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Date/Time: Sat, 20 Jan 2018 01:21:44 +0000



Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!

[2017-12-14 00:37:48]
Sierra Chart Engineering - Posts: 56313
In our experience you might not be able to make that type of comparison of daily volume to intraday accumulated volume.

The data loss problem is definitively solved. We monitor that everyday. There is 0% data loss at this time. And at least for about the last 7 days or so. There really was only about three cases of this within an hour over a period of a month.

The volume we see recorded from the daily data for ESZ17 C2685.FUT_OPT.CME for 2017-12-13 is:
2017/12/13, 100, 240, 65, 85, 2788, 4038

The CME site is only showing data for 2017-12-12. So you cannot make a valid comparison until you get the data from them tomorrow.
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-14 00:40:47