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Volume Deviations

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    Volume Deviations

    I use IB or Zen for backtesting and TT for live. My strategy use volume based filter but volumes deviates quite significantly from feed to feed.
    So Zen backtesting results matches live. But as TT doesn't provide historical data it very hard for me to test strategy for TT voulmes and adjust parameters accordingly. If I don't use volumes based filter results from different feeds are roughly same.

    I was wondering how other people deals with volumes who uses TT for live trading.

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