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indicator differences between ZF & IQ
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indicator differences between ZF & IQ

  #1 (permalink)
Elite Member
Utrecht Netherlands
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: futures
 
Posts: 9 since Jun 2012
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indicator differences between ZF & IQ

Hi,

do you have any idea why certain indicators show completely different values on a chart with ZF and a chart with IQfeed. I do have two identical charts with a strategie open, but with different datafeed.

All indicators should show the same value, or at least very similar, correct?

Rgds,

Rob

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
Cleveland Ohio/United States
 
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Can you post a chart showing both side by side?

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #4 (permalink)
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left side IQFeed and right side Zenfire. Using Ninjatrader 7

Thx in advance

Rob

Attached Thumbnails
indicator differences between ZF & IQ-difference-iqfeed-zenfire-hilo-activator-28-5.gif   indicator differences between ZF & IQ-difference-iqfeed-zenfire-hilo-activator-28-5-part-2.gif  
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  #5 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
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Posts: 2,388 since Jul 2012
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Try looking at 1 minute bar data, and see if that is the same. That would tell you if the price data matches up. If that is identical, then it might be the way the bars are built.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #6 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
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Hi Rob,

What symbol are you watching?

Regards,

Robert

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  #7 (permalink)
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I"m watching ES6-13

At 1min the same differences in value.

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  #8 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 374 received


robje737 View Post
I"m watching ES6-13

At 1min the same differences in value.

Thanks. Please PM your IQFeed Username.

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  #9 (permalink)
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PM sent to Robert

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  #10 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 374 received


Thanks Rob,

Although you are a Kinetick subscriber and not IQFeed, I'll be glad to help since this is not a Support issue. Just wanted to verify that you have real-time CME on your account. It is common and expected that streaming futures quotes (@ES#) will differ between IQFeed/Kinetick and broker feeds like ZF, so it follows that an indicator built from those feeds will reflect those differences.

There have been many discussions on the forum regarding the differences between IQFeed and broker feeds, such as:

Zen-Fire vs Trading Technologies vs DTN IQ and
Unfiltered Data

Forgive me if I've missed your point, but hope this helps.

Robert

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