Support Board
Date/Time: Sun, 24 Nov 2024 08:33:36 +0000
Post From: LMAX and Volume Studies
| [2013-10-08 09:47:13] |
| User85153 - Posts: 7 |
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To what extent are volume studies support with the LMAX feed? In particular numbers bars and T&S - are the volume of contracts transacted accurately reflected - it appears that all T&S records are showing a volume of 1 per transaction which suggests Sierra isn't recording the volume date but just price at which transactions were carried out? |