charts not showing correct volume for session

Login or Register

Please login or register in order to view and post in the Forum.

3 posts / 0 new
Last post
Sat, 05/22/2021 - 10:21
#1
Greg Schade
Last seen: 2 years 2 months ago
Joined: 03/02/2021 - 07:41
charts not showing correct volume for session

My gold futures charts are not showing the correct volume for the full session. I have US Central time set up as my time zone and the full session for gold as 17:00-16:00, but my most recent IRT full session profile (May20 17:00 to May21 16:00) shows the volume as 193758 however the actual volume on the IRT quotepage and CME website shows the volume as 231235. What do I need to fix? Thanks

0
Top
Sun, 05/23/2021 - 04:32
Eddy_F
Last seen: 3 months 2 weeks ago
Joined: 07/30/2014 - 16:18
Hello Greg,

Hello Greg,
this has obv. nothing to do with IRT : this is a datafeed or CME issue as the same difference can also be seen on other charting package...
If I run a volume profile (built on tick) on another widely used charting software (using the same datafeed, aka DTN), I find back for Gold the same discrepancy : the total of the volume (as calculated in the volume profile per the sum of the individual trades) is also 193 k for Friday session, and is not the one reported by CME (231 k) which can be found in IRT (or other charting software) as volume of the daily bar (which is not calculated from individual tick)
Cheers
Eddy

Top
Sun, 05/23/2021 - 07:33
(Reply to #2)
Greg Schade
Last seen: 2 years 2 months ago
Joined: 03/02/2021 - 07:41
ok, thanks for the info!

ok, thanks for the info!

Top