Support Board
Date/Time: Thu, 06 Mar 2025 04:13:38 +0000
Post From: Vix Futures Orderflow
| [2021-12-10 18:57:44] |
| AndyB - Posts: 105 |
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These flows are not right. I just got rid of my IQ feed subscription because i saw sierra now had vix futures data. reading VIX futs flows is an intrical part of my execution strategy. With denali, about 90 percent of the volume is done on the ask with /vx, and 10 percent on the bid. in fact it looks more like it's just counting the total volume and adding it up when using cumulative volume delta. Can you please check on this? I had a colleague confirm that it was this way for them as well. thank you I did submit this same post yesterday but I saw where your support boards were down so not sure if it got through or not so reposting to be safe. |