Date/Time: Wed, 18 Jul 2018 23:54:20 +0000
Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!
Sierra Chart Engineering - Posts: 61891
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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Date Time Of Last Edit: 2017-12-14 00:40:47