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Date/Time: Mon, 27 Jan 2025 05:36:36 +0000



Post From: Futures Data Comparison

[2019-02-19 15:08:33]
User208524 - Posts: 2
Hi There

I have just signed up for a new Sierra Account. i have a very quick question. I have been using ProRealTime Charts, with Futures data for years now. However, I like the advanced functionality of Sierra charts, so I will start migrating accross. However, I have been comparing the Volume Data today, between the exact same future contracts, same month etc (NQ, ES, YM, FDAX etc) and I note there is a difference in volume between SierrA Charts and ProRealtime. Most of the time it is very similar, if not the same, but on high volume bars etc, there can be a very big difference.

I was wondering if you could explain to me why? As far as I can see, the data is coming from the exact same Future exchanges, same month contract etc. This has me worried, as my entire strategy is buildt on order flow, Time and Sales volume.

Thanks,

Charl