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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 amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@xxx> 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 amibroker@xxxxxxxxxxxxxxx
<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.
> > > >
> > >
> >
> > __.
>
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