Support Board
Date/Time: Tue, 22 Apr 2025 23:38:38 +0000
Post From: Missing Volume Mid-Day
| [2025-03-30 19:13:39] |
| User316944 - Posts: 2 |
|
On Mar 28, 2025, ESM5 showed the proper volume per 1 min until 10:48 EST when the volume reduced (averaging approx 5500 contracts per minute immediately down to appox. 500 contracts per minute at 10:48 EST and remaining there throughout the day). Comparing against CME and IBKR TWS volume, there was a significant reduction of reported volume at this period in Sierra. I don't believe any settings were changed at this time, and even if they were, I would assume they would be global, not just affecting a small time period. See screenshot. Time in US/Eastern Looking back, same issue for the past week, but at different times of the day. Data feed is TWS port 7496 Volume filtering is 0,0,No I appreciate any suggestions! https://www.sierrachart.com/image.php?Image=1743361843684.png |
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