All I want is an accurate feed!

I mentioned it once before in my blog that I am getting conflicting chart data when comparing Quote Tracker (using Ameritrade feed) against eTrade.

In that post, I pointed the finger at Ameritrade, accusing Ameritrade's feed was wrong. One of my 3 readers left me a comment, questioning how I came to that conclusion? I didn't document enough evidence to support my accusation! Since then, I haven't cross referenced any chart until today.

I did not go to work today and I'm trading from home. Whenever I'm trading from home, I like to run my eTrade console, in addition to the QT, to practice my paper trades.

I zoomed in on RFMD this morning. I plotted a Pivot Point/Support right at $6.00. So I thought if the prices break through the $6 barrier, we/I may have a setup there. At that moment, my QT shows that my Day-Low for RFMD was $6.02. But when I look over to eTrade, the Day-Low was $6.00!!

What the hell!!!?? Is it that difficult to just give me a MATCHING DAY-LOW of a stock???? And I'm only less than 2 hours into the market! How difficult could that be?

Discouraged and upset... I decided to do some research and this is what I've found:

Setup: 5min Candle
Comparison: On the first 12 candles


eTrade

• Since this is a steaming data feed, I'm going use this graph as a baseline for comparison (I no long know which feed/chart/company/site is correct anymore! I just need to pick up and use it for comparison.)
  

Yahoo

• I was NOT able to find 1 single identical candle between eTrade and Yahoo during the first 12 candles
• They are ALL different between the 2 charts!!!
  

www.MarketWatch.com

• MarketWatch only showed 4 bars with discrepancies when compare to the eTrade's chart
• The good news is, the first 4 bars are identical
• The 5th bar showed an Upper shadow on MarketWatch, but a Lower shadow on eTrade instead
• The 6th bar is a long Hammer with no Upper shadow on Marketwatch, but Upper shadow exists in eTrade

TD Ameritrade (Website)

• Not a single identical bar between Ameritrade, eTrade, and Yahoo!
  
• Better yet, just compare the 1st bar and you'll see that the Opening Price of the day from Ameritrade is way 'different' from eTrdae and Yahoo
• I suspect that this chart is time-shifted, or something, because the 6th bar falls at the 10am x-axis, while all the charts has the 7th bar that falls on the 10am x-axis
• Looking at this chart left me 'speechless'! (Actually, I said 'what the hell?'... and then went speechless.)

QuoteTracker (with Ameritrade Feed)

• Strangely, my QT (w/ Ameritrade feed) chart is quite different from the Ameritrade Web chart, as you can tell my just looking at the first bar
• The first 4 bars were in-sync with the eTrade chart
• But the 6th bar is where the impact is! By 10:05am, the Day Low for RFMD is at $6.00, formed by the low of the 6th bar, but QT shows that the Opening Bar low, is still the Day-Low!
• And from the 6th bar onward, all the bars were different between QT and eTrade

Comments
I no longer know which feed/chart is right/wrong anymore! I never thought that getting a matching chart on the same stock and timeframe between different platform/site could be so difficult! I am only a newbie who is just trying to learn daytrading. I shouldn't have to worry about the integrity of my data. After all, these data are provided by some very well known companies. I do not know what to do now. Shall I continue to practice my trading using the same feed? Or is it pointless now because the set-up that I based my entry/exist decisions on, are no longer real?

If my readers have any suggestion or recommendation, I would lik to hear from you. Because right now, I feel very discouraged and lost! :-(


Updates
(@ 9:11pm EST)
Mom, look what I've found! A Pepsi (PEP) that shows different prices!

The first chart below supposed to be the historical chart on PEP as of Day-close today. According to this first chart, the closing price of PEP is just a little bit under $69.50



This chart below is today's (1day, 10mins) chart of PEP. It shows that the closing prices is $68.50!!! I've check MarketWatch.com and the closing matches this 1day chart below.