Support Board
Date/Time: Fri, 27 Dec 2024 17:47:29 +0000
Post From: SC historical data - Futures volume
| [2015-12-21 17:36:02] |
| Johnny - Posts: 99 |
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Hello, while the volumes between Barchart and TD Ameritrade are alomost identical, I have noticed that the daily volumes from the SC historical datafeed for crude oil, Russell 2000 and other us index futures like the Dow and Nasdaq are significantly lower compared to Barchart and TD Ameritrade. In some cases the differences are over 200000 contracts! I guess that volumes from spread trades are excluded from the SC historical data service?
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