Data Feed: How do you confirm Accuracy vs Historical tick data provided.

February 14th, 2013, 06:44 AM

How do others confirm the quality of the Historical tick data provided to them by a data feed provider (example
IQ feeds 120 days)

Quality defined as accuracy vs the past live data feed.

Has studies being done on how good the feeds really is?
Benchmarks etc.
Or do you just take the vendors word that their feed is accurate.

How do you then confirm the Accuracy of your live tick data for that day(eg 13 Feb 13) vs the Historical tick data provided for that day (13 Feb 13) by the data feed provider?

February 14th, 2013, 06:04 PM

Has been talked about in detail here:

Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies

Hi All,

I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.

Luke.

P.s. Is not a simple work, and take …

All the good/bad feeds are listed in that thread when it comes to accuracy.

IQFeed is at the very top of the list.

Mike

Data Feed: How do you confirm Accuracy vs Historical tick data provided.

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Data Feed: How do you confirm Accuracy vs Historical tick data provided.