while I have asked to show me difference with accurate data and very very accurate data.
When you ask for a comparison between "accurate" data and "very very accurate" data, the ideal comparison should be done between DOTEX data and TBT data. As we know that TBT is not available for retail participants, so we have to go for a comparison between what's available! So, what do we have? Honestly in simple words,
free (missing ticks inaccurate) data or
paid (somewhat accurate) data, because IMO "accurate" data should be TBT and "very very accurate" data should be TBT without any Tick loss - like our foreign counterparts use, pretty much hypothetically speaking for us.
If you compare all available free sources for data, then NEST/NOW Historical 1 minute is best. But if you are saying NEST or NOW Backfill is accurate, and think it can be compared to GFDL data, then I have nothing to say.
further
let you post GDFL data for a day for BNF or RIL 1 min or 5 min for a comparison.
Trying to show a simple comparison, instead of getting into too many facts on how your indicator signals might get affected because of missing Ticks resulting erroneous data. Hope it helps !
Last week I used to think the same way that NEST DataTable's Historical 1 minute is accurate and can ignore little whipsaws but I was terribly wrong, there is more to it and even more which we still do not have. As further we move in time, as our markets become more liquid and efficient due to increased participation even DOTEX will become erroneous in due course of time and TBT will become a necessity.
What a circus our exchanges make out of thin air? There is a lot of discrimination. According to these institutions, Retailers should not participate and leave the Big Boys do their own job. All the odds are deliberately stacked against us, my friend !
Coming back to my initial query,
which Data vendor should I choose for AmiBroker as of today? I am really confused between these
authorized vendors.