Support Board

Date/Time: Fri, 27 Sep 2024 09:22:19 +0000

Post From: Unmatched - Volume

[2015-11-27 05:33:36] Link To Thread - Link To Post [Go To First Post]
ejtrader - Posts: 688
SC Team - There seems to be a discrepency with the Bid + Ask Volume not being equal with the volume (few occasions). As you can see from this image - Volume calculated is accurate but Bid + Ask Volume doesn't represent this volume. This is a 5 minute bar with CTS Data. screencast.com/t/AZe03q5Snv screencast.com/t/DHHzwDdMVv9N When you get a chance - would you please review this? Please note that this is realtime bar and NOT during replay. Image also has T&S records highlighted which makes up the bar. Also ran into similar issue in the past - post #34 - ACSIL TS Sequence during replay \| Post: 74093 - Total Volume doesn't equate bid + ask Volume. Not sure whether the issue is with CTS bid x ask data (with CME MDP 3.0) or some other issue. PS: I am not stuck with this but the intention is bring this to your attention - in case if there is any bigger problem some where. Thanks Date Time Of Last Edit: 2015-11-27 05:48:46