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fabiodev has contributed to 1 posts out of 21185 total posts
(0.00%) in 2,148 days (0.00 posts per day).
20 Most recent posts:
Hello, I have IQFeed API licence and I am seeing this issue in your tick by tick data: cumulative volume and total volume (as released purely by your application) are not the same. Let me explain myself better: by getting historical future contract tick by tick data using IQFeed API designed function (i.e. HTX,[Symbol],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]<CR><LF>) progessive summation of last size tick is not equal in many case to the value you provide inside Total Volume column, why ?
Please, find attached ES futire contract tick by tick data so that you can replicate the issue: the issue is into the "DELTA" column when the value in it is different from zero !!!
Thank you for reading and let me know please Andrea
Fabio
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