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Direct MessagesDate/Time: Sat, 04 May 2024 00:38:13 +0000
Spot fx volume which displays on SC charts via LMAX data feed
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| [2016-06-10 12:58:56] |
| bootsy - Posts: 63 |
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Hi there, Rang LMAX today and they have said that they do not release volume data with their data feed. However, on SC charts on spot fx pairs, when selecting the volume histogram, volume of some kind is displayed. Can you confirm where this volume is coming from? I am aware that this is not futures, and that centralised volume does not exist in spot fx. Is the volume being displayed in the histogram coming from trades being transacted through LMAX, or through SC itself? If the volume being displayed is coming from LMAX, can you please explain what it represents. E.g. volume of 100 in one minute of trading means 100 of what. 100,000 notional. 1 million? Or just the amount of trades that actually were transacted, and could actually be 100 trades that in reality could have been of $1 value each? Thanks for any insight you can provide. |
| [2016-06-10 18:52:15] |
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These two sections answer these questions: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#VolumeData LMAX Trading Service: Differences Between LMAX Live and Demo Data Feeds 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: 2016-06-10 18:53:05
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| [2016-06-10 18:53:33] |
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A wrong link was given in the prior post. This is the correct link: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#VolumeData Reload this page to see the corrected posting above. 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 |
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