Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 10/24/2009(UTC)
Posts: 2
|
Hi guys, I have just finished a trial with www.premiumdata.net but have decided that I require intraday data on an ongoing basis so I have subscribed to esignal. My problem is that having updated a few of the symbols that were created and updated by premium data with the esignal datafeed I notice the volumes are massively different. For example for GLD: volume on 10/11/2009 (premium data) 15.9 million volume on 13/11/2009 (esignal data) 172k This seems really odd...can anyone explain why this might be? Also, moving forward, I would like to maintain a set of symbols as local data so that I can run explorations much faster. Is there any better way of doing it other than to kick off the downloader each day and download them?...ie something (or a setting) that will just do this automatically? If anyone can help I would really appreciate it. By the way, I have to say that if premium data offered intraday/live data for US stocks I would definitely have stayed with them and would definitely recommend them for anyone wanting EOD data. Great service, really easy to use and good data. Also, great value compared to other suppliers! Cheers, Pelham
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 4/5/2006(UTC)
Posts: 129
Location: Norgate Data
|
I've checked our multiple upstream data sources for the days in question and believe the volume should be in the millions rather than hundreds of thousands.
Some vendors report volume offset their volume by a factor of 100. I suspect this is what eSignal is doing.
Also, some providers report exchange-only prices (i.e. only report the volume of trades that occurred on the primary listing exchange rather than the "tape" volume).
In the case of GLD which is an ETF listed on NYSE Arca, about 1/4rd of the volume is done on NYSE Arca and the rest of the volume on other exchanges (BATS, NASDAQ etc.) - but this would not account for the difference that you describe above.
Regarding live data for Premium Data - we're unlikely to offer this in the future. We prefer to concentrate on what we do best which is end-of-day data.
|
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
