Bars.TickCount > Tick DataFeed

[akvevo]

Hi,

I am using Bars.TickCount (coupled with Tick Replay) to return the number of ticks for daily historical bars.

The value return for the 11/05 is 357,762 for ES 06-17.
This should tell me "how many trades" have occured on that day.
That number seems very low to me.

Does anyone have any thoughts on this ?

I did check on another reliable data sources and saw a number of about 2.5 million, which 'seems' more in line.

At the point, my opinion is based on intution.
I dont expect exactly the same data points from different providers (such is life), but 357k VS. 2.5m is a massive difference.

Is there anything about my Continuum data feed that could be limiting/filtering ticks ? Is there any reason why the Bars.TickCount output would return a significantly lower value ?

Thanks

[NinjaTrader_AlanP]

Hello akvevo,

Total volume for the ES 06-17 contract on May 11 was 1,349,506 according to CME's website,

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_settlements_futures.html#tradeDate=05/11/2017

Hypothetically, if every single trade was a 1 lot and traded at a different price, would you not expect the max number of ticks to be no greater than 1,349,506?

Would you like to provide more detail about the reliable source which suggests continuum data is incorrect, and the number of ticks was actually almost double total volume?

I look forward to your reply.

[akvevo]

Thanks Alan,

I was incorrect in my assessment, apologies.
You are correct, the number of ticks cannot be greater than the number of contracts traded.
The source was BBG, and it looks like I misinterpreted their data, or they have a bad data point.