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Date/Time: Fri, 03 May 2024 13:32:47 +0000

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Volume is Wrong

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[2021-03-16 11:21:58] #1 [Go To First Post]
User930633 - Posts: 4
Hello, I use Sierra Chart through Transact and use Transact data. The volume count on Sierra Chart is off by several hundred thousand compared to the Transact DOM and CME group. Is there a way to correct this? Thank you, Ian Date Time Of Last Edit: 2021-03-17 08:56:40

[2021-03-16 13:53:13] #2 [Go To First Post]
John - SC Support - Posts: 31334
Are you comparing Daily data with Intraday data? If so, then refer to the following: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-03-16 22:55:29] #3 [Go To First Post]
User930633 - Posts: 4
Thanks, but on on daily charts set to historical data the volume is off. If I set it to intra day charts and set the time from the time futures are open it is still off. By a lot. For instance from Monday night to Tuesday close 1.96 million contracts were traded and Sierra Chart says 1.33 million.

[2021-03-17 08:57:39] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #1 you are using the Transact data feed. For accurate volume data you need to use the Denali Exchange Data Feed: Denali Exchange Data Feed Regarding this: Volume off between intraday charts and historical chart based on day. Refer to: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume 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

[2021-03-17 13:06:20] #6 [Go To First Post]
User930633 - Posts: 4
I appreciate your response but why wasn't the data feed ever an issue before. The Transact DOM shows the volume and this is consistent w/ CME's volume. In other words why doesn't my data feed sync proper volume to Sierra Chart, now, but it did two weeks ago? Thanks

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