Support Board
Date/Time: Sun, 24 Nov 2024 00:04:19 +0000
Post From: Volumes are off
| [2013-08-15 18:25:22] |
| bmoney - Posts: 32 |
|
Wow that was fast! The 30 min volume bars have different volumes on SC and T4 platform. The volume is always less on SC, therefore some data is not getting through. I will admit that since FIX this is far less severe, both in magnitude (volumes before would be off by 700 contracts on ES now the worst is only 50-100 contracts) and frequency (before nearly every bar in a period of streaming data was off, now only a couple a day). Thanks |