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Re: Why is ES vol. on IB different than esignal



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Jimmy Snowden wrote:

I'm sure times have changed but have they changed enough that a free
data feed is really good? You really get what you pay for. I know
some can trade from IB data but if you want serious data then I doubt
IB will cut the mustard.

Jimmy

Jimmy, etrader,

It really depends on what mustard you are trying to cut. It cuts mine. If you need "exact" volume, it doesn't. IB's volume data is not complete. There also is some missed ticks, like it was pointed out in this like so many times. I use IB's data exclusively, because
a) It works for me
b) Extremely reliable, doesn't lag under fastest market conditions
c) My charts matches with my brokers quote - all the time
d) I don't need what it doesn't offer, specifically volume. However, even the crippled volume data is usable, as long as you know what you are getting! If a "real" feed shows 1000 in one bar and 500 in another, IB would show maybe something like x volume for first bar, and x / 2 for the other bar.
e) ahem - it's free.

8 )

Abhijit


Anyone know the reason why sometimes there is a
large discrepancy in volume bars on the ES
comparing a 1min vol. bars from IB data feed using
Hyperserver vs. esignal? I have 1min. charts up
on 2 PC's which have their time synchronized but
there is a large discrepancy in the volume. Any
ideas?

Thanks