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Direct MessagesDate/Time: Thu, 19 Sep 2024 01:19:02 +0000
Post From: SC DATA for US Equities
| [2015-08-24 23:25:42] |
| Neo - Posts: 198 |
|
I followed this up with Barchart, their support confirmed that they do account for all trades at the NBBO- the comments regarding sub exchanges are to do with level 2 bid/ask data in the orderbook, which has nothing to do with volumes traded. To confirm they do account for all trades I had bar chart support quote some volume numbers for Facebook today using a 12:15pm* timestamp. Their data had 182k traded based on a 1min chart, and 2556K on a 15min chart( this is basically the same volume numbers I'm getting from IQ feed used in SC). When I look at the same time stamps using the Bar chart feed inside SC, I get around 151k on a 1min chart, and 1990k on a 15min chart- only partial data. Attached is a 5min chart of FB using Bar chart data on the left and IQ feed data on the right. As you can see the historical/ daily volumes virtually match, however the intraday volumes/ number of trades are well off. Can someone please confirm the volume numbers I'm getting from the SC/bar chart feed are what you're also getting, and that it's not some issue with my PC/ connection. If you're getting the same values as me then what's going on? Where's the rest of the volume at when it appears Barchart do actually provide it? Cheers |
| Attachment Deleted. |
SC IQ.png