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 <[EMAIL PROTECTED]> 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. >
