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Non-Tech : Interactive Brokers / Timberhill -- Ignore unavailable to you. Want to Upgrade?

To: Dan Duchardt who wrote (2628)	3/15/2002 9:54:19 AM
From: fut_trade	Respond to of 9012

"It is consistently much higher than what appears in the time and sales record." I was subscribed to the SDK tick feed until I cancelled last December. But I believe the tick volume matched closely with the time & sales from CME at that time. With futures tick feeds, different vendors provide different numbers, e.g. I think quote.com provides tick volume for "volume", which is about 40,000 ticks per day for the es emini. Mytrack provided actual contract volume, which is about 250,000 contracts per day. So, as I recall, the SDK provided accurate contract volume for intraday. "I also find that I cannot get any past volume to to appear on a chart" The intraday 1-minute bar data provides no volume at all. I think the SDK data feed was slightly different from what was available through the mytrack application. I never used the mytrack application, so I can't comment specifically on that. But I seldom had problems with the SDK.