Support Board
Date/Time: Fri, 27 Dec 2024 01:04:04 +0000
SC historical data - Futures volume
View Count: 792
| [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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| [2015-12-21 18:09:31] |
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How are you determining the Daily volume? The accurate way is to use a Historical Daily chart and add the Volume study. Or for the current day look in Window >> Current Quote Window. That is the only way to determine the daily volume. 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 |
| [2015-12-21 19:15:18] |
| Johnny - Posts: 99 |
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I'm using daily charts with a setting of 1440 minutes. There's no need to add the volume study because I have set volume to be displayed at the tool values window.
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| [2015-12-21 19:24:16] |
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That is not an accurate measure of daily volume. That is only based upon trades which exclude spread trades, for the time range specified. You can compare that volume to other sources of Intraday data like IQ Feed and you will see there is a match. 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 |
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