Support Board
Date/Time: Wed, 15 Jan 2025 21:59:20 +0000
Post From: Time and Sales Data
| [2017-09-07 16:23:39] |
| User392100 - Posts: 1 |
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I have a new data connection with CTS T4. The time and sales data for CL (Oil Futures) does not seem to match the DOM/Footprint chart data (seems to be number of trades missing, large value trades in DOM not showing up in time and sales). I also checked it against a TT feed that I have in a different account and there is a large difference in values (both quantity at a specific time, and volume at a specific time) but DOMs were identical. Any suggestions? The other futures contracts seem about right for time and sales data.
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