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


Reviews of Brokers and Data Feeds

Created May 28th 2013 by robje737
Updated May 28th 2013 by Robert Carrillo
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indicator differences between ZF & IQ

  #1 (permalink)
Utrecht Netherlands
 
Trading Experience: Advanced
Platform: NT
Favorite Futures: futures
 
Posts: 11 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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  #3 (permalink)
Legendary Market Wizard
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Can you post a chart showing both side by side?

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  #4 (permalink)
Utrecht Netherlands
 
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left side IQFeed and right side Zenfire. Using Ninjatrader 7

Thx in advance

Rob

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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)
Legendary Market Wizard
Cleveland Ohio/United States
 
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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.

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  #6 (permalink)
Omaha NE
 
Trading Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
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Hi Rob,

What symbol are you watching?

Regards,

Robert

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  #7 (permalink)
Utrecht Netherlands
 
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I"m watching ES6-13

At 1min the same differences in value.

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  #8 (permalink)
Omaha NE
 
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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)
Utrecht Netherlands
 
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PM sent to Robert

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  #10 (permalink)
Omaha NE
 
Trading Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
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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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