I opened a chart using TF 06-11, first using IQFeed downloaded data and then using market replay data and there are not few ticks differences but huge differences. Please can you look into that? It seems IQFeed data does not provide data for 04/21/2011, I will write them about that. but I am using their datafeed for about a year and consider them reliable. Both charts were on the same Session - CME US Index Futures for you to try replicate it. I am sending both datasets, market replay data from 7ticks/NT7 and IQFeed. Please find the problem why the data have huge differences as seen on attached charts. I am sending you the downloaded data in email with link to this thread.
Thank you
N.
edit1: ... and yes, I did delete cache data in db/cache directory.
Comment