http://www.sierrachart.com/supportboard/showpost.php?p=126748&postcount=14 So the question becomes " if DTN.IQ feed does not aggregate trades and barchart does admittingly aggregate trades, then why does DTN.IQ and barchart CDV look so similar ?"
Yes I reread the posts, and to this point we still don't have all the exact data runs side by side to properly compare (you guys would need a DTN.IQ feed run to check against the other two). I am also not totally convinced that SierraCharts has the exact same delta "computational" formula as used by Inv RT (which is very important of course).......this needs to be verified by SierraChart users too (just my thoughts at this point). DTN.IQ I know is used by several successful funds that are specifically using the volume data for delta computations......my understanding was the DTN.IQ data matches up perfectly with CME data runs (when data verification tests were done). DTN.IQ is pumping out raw unfiltered TICK data so there is no data flaws that should be found. Barchart data does not look like anything special, but I have no experience or knowledge of their product. I would suggest calling Dr. Bill Linn at linnsoft.com (as a potential client.....someday) to ask your questions about data feeds and how they compute the delta (he is a very sharp guy). He may have some good information that can address your concerns.
AMT, a few questions on the AH. What/who is likely to have played the upmove from 929.75-939.75? What about the downmove from 939.75-929.50?
German DAX tugs the ES around at night (ES trades with very low volume at night) so EU and other traders play both instruments. Much of the ES action in the AH session is just a reflection of how the EU markets are trading, at least until our early morning news release hours and then our open. Those moves last night don't really mean a whole lot as the ES already returned to our Wednesday cash session closing price area.....both before and after the US cash open. The DAX had several very good fade the rally trade set-ups last night so there was some good action to trade.
I'm short from 936, looking for MUCH lower prices. I think the 936-939 was a perfect area for Commercials to load up on more shorts...
Yes the 936 area is a 50% retracement area... from Hi around 949 to low around 922 and change... but does the CDV confirm a new selling block in the 935-937 area or so??