Login Page - Create Account

Support Board


Date/Time: Wed, 19 Mar 2025 01:09:57 +0000



Volume #'s

View Count: 115

[2024-12-18 18:37:43]
User841161 - Posts: 263
I was wondering why 6e volume #'s differ between CME site #'s and those on 6e Sierra Chart. Are there settings I need to change to have accurate 3's? Here are the 2-https://www.sierrachart.com/image.php?Image=1734546523129.png and attached
imageVolume6412-18.PNG / V - Attached On 2024-12-18 18:37:33 UTC - Size: 45.61 KB - 40 views
[2024-12-18 23:11:49]
John - SC Support - Posts: 38782
The image from the CME Group is the instantaneous data and is delayed by 10 minutes. We are not sure exactly what the volume represents in that particular case.

In your Sierra Chart software, you are looking at the daily data for December 17, 2024 which shows a total volume of 162407. If you compare that to the daily volume from the CME Group, then you will see that it is an exact match. Here is a link to what you need to look at from the CME Group:
https://www.cmegroup.com/markets/fx/g10/euro-fx.volume.html

Look at the March 2025 contract and the "Total Volume" column near the middle.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account