Support Board
Date/Time: Tue, 26 Nov 2024 20:04:04 +0000
Post From: options data discrepancy
| [2023-10-25 09:47:51] |
| User255315 - Posts: 133 |
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Hi SC, I was trying to access the contract "LOZ23 P8600.FUT_OPT.NYMEX". So just noticed that the data on historical chart matches with the data from cme website but the data from intraday chart doesnt. So for example if i am looking at daily volume for the above contract for monday (23/10/2023) on historical chart the total volume for the day is 665 which matches exactly with data from cme website but on intraday chart it shows only 150. I understand that there could be discrepancies between both intraday and historic charts, but this one seems to be a bit strange, any idea what could be causing this huge discrepancy?? Thanks for your time |