Why I Care About the Quality of My Data

Order flow analysis depends on the data being interpreted.

Missing depth, delayed updates, inconsistent timestamps, or incorrect settings can affect what I see.

If a footprint looks unusual or the order book behaves unexpectedly, I don't immediately assume the market is showing a new pattern.

I first check whether the data and configuration are reliable.

A sophisticated trading method is only as useful as the information supporting it.

Before trusting a signal, make sure you understand where it comes from.