Support Board
Date/Time: Thu, 06 Mar 2025 04:11:43 +0000
Volume difference between data feeds
View Count: 734
| [2022-01-27 05:42:17] |
| User997450 - Posts: 17 |
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Hi! I am using a rithmic feed on Jigsaw for trade execution and the Denali feed for charting. I'm noticing a very large volume difference between the two. Jigsaw with rithmic is showing 8x the amount of volume than the feed for Sierra. I double checked the symbols and they are the same. Settings are correct and there is no lag between current price on both. I'm looking at number bars on sierra and jigsaw is a DOM. Depth of market volume is exact. It's the current volume traded at price that is different. I'm curious if you know why this is? Date Time Of Last Edit: 2022-01-27 05:58:20
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| [2022-01-27 15:34:35] |
| John - SC Support - Posts: 38425 |
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This statement has us confused "I'm looking at numbers bars on sierra and jigsaw is a DOM". If you are comparing the Numbers Bars data to the data in a DOM, then these are going to be very different. You really need to compare the actual traded data within a bar to ensure you are comparing the correct data. But, in the end, if there is any difference, we do not know why, nor will we put any time into examining any differences. We have verified our data feeds multiple times and know that we have the correct data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-28 06:03:56] |
| User997450 - Posts: 17 |
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Thanks John! I figured it out. Sierra was showing the true volume. There was a discrepancy on jigsaws end. |
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