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Direct MessagesDate/Time: Thu, 02 May 2024 08:23:42 +0000
Post From: SC vs IQFeeD Data Feed
| [2013-11-28 05:17:15] |
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What we have observed, is they do pass through the daily volume on the incremental feed, but at a slower frequency so when that comes through, we are relaying it out to Sierra Chart. We knew we were passing this through, so we figured the discrepancy must have something to do with implied trades and the incremental CME feed was not including those in the total daily volume. I think they are including the implied trades in the daily volume number but because the daily volume updates come through at a slower frequency this is the reason why at times the daily volume is slightly behind IQ Feed. Nevertheless, we questioned the practical significance of this because the difference you are seeing is very small and due to the implied trades, And has no effect upon the charting. Additionally, we have also found that there is a volume field with every trade on the incremental feed that we will pass-through to Sierra Chart if the volume value is greater. This change will be out by the morning. But only on one of the servers until we can confirm everything is working properly. 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 Date Time Of Last Edit: 2013-11-28 05:23:03
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