[i trade]

FT...any comment or experience with the accuracy of the DTN IQ data feed when it comes to bid/ask volume data? Also, if you wouldn't mind could you post an intraday chart from Thursday and/or Friday of this current week showing cumulative delta so I can compare it to my data?
Appreciate it!

[FulcrumTrader]

Originally Posted by i trade »

FT...any comment or experience with the accuracy of the DTN IQ data feed when it comes to bid/ask volume data? Also, if you wouldn't mind could you post an intraday chart from Thursday and/or Friday of this current week showing cumulative delta so I can compare it to my data?
Appreciate it!

As stated in various threads here at TL, I do know that DTN.IQ feed is very solid and I have no complaints. I have been traveling this weekend on trading business so I will try and put up some charts soon.

[paolfili]

Fulcrum can you add some words (on your experience) about TT ?
From some of your posts I seen you consider the TT Fix adapter a "low quality instrument".
1)From wich perspective?
CumulativeDelta analysis only - due probably to Ticker Plant absence and the coalescing of data - or in general (speed,loosing data,etc) ?
2)Have you some experience on TT API (About Cumulative Delta,un-coalescing of data,speed...)?

Thanks again for your sharing experience

Paolo

Originally Posted by FulcrumTrader »

As stated in various threads here at TL, I do know that DTN.IQ feed is very solid and I have no complaints. I have been traveling this weekend on trading business so I will try and put up some charts soon.

[enochbenjamin]

Fulcrum, or anybody... Do you know if there is significant difference between cumulative delta and on balance volume? They seem like they attempt to determine the same thing???

[gooni]

On Balance Volume adds the volume of a bar if it closes up and subtracts the volume of a bar if it closes down, and tracks that bar to bar.

Cumulative Delta does this on a trade by trade basis, and adds if the trade was at the ask and subtracts if the trade was at the bid.

You can also do something that is part way between the two where you accumulate tick by tick (like cumulative delta) but add on an up tick and subtract on a down tick (like on balance volume).

I trust this is clear - the two are similar in high level abstract concept but extremely different in practice and usage.

[FulcrumTrader]

Originally Posted by paolfili »

Fulcrum can you add some words (on your experience) about TT ?
From some of your posts I seen you consider the TT Fix adapter a "low quality instrument".
1)From wich perspective?
CumulativeDelta analysis only - due probably to Ticker Plant absence and the coalescing of data - or in general (speed,loosing data,etc) ?
2)Have you some experience on TT API (About Cumulative Delta,un-coalescing of data,speed...)?

Thanks again for your sharing experience

Paolo

TT Fix Adapter feed is usable if uncoalesced and if you have a proper means to capture and store the data for historical lookback capability (like TradeVec.com will be doing for BID/ASK differential volume needs).

[FulcrumTrader]

Originally Posted by enochbenjamin »

Fulcrum, or anybody... Do you know if there is significant difference between cumulative delta and on balance volume? They seem like they attempt to determine the same thing???

I myself never use OBV....I stick with the "market order" driven order flow tracking with CD.