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inefficiency
Started:October 27th, 2016 (05:28 AM) by neil mccauley Views / Replies:143 / 3
Last Reply:October 27th, 2016 (01:47 PM) Attachments:1

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inefficiency

Old October 27th, 2016, 05:28 AM   #1 (permalink)
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inefficiency

want to make a backtest inefficiencies presented by the market every day, because I see that tend to be filled, to explain so plotted in the graph of footprint, candles inside have auction unfinished inside the candle, not the extreme.
The question I have is that I see these events through my demo account on NinjaTrader (I trade CFD), and not if may be a defect of the data sent me CQG, for this reason I would like to know if for example Feed IQ, the same inefficiencies are?

I apologize if this is not the appropriate place for this post
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Old October 27th, 2016, 05:28 AM   #2 (permalink)
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Old October 27th, 2016, 08:14 AM   #3 (permalink)
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CQG have a very good reputation for the data they provide. I would be surprised if it differed from IQfeed's data.
I understand that most broker's have different computer servers to provide data for their live customer accounts and demo customer accounts. This is so the live traders speed of data doesn't get affected by demo customers downloading lots of data etc. The demo servers may have lower performance, less redundancy, might lag a little during high volume news events but the actual data that comes from sim or live servers will be the same.

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Old October 27th, 2016, 01:47 PM   #4 (permalink)
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I'll try the demo with IQ Feed, to see the differences and also if there are differences as to how the orders are filtered, ie if using the Time n Sales there are differences between batches appearing, I never whole well of that

thanks Mathew

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