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Non-Tech : Quote.com QCharts
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To: qcom_datadept who wrote (10976)12/11/2000 9:07:20 AM
From: SE   of 17977
 
Hi,

I know we have discussed the volume for the S&P 500 emini before, symbol ES01H. It has been said that QC's volume is TICK volume. I have downloaded a bit of FRI's action into Excel with QLINK. I see some discrepancies and don't know what to make of them. Perhaps you can shed some light.

Well, what I can do is check out the information I have. It is hard to get much back information though QLink due to
size or pipe limitations but check this out:

Friday numbers:

16:04 volume on QCharts - 151.

Vol per Excel - 1151 (trades only) and the number of trades (rows) is 149.

16:05 volume on QCharts - 99
Vol per Excel - 535 (trades only) and the number of trades (rows) is 88

If the volume on QC is tick volume or number of trades, I would have expected the number of trades reported on the QLINK T&S to be the same...that is the number of rows I have trades in for the particular minute would be the same. It is not.

This could be due to a couple of things I can think of. As we were told the time stamp of trades on QCharts is not the actual time stamp, but instead is the time stamp QC or your data provider assigns to the trade. T&S might be true time stamps hence a difference.

However, what I really would like to know is does the volume column in T&S via excel really represent actual trade size?

Anyway, nothing lines up...can you help explain why?

Thanks.
Scott
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