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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 amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> 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>
> <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.
>
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