Quote from bundlemaker:
Be aware that because IB's data is NOT tick by tick, Market Delta will not be 100% accurate. I realize this has nothing to do with your install problem, but frankly I wouldn't think about using MD without a tick by tick feed. I know, I helped develop some of the ideas that went into MD.
Interesting that you say this about IB's data. Isn't Globex kind of
aggregating it's data in some way nowdays anyway?
With the IB data that comes into QuoteTracker for instance, the
time and sales show the trades coming in as being a sale on the
bid or ask which makes me wonder if this is correct or not as IB is
aggregating it's data. So how could IB be aggregating it's data in
such a way as to have the trades look like some of them are going
off on the bid and some of them going off on the ask?
And the guys at QuoteTracker state that they themselves aggregate
the data further that comes into QT also...
Which is obvious if you compare the charting between QT, Ensign
and Sierra. Probably true for other IB charting packages as well...
P.S. What would happen if a trade came in (like a bad spike with eSignal
for instance). What would MarketDelta do with such a trade?
Does MD have a spike filter?