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Date/Time: Wed, 27 Nov 2024 15:47:12 +0000



Volume problem between historical chart and intraday chart

View Count: 935

[2014-09-17 12:09:11]
User64630 - Posts: 19
Hello,
Why is there a difference in volume between these two charts?
This difference in volume is detrimental for profile volume.
Can you solve this problem: as you can see from the screenshots, I am subscribed to Sierra Chart package 5 and your data feed : SC Exchange Data (with Eurex Market Depht).
Regards.
imageVolume intraday.JPG / V - Attached On 2014-09-17 12:06:14 UTC - Size: 306.08 KB - 356 views
imageVolume historical.JPG / V - Attached On 2014-09-17 12:06:32 UTC - Size: 294.09 KB - 409 views
[2014-09-17 12:10:56]
User27384 - Posts: 3
Hi I Have the same problem
[2014-09-17 17:24:56]
Sierra Chart Engineering - Posts: 104368
We are not sure of the reason for this. We recommend contacting the EUREX and asking them about this. The question is why is the sum of the volume of trades transmitted for the DAX futures, less than the daily volume transmitted.

We have checked with IQ Feed and we noticed the same thing where the Intraday chart volume is about 50% of the daily volume reported by the EUREX.


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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