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As you write before, if you can't have a certified accurancy about milliseconds, it is very difficult to have a good synchronization. This way different datafeed with the same numbers of trades, bid and ask work differently regard synchronization because the time stamp of the row of data is not multicharts based, but datafeed based and if the datafeed has not a synchronized server about bid-ask and trade, the trade can't be synchronized with bid or ask.Īn other thing about the synchronization is on the 'id' of each tick/trade.

Ivolume ingredients code#

The deductive reasoning tells me that if X_study is correct and my CVD is a good replica of X_study CVD, then my CVD works correctly and I can trust in my Code and in my datafeed (DTN IQ feed), specially regards synchronization of bid-ask and trade.Ī technological aspect on the time stamp on Multicharts, is that is NOT multicharts to give a time stamp to the datafeed, but it is collected as it is recieved from the datafeed which gives to the series of data the time stamp and it order the sequence of the trades, for bid- ask and last. This way, If using DTN IQ feed, I find a way to duplicate that CVD in real time as in an historical way, I can think in a deductive way that my CVD is very very close to CVD from X_Study which I assume works correctly about the synchronization on bid-ask trade. If this assumption is false, all the reasoning is false and the conclusion fall down.

However my reasoning is a deductive reasoning based on the assumption that if the module X_study of X_Trader from TT which patented their logical on CVD and certified it in its accurancy, is correct and accurate, it should work correctly regards synchronization about Bid-ask and trade(last). The best is still accurate to second even if Multicharts is working on milliseconds precision on one of its next release. I try to explain my way hoping to be clear in my reasoning.įor now, no platform gives a time stamp accurate to milliseconds or more accurate.