Support Board
Date/Time: Sun, 24 Nov 2024 05:43:06 +0000
Post From: Add volume to data with no volume in realtime
| [2024-06-26 16:48:09] |
| joshtrader - Posts: 488 |
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We can automatically do this within Sierra Chart for IQ Feed but we need to know the suffix of the symbol. What is it?
Most important are SPX.XO (CBOE), NDX.X (NASDAQ), INDU.X (DJ), would be nice for VIX.XO, DAX.X, SOX.XO, and possibly other indexes. Actually, I think you might already be doing this. Note the attached chart of DAX.X. The volume histogram at the bottom shows that when I requested the symbol at that time (3:04:15), the prior data is downloaded with no volume, but the data coming in actually has a volume of 1 per tick. The view on INDU.X is a bit more strange. Downloaded data still has no volume, but the realtime volume count appears to be actual traded volume in the aggregate DJIA 30 stocks. But again, if I delete and re-download that data, there is no volume there. My hypothesis that SC is adding the volume data is because of the following. I opened IQFeed's own sample chart which shows volume, and I see no realtime or historical volume data for the symbols above. I also hooked IQFeed up to Quantower, and I see no volume there either. So, is it possible SC is already computing/adding volume? The lack of volume in downloaded data for the indexes in SC, and the lack of volume in realtime data in other applications using the same source, seems to give weight to that hypothesis. I also attached IQFeed's own time and sales for NDX.X to show that there is no volume info on each tick. Date Time Of Last Edit: 2024-06-26 19:38:47
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 INDU.X.png / V - Attached On 2024-06-26 16:48:04 UTC - Size: 100.04 KB - 40 views NDX_timesales.png / V - Attached On 2024-06-26 19:38:41 UTC - Size: 172.86 KB - 46 views |