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I also trade futures and use IQ Feed for data. The volumes look real
time and accurate to me. However, even if the volumes had a slight
delay it would not matter too much. Because volume is a leading
indicator, I have to delay triggers based on volume.
BR,
Dennis
On Nov 11, 2008, at 9:58 AM, sidhartha70 wrote:
> 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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