IQfeed user do share 6E 60mins footprint chart

permalink · October 11th, 2017, 11:42 AM

hi,

i request those who're using IQfeed connection, do share 6E 60mins footprint chart for me to do confirmation. I have subscribe to CQG demo data for Multichart but seem like their footprint chart totally different from CQG NinjaTrader. I would like confirmation from IQFEED to verify. Thanks in advance.

permalink · October 12th, 2017, 02:55 AM

The difference is most likely in the algorithm used.
There are a few different ways to calculated a foot print.

What is particular about IQfeed is that the data is unfiltered and that ticks are desassembled
some datafeeds will agregated the transactions as follows :
2 buyers at 1.19110 and 3 sellers at 1.19115

Sombody steps in and buys 2 contracts at 1.191155

IQ feed will show two lines, with the two contracts trades, as it were 2 sellers
some other datafeeds may show 1 line with 2 contracts

The total volume for the day, period should however remain the same

IQfeed user do share 6E 60mins footprint chart

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IQfeed user do share 6E 60mins footprint chart