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], 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>, > > 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> > > > > > > Site : > > > 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. > > > > > > > > > > > __. >
