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Direct MessagesDate/Time: Fri, 26 Apr 2024 11:42:18 +0000
Volume differences
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| [2014-03-04 22:23:05] |
| joeroma - Posts: 43 |
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Since I started using the SC datafeed because Rithmic is often off by 1000's (and occasionally over 10K) re volume, I noticed some vol discrepancies which I don't understand. For example, today: in one SC instance where "Allow Support for Sierra Data Feeds" is enabled: Daily volume in the Chart Header = 1,739,303 Volume in the Current Quote Window = 1,739,303 Volume at the CME website = 1,739,303 But vol in a 30min chart at the close at 1:15 PT = 1,734,750 Q1 - Shouldn't the vol correspond to 1739303 since SC datafeed is based on the CME feed? Comparing the above to another SC instance where "Allow Support for Sierra Data Feeds" is not enabled so that I use solely the Rithmic datafeed and thus there is no [M} after the symbol in the Chart Header. Volume = 1,734,737 This is virtually identical to the 1,734,750 to the 30min chart in the other instance using the SC datafeed. Similar comparisons in the past couple of weeks revealed the same results. Q2 - Unless I am missing something it seems that the SC datafeed and Rithmic are producing the same volume data. I thought the SC datafeed would be a more accurate datafeed for vol and thus more in line with the vol on the CME website and with your DV and Current Quote Window. Is there an explanation for this? TIA |
| [2014-03-05 09:00:27] |
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Yes. There is an explanation and this is documented help topic 43.7 here: https://www.sierrachart.com/index.php?l=doc/helpdetails43.html#h43.7 The last paragraph in help topic 43.7 does not apply because there is no packet loss with the Sierra Chart CME data feed. At least 99.9999% of the time there is not. 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: 2014-03-05 09:00:47
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