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Date/Time: Tue, 11 Feb 2025 08:23:14 +0000



Denali DataFeed - correct data (Volume)?

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[2020-09-04 17:45:41]
drak33 - Posts: 20
Hello, can you verify, if todays data from Denali DataFeed for MES symbol (mikro e-mini S&P 500) were correct? I see the problem with item Volume in "Time and Sales" window and also in study "Large Volume Trade Indicator". As you can see in attached files from September 2 to September 4, today there were almost no large volume contracts in the first half hour (8:30-9:00). This is in strong difference with the last days. Is it normal?
image2020-09-02_MES_LargeVolume.png / V - Attached On 2020-09-04 17:41:38 UTC - Size: 71.57 KB - 195 views
image2020-09-03_MES_LargeVolume.png / V - Attached On 2020-09-04 17:41:50 UTC - Size: 76.44 KB - 190 views
image2020-09-04_MES_LargeVolume.png / V - Attached On 2020-09-04 17:42:19 UTC - Size: 80.2 KB - 232 views
[2020-09-04 19:00:16]
Sierra Chart Engineering - Posts: 104368
There definitely could not be any problem with the volume data. That is always going to be 100% accurate. Nothing could go wrong with that.

Make sure Sierra Chart is set to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration
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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