Support Board
Date/Time: Mon, 13 Jan 2025 18:07:00 +0000
Post From: Intra Day volume not matching Daily Volume
| [2017-04-29 22:38:35] |
| toptrader8 - Posts: 5 |
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Hi I am using Numbers Bars with VOLUME as one of the Calculated Values. I have checked across several currency futures contracts and the Intra day volume does not add up to the daily volume. For instance taking Australian Dollar June 17 CME as an example Intraday hourly volume for 04/28 - 67,422 Daily Volume for 04/28 - 78,817 The daily volume is the correct figure as it matches the volume shown in the CME Stats website. I am using the delayed data service that comes with service package 5, Updated as of 6.41pm 04/29 Attaching screen shots showing the volume differences What is going on here?? Thanks Date Time Of Last Edit: 2017-04-30 03:01:38
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 A6M17 240 Min #1 2017-04-29 20_00_55.895.png / V - Attached On 2017-04-30 03:00:51 UTC - Size: 55.17 KB - 209 views A6M17 Daily #1 2017-04-29 20_01_22.818.png / V - Attached On 2017-04-30 03:01:01 UTC - Size: 42.68 KB - 217 views |