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Volume Indicator Inaccurately Points to Wrong Day (futures)

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  • Volume Indicator Inaccurately Points to Wrong Day (futures)

    Hi,

    Could someone please take a look at the following charts with Volume...

    It appears that eSignal inaccurately shows the volume one day later than the actual day...

    The big down day on Aug 30 in GCZ5 shows low volume while the inside day after shows a high volume day...

    I've attached the corresponding chart from CSI which shows the volume correctly...

    Thanks




  • #2
    James
    See this article on how Volume is displayed for futures
    Alex

    Comment


    • #3
      Thanks Alex,

      Didn't catch that...should've searched more prior to posting...

      I must say that it is still somewhat annoying...not sure why the current day isn't left blank, and then filled in after the close...or the next day for that matter...

      Oh well

      Cheers,
      James

      PS...I've got another 'issue'...maybe you could check your charts prior to me posting...take a look at the 60 min EUR A0-FX chart from Wed/Thurs of last week...now make that a 180min bar chart...do you have a rather large conspicuous gap in the data?

      Comment


      • #4
        James
        That can very easily be done in efs where if the chart is daily you apply an offset to the Volume series. That will leave the current day blank and shift all the volume bars back by 1.
        If you run a search for volume through my posts you should find I have already written an efs that does that.
        Alex

        Comment


        • #5
          James
          Here is the chart I have for 180 minutes of EUR A0-FX
          Alex

          Comment


          • #6
            Once again...I thank you Alex...I'll go find it now.

            Best,
            james

            Comment


            • #7
              Alex,

              Here's my chart..AND i get this gap consistently between 00:00 - 03:00...

              and also in other markets...any idea what is happening?

              Comment


              • #8
                James
                If you are in a Time Zone other than EST (or a Time Zone where the difference in hours between you and PST is not a multiple of 3) then this thread may explain what you are seeing on a 180 minute chart and provide you with a solution
                Alex

                Comment


                • #9
                  You know Alex...I spent (cough, cough) 2 days emailing tech support with associated charts (blah blah blah) last week and got absolutely nowhere...

                  you straightened that issue out with one sentence...

                  Thank you!

                  Best,
                  James:

                  Comment


                  • #10
                    James
                    Truth be told it is impossible to replicate this problem if one is in PST as the charts of any interval will all plot correctly.
                    Regardless it is my understanding that once the new data servers go into effect (eSignal has not given any indication as to when this will happen) then this issue should be resolved as all resets will happen at local midnight rather than PST midnight. Again though this is based on my understanding so I may be incorrect
                    Alex

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