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