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Date/Time: Sun, 22 Dec 2024 10:54:53 +0000



User Questions

View Count: 821

[2015-07-01 19:04:15]
Sierra Chart - Max - Posts: 5756
Hello,

The FOREX and CFD data from FXCM, how does this yield data for the Volume and Cumulative Delta related to the FOREX and CFD contracts in question?

Does the CumDel and Vol represent just the data that FXCM has for the spot contracts it is processing for itself...? Or do you derive this data from the related futures contracts from the exchange?

The reason I ask is I am trying to determine whether or not I am seeing firm-specific Volume and CumDelta or whole-market Vol and CumDelta, when I am looking at my charts with these studies on them.

I hope this is clear. Thanks.

Sierra Chart Support
[2015-07-02 18:41:54]
Sierra Chart Engineering - Posts: 104368
When using the FXCM Forex and CFD data feed, volume, Bid Volume and Ask Volume are determined from the bid/ask price updates.


This is explained more in these two sections:
http://www.sierrachart.com/index.php?page=doc/SCRealTimeFOREX.php#VolumeData
http://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#BidVolumeAskVolume
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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