Support Board
Date/Time: Wed, 25 Dec 2024 15:58:52 +0000
Volume historical chart vs. intraday chart (daily)
View Count: 2006
| [2015-11-23 08:39:57] |
| wat - Posts: 67 |
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Hello, i have problem with counting volume. For symbol GC-2015-12-NYMEX, i have total volume 146 940 in "intraday" chart for daily (19.11. 2015), but in "historical" chart i ve got total volume 177555, for the same date of course. The volume from "historical" chart is identical with data from CME.com Why is it different ? Thank you sierra guys |
| [2015-11-24 05:48:23] |
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Help topic 43 has information about this subject: Http://www.sierrachart.com/index.php?page=doc/helpdetails43.html Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-24 14:20:14] |
| wat - Posts: 67 |
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Thank you guys, my simple question is: What do you mean "spread trades"? I am using your data feed. (The Daily Volume may include trades during the trading day like "spread trades", which are not included in Intraday charts) Thank you |
| [2015-11-24 17:46:14] |
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Please contact the exchange for help with that. They will understand what is meant by that term. This question is not within the scope of our support.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-25 07:06:30] |
| wat - Posts: 67 |
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I understand, Thank you
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| [2015-11-25 09:51:39] |
| User13668 - Posts: 294 |
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@wat That is a huge difference though to be explained by spread trades. It could be right, but I don't trade Gold to know for sure. If you look at the S&P 500 emini - the ES for instance: The last 7 trading days volume has averaged approx 1,408,000 per day. The difference between volume on a daily historical chart vs intraday (daily chart) has averaged 9,400 ie only about a 0.6% difference. In your case with Gold the difference is 17%!! By the way with ES it is always that the daily historical chart has more volume than the daily intraday chart - just like your Gold example. |
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