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Date/Time: Tue, 11 Feb 2025 13:14:54 +0000



Post From: Denali DataFeed - correct data (Volume)?

[2020-09-04 17:45:41]
drak33 - Posts: 20
Hello, can you verify, if todays data from Denali DataFeed for MES symbol (mikro e-mini S&P 500) were correct? I see the problem with item Volume in "Time and Sales" window and also in study "Large Volume Trade Indicator". As you can see in attached files from September 2 to September 4, today there were almost no large volume contracts in the first half hour (8:30-9:00). This is in strong difference with the last days. Is it normal?
image2020-09-02_MES_LargeVolume.png / V - Attached On 2020-09-04 17:41:38 UTC - Size: 71.57 KB - 195 views
image2020-09-03_MES_LargeVolume.png / V - Attached On 2020-09-04 17:41:50 UTC - Size: 76.44 KB - 190 views
image2020-09-04_MES_LargeVolume.png / V - Attached On 2020-09-04 17:42:19 UTC - Size: 80.2 KB - 232 views