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Forum: Commodities

December 23rd, 2018, 05:19 AM

Replies: 5

Is a ~25% discrepancy between CME T&S vs. EOD reasonable?

Views: 1,044

Posted By xplorer

I think it depends on how each platform reports...

I think it depends on how each platform reports the various volume aggregates.

For example, I use CQG and I typically look at Crude Oil (CL). These are the daily volumes reported as of last...

Forum: Commodities

December 22nd, 2018, 05:18 PM

Replies: 5

Is a ~25% discrepancy between CME T&S vs. EOD reasonable?

Views: 1,044

Posted By xplorer

As addchild suggested, the discrepancies likely...

As addchild suggested, the discrepancies likely is between one figure which reports contract trades only Vs the other which includes: block trades, spreads, swaps, against actuals and anything else...

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