I also trade futures and use IQ Feed for data. The volumes look real time and accurate to me. However, even if the volumes had a slight delay it would not matter too much. Because volume is a leading indicator, I have to delay triggers based on volume.
BR, Dennis On Nov 11, 2008, at 9:58 AM, sidhartha70 wrote: > Well you need to compare like with like.. i.e. the same exchanges. if > the same contract is traded on different exchanges then they may not > be reporting the same volume. > But I have traded the Eurostox 50 since it came on line back in > 1998... and the volumes I'm getting are 100% correct. It's all > electronically exhcnaged so I don't understand why you believe it > would be any harder to report correct volume than it would correct > price...??? It's all done by computer.... > > > --- In [email protected], reinsley <[EMAIL PROTECTED]> wrote: >> >> Same tickers are traded on various exchanges. Hard to belevieve that >> recollection is in real time. I suppose that volumes are right, on a >> delay basis or EOD. The delay is variable up to the flow and the >> day's >> hour, even in a quiet market. >> I saw in real time the volumes about the same contract eurostock 50 >> futures traded in Franckfurt and Paris. It's day and night. >> I saw delay on CQG, does it exist a quality professionnal feed and a >> degraded feed ? >> If the future's volume is updated after a delay, does it worth to > create >> an intraday trading system based on volume ? This question is still >> pending for me. >> The reliability is depending of the supplier and the ticker. I am >> not >> far to think that it is a secret world. The backfilling modify the > stuff >> at any moment. >> >> Best regards >> >> sidhartha70 a écrit : >>> >>> I don't honestly know for IB... maybe others could comment. >>> But much of the futures volume these days, at least in the >>> contracts I >>> trade, is traded on an electronic exchange. There is no reason to >>> believe that the data capture on electroic exchanges is not 100% >>> accurate... >>> >>> I use IQ Feed... I think there would be client uproar if the data >>> they >>> supplied for volume on the major futures contracts was not >>> accurate. I >>> believe it is. >>> >>> --- In [email protected] > <mailto:amibroker%40yahoogroups.com>, >>> reinsley <reinsley@> wrote: >>>> >>>> >>>> Hi, >>>> >>>> IB. >>>> >>>> I read somewhere that volume was not the priority concerning >>> futures.The >>>> figures are lately ajusted on the fly, when the data flow is low. >>>> >>>> IB gives priority to bid/ask to hit the right price especially > when the >>>> market has a high trafic. >>>> >>>> I will appreciate any comments on this point. >>>> >>>> Best regards >>>> >>>> >>>> sidhartha70 a écrit : >>>>> >>>>> Who's your data provider...? Not sure why furtures volume data > should >>>>> be wrong....? >>>>> >>>>> --- In [email protected] > <mailto:amibroker%40yahoogroups.com> >>> <mailto:amibroker%40yahoogroups.com>, >>>>> reinsley <reinsley@> wrote: >>>>>> >>>>>> Hello, >>>>>> >>>>>> Download VPA.afl and VSA.pdf >>>>>> >>>>>> I did not test it, I use futures and vol are most of the > time wrong. >>>>>> >>>>>> It's a nice piece of work that can help you. >>>>>> >>>>>> Best regard >>>>>> >>>>>> DL page : >>>>>> http://www.4shared.com/dir/10233363/99142c5f/sharing.html >>> <http://www.4shared.com/dir/10233363/99142c5f/sharing.html> >>>>> <http://www.4shared.com/dir/10233363/99142c5f/sharing.html >>> <http://www.4shared.com/dir/10233363/99142c5f/sharing.html>> >>>>>> >>>>>> Site : >>>>>> http://www.vpanalysis.blogspot.com/ >>> <http://www.vpanalysis.blogspot.com/> >>>>> <http://www.vpanalysis.blogspot.com/ >>> <http://www.vpanalysis.blogspot.com/>> >>>>>> >>>>>> >>>>>> Ken Close a écrit : >>>>>>> >>>>>>> more generally, how do you best use volume in determining >>> setups and >>>>>>> trades? >>>>>>> >>>>>>> After years of working with the FastTrack data source, which >>> does not >>>>>>> have volume, I am branching out into ETF and even stock >>> analysis and >>>>>>> want to add Volume to the mix....because I am finally able to. >>> But I >>>>>>> find that I am starting from ground zero in terms of what are >>> popular >>>>>>> volume-based indicators and other useful ways to use volume. >>>>>>> >>>>>>> Care to share an indicator or two that you have found > useful and >>>>>>> effective? >>>>>>> >>>>>>> I appreciate any suggestions. >>>>>>> >>>>>>> Thanks. >>> >> > > > > ------------------------------------ > > **** IMPORTANT **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > ********************* > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail > directly to > SUPPORT {at} amibroker.com > ********************* > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > ********************************* > Yahoo! Groups Links > > >
