option from the feed judging from the lack of historical data on IQfeed? And missing gaps on Zen?
Hi Mike.....is it possible to export 1 min data for ES 06-10 from IQfeed for last 1 month so we can compare it to Zen-Fire......it's hard for me to believe that two feeds would report different values ....... i always had a concern of "when they reported" and not "if they reported" ......
IQFeed provides the historical bid and ask volume data. It is just that Multicharts doesn't show it. Sierra, upon opening a new chart of a symbol not previously watched real time, has all that data already there.