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»Forums Index »Archive (2017 and earlier) »Data and Content Support »probleme volume on ER

Author	Topic: probleme volume on ER (9 messages, Page 1 of 1)
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Sep 13, 2007 10:01 AM Msg. 1 of 9 Hi, probleme volume on ER and maybe on all cme : IQfeed volume : 39768 Globalfutures by pats : 92158 probleme iqfeed ??? thank you for your answer alaindua
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Sep 13, 2007 10:08 AM Msg. 2 of 9 Hi Alaindua, I have forwarded the volume information you submitted to our Market Integrity dept. I will let you know what they find out as soon as I hear back. Thank you for letting us know there was a problem. Stan We could learn a lot from crayons: some are sharp, some are pretty, some are dull, some have weird names, and all are different colors but they all have to learn to live in the same box.
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Sep 13, 2007 10:11 AM Msg. 3 of 9 What symbol are you watching? If you are watching the front month symbols, such as @ES#, these contracts have rolled to December. Please make sure you are comparing the same contracts. Right now, the front trading month is Dec, and thus @ES# is showing you data for @ESZ7. You can still view the Sept contract by using the actual contract symbol of @ESU7. My guess is the volume will match when comparing the same contracts. Jay Froscheiser DTN - Trading Markets
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Sep 13, 2007 10:25 AM Msg. 4 of 9 volume @ER# IQFEED = 46156 volume ER december globalfutures = 110856 volume @ERU7 Iqfeed =39913 volume @ERU7 globalfutures = 105543
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Sep 13, 2007 10:27 AM Msg. 5 of 9 Hi Alaindua, Shubhra, in the Market Integrity dept check our volumes against a couple other data feeds & all are matched up. Most likely you are looking at different contract as Jay said. If there is anything else we can help with, please feel free to ask. Stan We could learn a lot from crayons: some are sharp, some are pretty, some are dull, some have weird names, and all are different colors but they all have to learn to live in the same box.
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Sep 13, 2007 10:56 AM Msg. 6 of 9 I look the SAME contract !! ER dec 2007 look the picture please File Attached: probleme volume ER same contract dec.JPG (downloaded 1312 times)
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Sep 13, 2007 11:09 AM Msg. 7 of 9 volume ER dec 55721 at 11h07 AM it's not possible, it's too little normaly : 100000
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Sep 13, 2007 11:16 AM Msg. 8 of 9 CME : same probleme on ES and NQ cbot : volume ok
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Sep 13, 2007 11:21 AM Msg. 9 of 9 Hi Alan, I have sent you an email reguarding possable reasons for the discrepancys in volume. Our Market Integrity dept checked our data against 2 different data venders & all match. I am confadent our data is correct. Please contact me via email or go to IQFeed.net to use our online chat system if you have any further questions. THANKS Stan We could learn a lot from crayons: some are sharp, some are pretty, some are dull, some have weird names, and all are different colors but they all have to learn to live in the same box.