Support Board
Date/Time: Thu, 06 Mar 2025 10:13:24 +0000
Post From: Sierra Chart Historical Data Service quality concern
| [2022-01-17 05:46:26] |
| User896956 - Posts: 4 |
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Hi, I am trying SC, and find the historical data offer included in the basic package, too good to be true .. and hope to be wrong. I am checking Sierra Chart Historical Data Service quality. I checked GEU22-CME. The volume and open interest seems to be completely wrong. Early the volume should be very low or zero, but instead it is always very high, also in 2014 for example. This is clearly not the right volume. I compared to this free sample from quandl https://data.nasdaq.com/data/SRF/CME_EDU2022-eurodollar-futures-september-2022-edu2022, and indeed the volumes are very different. I checked with other symbols and found the same anomaly for the volumes. It is quite concerning since volume is used to compute the continuous future, and I need volume to check this calculation by myself. Is this a general problem? Date Time Of Last Edit: 2022-01-17 05:47:23
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