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Direct MessagesDate/Time: Tue, 23 Apr 2024 09:10:23 +0000
actual volume shown in platform far lesser than official CMEGROUP website volume
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| [2017-12-11 20:55:48] |
| User336964 - Posts: 29 |
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The screenshot link in the end of this post shows volume profile of ES.H18 contract. The volume profile is drawn over the entire day. The total volume shown is 588512 at 14:45. But the actual volume traded as shown in CME website as well as other sites like TradingView is around 1470000, which is 2.5 times the volume shown. I have also compared the volume for ES.Z17 -- shown inside the profile for the entire day is around 250k whereas actual traded volume seems to be more than 1M. For crude, its 420K (shown) vs 555K (actual). I have downloaded the data 2-3 times to recheck but volumes are still the same. Even Sierra chart historical data shows the same data (lower volume). Why is there such a difference in volumes? Am I receiving correct data? If not, what needs to be done? Thank You. http://www.sierrachart.com/image.php?Image=1513025185610.png |
| [2017-12-11 21:45:52] |
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Refer to: http://www.sierrachart.com/index.php?page=doc/helpdetails43.html#ComparingDailyVolumeToIntradayChartBarVolume 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 |
| [2017-12-11 23:48:35] |
| User336964 - Posts: 29 |
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1. CQG Trade/Data Feed Questions - To Support and Users In this post, it has been mentioned that CQG data feed "shows every trade and bid/ask update unfiltered in realtime" in point number 4. 2. I have 2 folders for Sierra Chat, other one exclusive for historical data, where I use Sierra Chart data. Even this data (which is not real time) doesnt not show unfiltered tick data. Volumes are 60-70% of that of actual volumes. I use CQG-WAPI. What should I do to get unfiltered tick data? Thank You. |
| [2017-12-12 19:12:22] |
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1. Yes this is true. 2.Refer to: http://www.sierrachart.com/index.php?page=doc/helpdetails43.html#ComparingDailyVolumeToIntradayChartBarVolume This is what we see: http://www.sierrachart.com/image.php?Image=1513106027118.png 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: 2017-12-12 19:13:57
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