Sierra and AMP TTNET ES data comparisson

February 10th, 2014, 02:58 PM

I'm currently evaluating the data feeds from AMP TTNET (free with account) and Sierra charts (intra-day/historical SC feed). Please see the following charts showing a difference in the highlighted 30 minute candle from 7th Feb. Why is there such a big difference in the peak of the highlighted candle?

I used the es-201403-cme contract on AMP/TTNET and the ESH4 (E-Mini S&P 500 March 2014) code on the Sierra charts intra-day/historical feed. I thought these were the same so why the major difference in the large candle?

Anyone care to share a chart from other data providers?

thanks

February 10th, 2014, 02:59 PM

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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 …

Mike

Sierra and AMP TTNET ES data comparisson

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Sierra and AMP TTNET ES data comparisson