I'm getting different values for volume data depending on the source. I'm using NT and hoping that some of you guys might let me know your volume for crude oil (6/11 contract), whether you're using NT or another platform.
I'm using Friday, 6/13:
My 1395m chart set to globex hours for oil (6:00pm - 5:15pm) (in NT the "NYMEX Metals / Energy ETH" template), using the NT-loaded data from TT, my broker feed:
=> 261,553
Daily chart using Kinetic EOD data:
=> 335,574
CME estimated volume (
=> 366,751
This huge discrepancy in the minute-based chart has me worried that perhaps my broker feed (again, TT) volume is not correct even on intraday minute and tick data. The volume patterns are basically the same, but the actual numbers are not. Can you guys let me know your total volume for Friday 6/13 both on a daily chart and minute chart, and what data feed you're using? IMO IQfeed is the gold standard so anyone with IQFeed especially, I would love to know!