Bad Volume Data

[burlap1]

Am I the only one getting totally inaccurate volume data? NFI at 1:45 pm cst was 2mil+ while IB and TC2007 had 6mil+. That is only one example, only a few at the top seemed to be fairly close. burlap

[mschnauz]

I am getting inaccurate volume this morning as well.

[JayF]

This relates to known issues on the feed coming into the servers that QCharts 5.1 connects to. Essentially, the main reason that the volumes are off is that the number of trades that are coming in are reduced during peak volume periods. An illustration of this can be found at this earlier post on the subject.

The good news is that QCharts 6.0 is right around the corner and has dramatic improvements to the overall data feed and network reliability.

[burlap1]

Bad Vol Data

Are you saying that the bata version of6.0 won't have this problem? If not, how soon is "just around the corner"? Lloyd

[mschnauz]

Jay,

I am running 5.1 and the volume is way, way off on nearly all issues this morning. Any thoughts as to why? No trading overload today.

[JayF]

Re: Bad Vol Data

Originally posted by burlap1
Are you saying that the bata version of6.0 won't have this problem? If not, how soon is "just around the corner"? Lloyd

Correct. 6.0 doesn't have this volume/dropping trade problem. Tenatively, our 6.0 release candidate should be going out next week sometime, with a gold release before the end of the month. If you want to get a jump on it early, you can grab the beta version from here.

[JayF]

Originally posted by mschnauz
Jay,

I am running 5.1 and the volume is way, way off on nearly all issues this morning. Any thoughts as to why? No trading overload today.

Even the regular trading days are such that they are higher than the bandwidth capacity; it's just much more dramatic on high volume days. Speaking of which, our low volume days are higher than the majority of the high volume days from a year ago. Here's a Total Volume chart with a 10-week average applied... pretty amazing stuff considering this is only transaction data, and not a measurement of the increase of quote (bid/ask) rates which is even more dramatic.