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hey
i make some test on OPENTICK and OPEN E CRY
and the results are diffrent
OEC have more NET VOLUME then the OPENTICK !!!
someone here found it too? |
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Yes, OpenTick does have less volume because it reports from individual exchanges. If not specified it reverts to some default (not recommended even on their site). In order to get all data across all exchanges that the product is traded you need to specify Exchange = @.
Essentially, a request for MSFT would end up looking like this @MSFT.
Check out their forums and exchanges page for more info. Also note as the @ symbol works in real time data, it is not supported for Historical backfills for the time being.
IB data is sampled data but you should get most/all volume, but probably not all ticks as they are aggregated. Their historical backfill is slow, but it is a one time hassle.
It all depends on what your needs are. You do get what you pay for (until OT fixes their end).
BTW, is there a way to request continuous contracts thru IB?