Support Board
Date/Time: Sun, 26 Jan 2025 07:49:07 +0000
Futures Data Comparison
View Count: 924
| [2019-02-19 15:08:33] |
| User208524 - Posts: 2 |
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Hi There I have just signed up for a new Sierra Account. i have a very quick question. I have been using ProRealTime Charts, with Futures data for years now. However, I like the advanced functionality of Sierra charts, so I will start migrating accross. However, I have been comparing the Volume Data today, between the exact same future contracts, same month etc (NQ, ES, YM, FDAX etc) and I note there is a difference in volume between SierrA Charts and ProRealtime. Most of the time it is very similar, if not the same, but on high volume bars etc, there can be a very big difference. I was wondering if you could explain to me why? As far as I can see, the data is coming from the exact same Future exchanges, same month contract etc. This has me worried, as my entire strategy is buildt on order flow, Time and Sales volume. Thanks, Charl |
| [2019-02-20 00:58:31] |
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Well what we can say is that when using the Sierra Chart Historical Data service, the volume data you see is 100% accurate. So it would indicate that the other program is incorrect. But you also have to make sure you are comparing the volume during the exact same beginning and ending time for a particular period of time. That could be the reason for the difference. 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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