Support Board
Date/Time: Wed, 15 Jan 2025 22:57:53 +0000
Post From: SC Data total volume vs recent/current volume
| [2017-09-13 18:38:50] |
| TraderD - Posts: 56 |
|
Hello, I trade via IB but use SC for realtime data. When using the DOM, I've been noticing a difference in total volume data and current or recent volume. There is often a very sharp contrast between these numbers. For example, one of the futures contract I trade, ZN, traded down to a new price level this morning, the recent/current trade columns showed ~200 contracts traded, but the total volume showed ~1200. This also happens with other instruments...I attached to this post a pic from ES printing 44 at a new high, but showing 623 in the total volume (sorry, couldn't use SC screenshot image due to market speed). This issue applies to more then DOM data...e.g., I rely on TPO charts for trade location and I'm concerned that the total volume data is skewing the volume value area calculations. Please advise if there is a way to correct this. Thanks, Darryl |
Private File Attachment Deleted. |