I think that systems that attempt to store data on their local machines suffer in this area. The IQFeed servers can return vast amounts of tick data in a very short period of time and I believe that the speed gained by having the chart backfill coming from local data stores is probably outweighed by the issues you mention here. By not pulling down data each time from our servers, you miss out on things like corrections that are made by the exchange, there also may be differences in the 3rd party software and how it records ticks, and which ticks, based upon configuration. Where as when you request the data from IQFeed on PC1 and on PC2 those ticks should always be the same.
I do not know if MultiCharts has an option to always force a backfill or not, that might help. Hopefully they read our forums and can offer some guidance in this area and me not being an expert in their software, I may be completely wrong that they store history at all, but from what you said, it sounds like it. But, if you are seeing different data, run the differences past us. It can't hurt and we do have multiple servers, so if we have any inconsistencies there, we want to know about them and would welcome the contact.
The only concern I would voice, about what I have said, is that our data only has 8 days of tick data available for refresh during market hours. 180 days outside of market hours. Depending upon how far back your back testing goes, a refresh may be problematic for you, but if it is that far back the data should be pretty static and then I will ask again, to be given the chance for us to review any differences you may have seen. So that if the problem is us we can fix it.
I will leave it to others to say what applications are out there, other than that we have a list on this page of products, many of which have trials on their software for you do some comparisons with.http://www.iqfeed.net/index.cfm?displayaction=data§ion=software#products
If you have any other questions feel free to ask us here or give our service team a call for a more immediate reply,
Tim WalterEdited by DTN_Tim Walter on May 8, 2015 at 04:27 AM