Recent content by wsws

example: e-cbot Error Trade Policy http://www.cbot.com/cbot/docs/45972.pdf November 6, 2003, Effective November 24, 2003 3 Trade Price Outside of the "No Bust Range" If the price of the asserted error trade is more than the specified number of ticks from the reference price, e-cbot...

Using IQFeed's historical time&sales tick data, I investigated some of the spikes shown in the chart examples posted previously: Conclusions: (1) If the spikes have really happened as mistrades, it is actually impressive that IQFeed delivers all ticks including the mistrades (even though...

There is also another thread on this issue, started 08-07-03 http://www.elitetrader.com/vb/showthread.php?s=&threadid=20834&perpage=6&pagenumber=1 Again, it appears that primarily the historical minute data for stocks is affected by the bad tick problem, whereas for...

I found the statements posted by Jay Froscheiser in October 2003 again, vice president DTN Market Access, LLC. original source: http://www.elitetrader.com/vb/showthread.php?s=&postid=343218#post343218 (Questions by user droth and answers by IQFeed) - data quality (I) I...

another INTC chart with IQFeed data

INTC 60min chart with IQFeed data. Note the frequent spikes which make the data not suitable for a point&figure based charting approach

JDSU chart with IQFeed data

Thanks for the answers, guys. I tested IQFeed with the following result: Due to the high symbol limit the feed is good for tracking a larger number of stocks with a couple of quotelists. I didn't notice any lag when comparing IQFeed's quote updates with IB's feed. Basically, IQFeed...

If I'm informed correctly, IQFeed / DTN.IQ provides unfiltered data. While this may bring some advantages because no trade is lost, several users have complained about artificial "spikes" in the data. Last summer some users even said that there were such a high number of spikes that...