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rithmic missing volume
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rithmic missing volume

  #1 (permalink)
Elite Member
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rithmic missing volume

hi have someone problem with with rithmic eurex volume data ,because my are totally diferrent than eurex public
FESX rithmic official eurex missing volume
8/14/2015 770,170 ,, 859,375 ,, 89,205
8/17/2015 903,896 ,, 975,939 72,043
8/18/2015 600,387 ,, 707,546 ,, 107,159
8/19/2015 959,273 ,,1,102,755 ,, 143,482
8/20/2015 1,407,717 ,, 1,608,002 ,, 200,285
8/21/2015 1,856,325 ,, 2,114,413 ,, 258,088
8/24/2015 3,047,068 ,, 3,389,491 ,, 342,423
8/25/2015 2,329,430 ,,2,611,673 ,, 282,243
8/26/2015 1,892,596 ,,2,142,886 ,, 250,290
8/27/2015 1,547,804 ,, 1,758,338 ,, 210,534
8/28/2015 932,549 ,, 1,056,247 ,, 123,698
8/31/2015 764,574 ,,836,405 ,, 71,831
9/1/2015 1,454,949 ,, 1,639,014 ,,184,065
9/2/2015 1,098,061 ,,1,275,898 ,, 177,837
9/3/2015 1,277,192 ,,1,410,360 ,, 133,168
9/4/2015 1,262,208 ,,, 1,420,012 ,,157,804
9/7/2015 450,615 ,, 566,158 ,, 115,543
9/8/2015 945,586 ,,1,094,221 ,, 148,635
9/9/2015 1,234,104 ,,1,648,497 ,, 414,393
9/10/2015 1,104,163 ,,1,631,782 ,,527,619 !!!!

thanks

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  #2 (permalink)
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martin19 View Post
hi have someone problem with with rithmic eurex volume data ,because my are totally diferrent than eurex public
FESX rithmic official eurex missing volume
8/14/2015 770,170 ,, 859,375 ,, 89,205
8/17/2015 903,896 ,, 975,939 72,043
8/18/2015 600,387 ,, 707,546 ,, 107,159
8/19/2015 959,273 ,,1,102,755 ,, 143,482
8/20/2015 1,407,717 ,, 1,608,002 ,, 200,285
8/21/2015 1,856,325 ,, 2,114,413 ,, 258,088
8/24/2015 3,047,068 ,, 3,389,491 ,, 342,423
8/25/2015 2,329,430 ,,2,611,673 ,, 282,243
8/26/2015 1,892,596 ,,2,142,886 ,, 250,290
8/27/2015 1,547,804 ,, 1,758,338 ,, 210,534
8/28/2015 932,549 ,, 1,056,247 ,, 123,698
8/31/2015 764,574 ,,836,405 ,, 71,831
9/1/2015 1,454,949 ,, 1,639,014 ,,184,065
9/2/2015 1,098,061 ,,1,275,898 ,, 177,837
9/3/2015 1,277,192 ,,1,410,360 ,, 133,168
9/4/2015 1,262,208 ,,, 1,420,012 ,,157,804
9/7/2015 450,615 ,, 566,158 ,, 115,543
9/8/2015 945,586 ,,1,094,221 ,, 148,635
9/9/2015 1,234,104 ,,1,648,497 ,, 414,393
9/10/2015 1,104,163 ,,1,631,782 ,,527,619 !!!!

thanks

Are you comparing to settlement values? Last time I checked, rithmic doesn't report settlement. Best to ask your broker.

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  #3 (permalink)
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Big Mike View Post
Are you comparing to settlement values? Last time I checked, rithmic doesn't report settlement. Best to ask your broker.

Mike

Rithmic reports via it's API everything that the exchange reports.
I would be more than happy to assist this gentleman if he gained contact with me.

Matt
Optimus Futures

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PM with any questions about optimusfutures (800) 771-6748 (561) 367 8686. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.
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