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Direct MessagesDate/Time: Sun, 19 May 2024 01:42:34 +0000
Post From: Spreads showing wrong volume
| [2018-02-11 20:56:42] |
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What we notice is that the CQG historical daily data dates are off by one day. They are one day earlier than they should be. We are not sure of why this is the case. Probably due to the absurd way that CQG provides timestamps as an offset from a login time. We will have to look into this at some point. This is what we see from the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/image.php?Image=1518382226548.png The volumes are the same other than on February 7, 2018. CQG shows a higher volume. Not sure who is correct in that case. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |