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Date/Time: Mon, 13 May 2024 01:58:32 +0000

Post From: Volume(# of contracts) per each volume profile session and preferably for last few days

[2018-02-14 09:08:29] Link To Thread - Link To Post [Go To First Post]
User800328 - Posts: 50
Hi, I plotted the Volume per your instructions but it appears that the Volume displayed is way OFF in numbers. For example, look at both the pics I am attaching. One is the Sierra one, plotted today (02/13/2018) and second one is the excel sheet maintained by our trading group. In the Sierra chart plotted, the max Volume reached in B period (9:30-10 AM) is 259K contracts. But in the second pic (Fluidity Excel file) the volume in B period (9:30-10 AM) is 477K. Can you please let me know why is there such a discrepancy ?


_Volume-02-13-2018.png / V - Attached On 2018-02-14 09:02:21 UTC - Size: 42.43 KB - 288 views Fluidity_Volume_Excel.png / V - Attached On 2018-02-14 09:05:13 UTC - Size: 399.32 KB - 381 views