IQFeed volume data different

Discussion in 'Data Sets and Feeds' started by wizardx, Jul 14, 2005.

  1. wizardx


    I am testing IQFeed data against a broker's. The volume data for some securities seem to be lagging. However the current bid/ask and sizes are not.

    For example, the volume on Costco (COST) is

    853,990 (IQFeed)
    870,735 (a broker's data)

    but the bid/ask and sizes are the same for both sources.

    Does anyone knowwhy?
  2. wizardx



    i am seeing this in many different stocks. isuspect that IQFeed is not including the pre-market volume, but i'm not sure.

    anyone have an idea?
  3. newtrane


    I tested the IQ feed data for EUREX.

    The quote data is incomplete and significantly lagging other sources (Bloomberg, IB).