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Is it possible that maybe you could list possible causes for loss of data so that we may better understand how these things happen. I have a similar thing happening with my Kinetick feed for the ES 06-14 contract daily volume. When I called I verified that it was not my machine as my Kinetick technical support rep had the exact same number for Daily Volume as I did. The problem is that this was off considerably from the CME provided numbers which closely matched TD Ameritrade volume. (Didn't do a screen capture of TD Ameritrade volume as I thought Kinetick numbers were better until yesterday.) Screen capture is from today 6/11/2014
@Robert Carrillo, on a related note, for @ES#C I am showing 874K total today, and CME shows over 1M. Rollover is tomorrow so don't know if it's related, but it's not right I think.
Please welcome @IQFeed James to the site. James will be taking over for Robert for the futures.io (formerly BMT) members with questions or that need help.
Feel free to ask James questions in this thread, or to send him a private message.
Thanks Mike for the intro! Nice to meet everyone! I look forward to helping out all the futures.io (formerly BMT) members with their data needs/questions and getting to know the futures.io (formerly BMT) community.
James
If you have any questions about IQFeed please send me a Private Message or use the BMT " Ask Me Anything" thread.
Thank you for the posts on futures.io (formerly BMT). I see a few volume questions on this thread. If there are specific questions we would be happy to help address these.
Feel free to contact us at [email protected] or 800.779.7299; 402.255.8787 and our customer service teams will help you.
IQFeed provides trade volume and cumulative volume updates with each trade message. The CME website referenced provides volume 10 min delayed but includes option volume for the contract as well. There could be a discrepancy in a comparison versus realtime data or delayed if the volume is for the futures.
The breakout of options vs futures is also available on cmegroup.com for daily volume.
I posted a picture of IQFeed daily volume using DTNiq Time and Sales versus the website voume and yesterday's volume if you wanted to review.
Please feel free to contact us for support if you need it.
Thank you
Mike
DTN IQFeed
@DTN IQFeed / @IQFeed James, you have the VRCT.Z symbol, which is the CBOE total put/call ratio. You also have a VRET.Z, which is equity p/c but it includes indexes. You do not seem to have equity only P/C ratio, which is really the one that most people would need. Am I right or do you offer it? Unfortunately it cannot be computed using the two you offer. The data is right here on CBOE, which is why I'm surprised you don't have it (under "Current," it is the third item):