Date/Time: Sun, 22 Jul 2018 07:08:58 +0000
Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!
|Usermb - Posts: 105|
I didn't compare the volume for We (2017/12/13), rather for Tu(2017/12/12) and Mo(2017/12/11)
Since there have not been any block trades nor EOO (according to CME) for the compared strike on these respective dates, I would assume that it's a fair comparison.
To be honest, I do not understand why intraday data could potentially not be able to reflect the daily volume, if it trully contains all the trades for that respective day. There is only one exchange where this instrument is traded (when excluding block trades and EOO)