Login Page - Create Account

Support Board


Date/Time: Wed, 12 Feb 2025 22:21:31 +0000



total volume: denali vs CME

View Count: 673

[2020-11-12 15:10:32]
User166512 - Posts: 5
Dear all

I am trading NG and CL futures and I am using the denali data feed for my foot print and TPO charts. But when i compare the daily volume with the volume published on the CME group settlements page I find a third of the daily volume missing in my TPO daily chart. Does denali not include all traded volume? if so, why not?

Thanks for your assistance.

Kind regards
Fabian
[2020-11-12 17:43:01]
John - SC Support - Posts: 37916
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account