Data from CBOE difference. What am i missing?
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Forums › ProRealTime English forum › General trading discussions › Data from CBOE difference. What am i missing?
Hi.
This is probably a stupid question, but i cant find the answer elsewhere.
Im using the FREE version of PRT and the data that comes along with that version. When comparing with tradingview.com, the data differs on some stocks. Here is an example:
The stock is Atrium Ljungberg on the swedish OMX. Look at July 19th.
https://www.tradingview.com/chart/?symbol=OMXSTO%3AATRLJ_B
Screenshot from PRT attached.
What am i missing here?
COBE is an ECN (Bats,Chi-x). This means that they report trades just executed by them . Tradingview data is from the exchange (Nasdaq/OMX –total price and volume).
In this case look at Tradingview. I wish that PRT expanded their data like Tradingview both EOD and realtime.
.
Above I explained explicit why there is a difference. Tradingview har exchange data , Prorealtime has just COBE (one ECN among several others).
Exchange data is complete data. COBE data is just executions done via them, so Prorealtime EOD COBE and intraday-COBE is missing a lot of traders which has
been done outside that ECN. Prorealtime should offer more exchange data( this is standard on other programs)
I’m having a similar problem. Data from indices does not match actual market data. For example, daily opening and closing data on from the following sources for the NIKKEI on 23 July, 2019 is not the same (it’s every date not just that one). In some cases the gas are quite large. Anyone any ideas why?
Yahoo
Open: 21425
Close: 21620
PRT
Open: 21422
Close: 21697
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