Support Board
Date/Time: Sat, 23 Nov 2024 22:47:45 +0000
Post From: SC Historical Intraday Futures Data Volumes Different
| [2013-08-19 19:30:08] |
| user58907 - Posts: 83 |
|
Using the SC Historical Intraday Futures Data Service and the SC Historical Data Service for the respective chart types. If I add up the volume for the day from the Intraday charts and compare it with the daily volume, intraday chart total volume is only about half that of the daily chart. Checked CL and NG for September 2013, GC for December 2013, and would expect other symbols to have the same problem. The Intraday Data storage unit is set to 1 tick, I'm adding up volumes from a 60 minute chart via the Spreadsheet study. Any advice please? |