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Date/Time: Fri, 26 Apr 2024 06:24:15 +0000

Post From: historical sierra data...

[2014-05-18 16:26:26] Link To Thread - Link To Post [Go To First Post]
User53765 - Posts: 66
Hi Support, A question regarding the historical intraday sierra data. I remember having CTS historical intraday tick by tick data with certain figures and levels of delta volume during particular circumstances. However when I open the historical tick by tick data with CTS it now goes through sierra historical intraday data which I believe is something happening for some time now. My question is im finding small discrepancies in delta volume and therefore would like to know if the sierra historical data is delayed data or minute vs tick by tick data or why might there be a delta volume discrepancy. Specifically about the ES contract only please. Any thoughts would be appreciated. Thanks.