Support Board
Date/Time: Sun, 16 Mar 2025 16:38:27 +0000
How do you fix the massive gaps in historical denali volume data?
View Count: 427
| [2022-08-12 21:22:47] |
| User280673 - Posts: 27 |
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I have the denali depth of market service package 11. When trying to look at historical intraday data 150ish days out. I am noticing massive gaps that get worse the further out you go. I am starting to question the validity of this data. How do I fix this problem? Please see attached image for reference. |
 volume_gaps.PNG / V - Attached On 2022-08-12 21:21:17 UTC - Size: 20.14 KB - 122 views Attachment Deleted. |
| [2022-08-12 21:30:15] |
| John - SC Support - Posts: 38678 |
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First, we want to point out that you are not setup to use the Denali Real-Time data. Right now, you are getting the Delayed Streaming data, which is the same data, but is delayed by 10-15 minutes depending on the exchange. If you want real-time data, then refer to the information for the Denali Exchange Data Feed here (note the Setup Instructions in particular on this page): Denali Exchange Data Feed With regards to the volume, we assume you are looking at a Futures contract, which has a limited life both in terms of starting and ending. so as you go further back in time the contract is less sparsely traded, as other contracts were more active. If you want to piece together a long-term view of what occurred with the particular symbol, then you would need to use a Continuous Futures Contract Chart. Refer to the information here: Continuous Futures Contract Charts For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-08-12 21:58:46] |
| User280673 - Posts: 27 |
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Ok thank you for the reply. I forgot that I am looking at only the most recent contract. I am in the process of setting up real-time data. I already paid for it just working on linking my trading acct. Sorry for the confusion.
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