Date/Time: Thu, 19 Jul 2018 03:58:09 +0000
Post From: Futures Options Now Available with Sierra Chart Exchange Data Feed!
|Usermb - Posts: 105|
I wanted to point out that very soon after contacting them I have received a series of very friendly and informative emails from Quikstrike's support team. Thank you for that!
They pointed out, that their volume data is based on CME EOD files: "Our numbers are directly from the EOD files delivered by the CME and match exactly as published on the CME’s web site". Their volume data also matches the daily volume data from Barchart which is the data SC Data uses as well. Considering this, all data matches when compared daily to daily.
Why the intraday volume data is so different from the daily (EOD) volume data is a big mystery to me, but this is beyond the scope of my original post.