Support Board
Date/Time: Mon, 15 Sep 2025 13:36:59 +0000
ES vol
View Count: 149
| [2025-09-12 18:33:02] |
| User739935 - Posts: 40 |
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is there something wrong with Volume I am getting 483Kfor ESU and 39K for ESZ on my profile chart on barchart it shows 1million for ESU and 452K for ESZ |
| [2025-09-12 19:40:32] |
| John - SC Support - Posts: 41793 |
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Where are you looking at the Volume on Sierra Chart? From the Quote Board, we are seeing the following volumes at 14:41 on September 12, 2025 (Central US Time): - ESU25: 1241265 - ESZ25: 548259 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-09-12 19:42:34
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| [2025-09-13 11:42:57] |
| User739935 - Posts: 40 |
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I open tool values window for my volume profile chart and what it is showing me RTH close ESU 824004 ESZ 81226 just wondering why it is not registering the accurate info.
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| [2025-09-15 11:57:07] |
| ChrisK - Posts: 8 |
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I have discrepancy with volume as well. Currently SC shows me ESZ25 having a total volume of 43,167. CME, Barchart and TOS show over 120K at this time. Date Time Of Last Edit: 2025-09-15 11:58:12
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| [2025-09-15 12:07:45] |
| User431178 - Posts: 779 |
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Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume Currently SC shows me ESZ25 having a total volume of 43,167. CME, Barchart and TOS show over 120K at this time.
Barchart and TOS are showing you the "daily volume" and your chart is showing "intraday volume". Open a daily historical chart in Sierra Chart and the "daily volume" is same as CME, Barchart etc. |
| [2025-09-15 12:21:01] |
| ChrisK - Posts: 8 |
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My quote board has the correct volume. The market profile chart I am looking at which shows Chart Values - Volume starts from the Globex open for the evening session, which we currently are in. Seems to me this case of intraday vs daily volume is irrelevant. My chart simply isn’t showing correct volume reading for this Globex session. I have another full session chart which displays total volume using Numbers Bars study - also incorrect data there. Date Time Of Last Edit: 2025-09-15 12:27:41
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| [2025-09-15 12:31:25] |
| User739935 - Posts: 40 |
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Ok so my ES profile vol is off but my GC profile is the same vol as CME
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| [2025-09-15 12:36:39] |
| ChrisK - Posts: 8 |
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Let’s wait for SC Support to catch up on this. There’s an obvious issue with ES volume reading on charts vs in the quote board.
Date Time Of Last Edit: 2025-09-15 12:36:59
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| [2025-09-15 12:36:54] |
| User431178 - Posts: 779 |
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Seems to me this case of intraday vs daily volume is irrelevant.
It is not irrelevant, it's the exact explantion for the difference. You can even check "intraday" volume directly from CME (via their popout charts) and see that it's the same as in Sierra Chart. Ok so my ES profile vol is off but my GC profile is the same vol as CME
Fewer block trades and spreads traded on GC as compared to ES
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| [2025-09-15 12:47:27] |
| ChrisK - Posts: 8 |
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Intraday vs Daily is irrelevant here. I am looking at total volume reading from the start of the contract trading 15 hours ago at the start of Globex. RTH starts a little less than an hour from now. The total volume reading displayed on my chart for the current session is incorrect.
Date Time Of Last Edit: 2025-09-15 12:47:52
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| [2025-09-15 12:56:15] |
| User431178 - Posts: 779 |
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Intraday vs Daily is irrelevant here. I am looking at total volume reading from the start of the contract trading 15 hours ago at the start of Globex. RTH starts a little less than an hour from now. The total volume reading displayed on my chart for the current session is incorrect.
FFS - read what it says on the doc I linked. Intraday data (what you are looking at) does not include blocks and spreads, daily data (what CME, Barchart etc shows on their quoteboards - as does Sierra Chart) does, so there is a discrepancy between the two values. I give up now, as I try not to make a habit out of talking to brick walls. |
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