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Re[2]: Why is ES vol. on IB different than esignal



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You are the exception and know exactly what you are dealing with.

Jimmy


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
>
>
>  
>